CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7484 |
-0.0093 |
-1.2% |
0.7651 |
| High |
0.7616 |
0.7558 |
-0.0058 |
-0.8% |
0.7655 |
| Low |
0.7470 |
0.7478 |
0.0008 |
0.1% |
0.7470 |
| Close |
0.7485 |
0.7534 |
0.0049 |
0.7% |
0.7534 |
| Range |
0.0146 |
0.0080 |
-0.0066 |
-45.2% |
0.0185 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
112,975 |
80,288 |
-32,687 |
-28.9% |
461,716 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7729 |
0.7578 |
|
| R3 |
0.7683 |
0.7649 |
0.7556 |
|
| R2 |
0.7603 |
0.7603 |
0.7549 |
|
| R1 |
0.7569 |
0.7569 |
0.7541 |
0.7586 |
| PP |
0.7523 |
0.7523 |
0.7523 |
0.7532 |
| S1 |
0.7489 |
0.7489 |
0.7527 |
0.7506 |
| S2 |
0.7443 |
0.7443 |
0.7519 |
|
| S3 |
0.7363 |
0.7409 |
0.7512 |
|
| S4 |
0.7283 |
0.7329 |
0.7490 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8006 |
0.7636 |
|
| R3 |
0.7923 |
0.7821 |
0.7585 |
|
| R2 |
0.7738 |
0.7738 |
0.7568 |
|
| R1 |
0.7636 |
0.7636 |
0.7551 |
0.7595 |
| PP |
0.7553 |
0.7553 |
0.7553 |
0.7532 |
| S1 |
0.7451 |
0.7451 |
0.7517 |
0.7410 |
| S2 |
0.7368 |
0.7368 |
0.7500 |
|
| S3 |
0.7183 |
0.7266 |
0.7483 |
|
| S4 |
0.6998 |
0.7081 |
0.7432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7655 |
0.7470 |
0.0185 |
2.5% |
0.0104 |
1.4% |
35% |
False |
False |
92,343 |
| 10 |
0.7698 |
0.7466 |
0.0232 |
3.1% |
0.0101 |
1.3% |
29% |
False |
False |
90,253 |
| 20 |
0.7698 |
0.7385 |
0.0313 |
4.2% |
0.0101 |
1.3% |
48% |
False |
False |
88,048 |
| 40 |
0.7698 |
0.6959 |
0.0739 |
9.8% |
0.0095 |
1.3% |
78% |
False |
False |
48,802 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0095 |
1.3% |
82% |
False |
False |
32,644 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0088 |
1.2% |
82% |
False |
False |
24,517 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.1% |
0.0073 |
1.0% |
82% |
False |
False |
19,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7898 |
|
2.618 |
0.7767 |
|
1.618 |
0.7687 |
|
1.000 |
0.7638 |
|
0.618 |
0.7607 |
|
HIGH |
0.7558 |
|
0.618 |
0.7527 |
|
0.500 |
0.7518 |
|
0.382 |
0.7509 |
|
LOW |
0.7478 |
|
0.618 |
0.7429 |
|
1.000 |
0.7398 |
|
1.618 |
0.7349 |
|
2.618 |
0.7269 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7543 |
| PP |
0.7523 |
0.7540 |
| S1 |
0.7518 |
0.7537 |
|