CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7526 |
0.0042 |
0.6% |
0.7651 |
| High |
0.7558 |
0.7609 |
0.0051 |
0.7% |
0.7655 |
| Low |
0.7478 |
0.7507 |
0.0029 |
0.4% |
0.7470 |
| Close |
0.7534 |
0.7589 |
0.0055 |
0.7% |
0.7534 |
| Range |
0.0080 |
0.0102 |
0.0022 |
27.5% |
0.0185 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
80,288 |
86,239 |
5,951 |
7.4% |
461,716 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7834 |
0.7645 |
|
| R3 |
0.7772 |
0.7732 |
0.7617 |
|
| R2 |
0.7670 |
0.7670 |
0.7608 |
|
| R1 |
0.7630 |
0.7630 |
0.7598 |
0.7650 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7579 |
| S1 |
0.7528 |
0.7528 |
0.7580 |
0.7548 |
| S2 |
0.7466 |
0.7466 |
0.7570 |
|
| S3 |
0.7364 |
0.7426 |
0.7561 |
|
| S4 |
0.7262 |
0.7324 |
0.7533 |
|
|
| 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 |
0.7616 |
0.7470 |
0.0146 |
1.9% |
0.0108 |
1.4% |
82% |
False |
False |
96,753 |
| 10 |
0.7698 |
0.7470 |
0.0228 |
3.0% |
0.0105 |
1.4% |
52% |
False |
False |
95,171 |
| 20 |
0.7698 |
0.7385 |
0.0313 |
4.1% |
0.0100 |
1.3% |
65% |
False |
False |
87,010 |
| 40 |
0.7698 |
0.7028 |
0.0670 |
8.8% |
0.0094 |
1.2% |
84% |
False |
False |
50,950 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0095 |
1.3% |
88% |
False |
False |
34,073 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0088 |
1.2% |
88% |
False |
False |
25,595 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0074 |
1.0% |
88% |
False |
False |
20,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7876 |
|
1.618 |
0.7774 |
|
1.000 |
0.7711 |
|
0.618 |
0.7672 |
|
HIGH |
0.7609 |
|
0.618 |
0.7570 |
|
0.500 |
0.7558 |
|
0.382 |
0.7546 |
|
LOW |
0.7507 |
|
0.618 |
0.7444 |
|
1.000 |
0.7405 |
|
1.618 |
0.7342 |
|
2.618 |
0.7240 |
|
4.250 |
0.7074 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7574 |
| PP |
0.7568 |
0.7558 |
| S1 |
0.7558 |
0.7543 |
|