CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7580 |
-0.0071 |
-0.9% |
0.7489 |
| High |
0.7655 |
0.7612 |
-0.0043 |
-0.6% |
0.7698 |
| Low |
0.7573 |
0.7486 |
-0.0087 |
-1.1% |
0.7466 |
| Close |
0.7585 |
0.7514 |
-0.0071 |
-0.9% |
0.7652 |
| Range |
0.0082 |
0.0126 |
0.0044 |
53.7% |
0.0232 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.4% |
0.0000 |
| Volume |
64,187 |
113,658 |
49,471 |
77.1% |
440,822 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7841 |
0.7583 |
|
| R3 |
0.7789 |
0.7715 |
0.7549 |
|
| R2 |
0.7663 |
0.7663 |
0.7537 |
|
| R1 |
0.7589 |
0.7589 |
0.7526 |
0.7563 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7525 |
| S1 |
0.7463 |
0.7463 |
0.7502 |
0.7437 |
| S2 |
0.7411 |
0.7411 |
0.7491 |
|
| S3 |
0.7285 |
0.7337 |
0.7479 |
|
| S4 |
0.7159 |
0.7211 |
0.7445 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8301 |
0.8209 |
0.7780 |
|
| R3 |
0.8069 |
0.7977 |
0.7716 |
|
| R2 |
0.7837 |
0.7837 |
0.7695 |
|
| R1 |
0.7745 |
0.7745 |
0.7673 |
0.7791 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7629 |
| S1 |
0.7513 |
0.7513 |
0.7631 |
0.7559 |
| S2 |
0.7373 |
0.7373 |
0.7609 |
|
| S3 |
0.7141 |
0.7281 |
0.7588 |
|
| S4 |
0.6909 |
0.7049 |
0.7524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7698 |
0.7486 |
0.0212 |
2.8% |
0.0099 |
1.3% |
13% |
False |
True |
96,301 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.3% |
0.0098 |
1.3% |
26% |
False |
False |
85,240 |
| 20 |
0.7698 |
0.7377 |
0.0321 |
4.3% |
0.0099 |
1.3% |
43% |
False |
False |
81,754 |
| 40 |
0.7698 |
0.6936 |
0.0762 |
10.1% |
0.0094 |
1.2% |
76% |
False |
False |
41,732 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0094 |
1.3% |
80% |
False |
False |
27,922 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0084 |
1.1% |
80% |
False |
False |
20,969 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0070 |
0.9% |
80% |
False |
False |
16,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.7942 |
|
1.618 |
0.7816 |
|
1.000 |
0.7738 |
|
0.618 |
0.7690 |
|
HIGH |
0.7612 |
|
0.618 |
0.7564 |
|
0.500 |
0.7549 |
|
0.382 |
0.7534 |
|
LOW |
0.7486 |
|
0.618 |
0.7408 |
|
1.000 |
0.7360 |
|
1.618 |
0.7282 |
|
2.618 |
0.7156 |
|
4.250 |
0.6951 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7549 |
0.7581 |
| PP |
0.7537 |
0.7559 |
| S1 |
0.7526 |
0.7536 |
|