CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7577 |
0.0057 |
0.8% |
0.7489 |
| High |
0.7597 |
0.7616 |
0.0019 |
0.3% |
0.7698 |
| Low |
0.7509 |
0.7470 |
-0.0039 |
-0.5% |
0.7466 |
| Close |
0.7571 |
0.7485 |
-0.0086 |
-1.1% |
0.7652 |
| Range |
0.0088 |
0.0146 |
0.0058 |
65.9% |
0.0232 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
3.7% |
0.0000 |
| Volume |
90,608 |
112,975 |
22,367 |
24.7% |
440,822 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7869 |
0.7565 |
|
| R3 |
0.7816 |
0.7723 |
0.7525 |
|
| R2 |
0.7670 |
0.7670 |
0.7512 |
|
| R1 |
0.7577 |
0.7577 |
0.7498 |
0.7551 |
| PP |
0.7524 |
0.7524 |
0.7524 |
0.7510 |
| S1 |
0.7431 |
0.7431 |
0.7472 |
0.7405 |
| S2 |
0.7378 |
0.7378 |
0.7458 |
|
| S3 |
0.7232 |
0.7285 |
0.7445 |
|
| S4 |
0.7086 |
0.7139 |
0.7405 |
|
|
| 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 |
0.7676 |
0.7470 |
0.0206 |
2.8% |
0.0109 |
1.5% |
7% |
False |
True |
98,398 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.3% |
0.0099 |
1.3% |
14% |
False |
False |
88,744 |
| 20 |
0.7698 |
0.7385 |
0.0313 |
4.2% |
0.0101 |
1.4% |
32% |
False |
False |
87,425 |
| 40 |
0.7698 |
0.6959 |
0.0739 |
9.9% |
0.0095 |
1.3% |
71% |
False |
False |
46,803 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.2% |
0.0095 |
1.3% |
77% |
False |
False |
31,310 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.2% |
0.0087 |
1.2% |
77% |
False |
False |
23,513 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.2% |
0.0072 |
1.0% |
77% |
False |
False |
18,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8237 |
|
2.618 |
0.7998 |
|
1.618 |
0.7852 |
|
1.000 |
0.7762 |
|
0.618 |
0.7706 |
|
HIGH |
0.7616 |
|
0.618 |
0.7560 |
|
0.500 |
0.7543 |
|
0.382 |
0.7526 |
|
LOW |
0.7470 |
|
0.618 |
0.7380 |
|
1.000 |
0.7324 |
|
1.618 |
0.7234 |
|
2.618 |
0.7088 |
|
4.250 |
0.6850 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7543 |
| PP |
0.7524 |
0.7524 |
| S1 |
0.7504 |
0.7504 |
|