CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7520 |
-0.0060 |
-0.8% |
0.7489 |
| High |
0.7612 |
0.7597 |
-0.0015 |
-0.2% |
0.7698 |
| Low |
0.7486 |
0.7509 |
0.0023 |
0.3% |
0.7466 |
| Close |
0.7514 |
0.7571 |
0.0057 |
0.8% |
0.7652 |
| Range |
0.0126 |
0.0088 |
-0.0038 |
-30.2% |
0.0232 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
113,658 |
90,608 |
-23,050 |
-20.3% |
440,822 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7785 |
0.7619 |
|
| R3 |
0.7735 |
0.7697 |
0.7595 |
|
| R2 |
0.7647 |
0.7647 |
0.7587 |
|
| R1 |
0.7609 |
0.7609 |
0.7579 |
0.7628 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7569 |
| S1 |
0.7521 |
0.7521 |
0.7563 |
0.7540 |
| S2 |
0.7471 |
0.7471 |
0.7555 |
|
| S3 |
0.7383 |
0.7433 |
0.7547 |
|
| S4 |
0.7295 |
0.7345 |
0.7523 |
|
|
| 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% |
0.0097 |
1.3% |
40% |
False |
False |
95,224 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.3% |
0.0098 |
1.3% |
49% |
False |
False |
86,603 |
| 20 |
0.7698 |
0.7380 |
0.0318 |
4.2% |
0.0100 |
1.3% |
60% |
False |
False |
85,009 |
| 40 |
0.7698 |
0.6936 |
0.0762 |
10.1% |
0.0094 |
1.2% |
83% |
False |
False |
43,990 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0094 |
1.2% |
86% |
False |
False |
29,430 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0085 |
1.1% |
86% |
False |
False |
22,101 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0071 |
0.9% |
86% |
False |
False |
17,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7827 |
|
1.618 |
0.7739 |
|
1.000 |
0.7685 |
|
0.618 |
0.7651 |
|
HIGH |
0.7597 |
|
0.618 |
0.7563 |
|
0.500 |
0.7553 |
|
0.382 |
0.7543 |
|
LOW |
0.7509 |
|
0.618 |
0.7455 |
|
1.000 |
0.7421 |
|
1.618 |
0.7367 |
|
2.618 |
0.7279 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7571 |
| PP |
0.7559 |
0.7571 |
| S1 |
0.7553 |
0.7571 |
|