CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7574 |
0.0048 |
0.6% |
0.7651 |
| High |
0.7609 |
0.7670 |
0.0061 |
0.8% |
0.7655 |
| Low |
0.7507 |
0.7563 |
0.0056 |
0.7% |
0.7470 |
| Close |
0.7589 |
0.7668 |
0.0079 |
1.0% |
0.7534 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0185 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.6% |
0.0000 |
| Volume |
86,239 |
102,056 |
15,817 |
18.3% |
461,716 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7918 |
0.7727 |
|
| R3 |
0.7848 |
0.7811 |
0.7697 |
|
| R2 |
0.7741 |
0.7741 |
0.7688 |
|
| R1 |
0.7704 |
0.7704 |
0.7678 |
0.7723 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7643 |
| S1 |
0.7597 |
0.7597 |
0.7658 |
0.7616 |
| S2 |
0.7527 |
0.7527 |
0.7648 |
|
| S3 |
0.7420 |
0.7490 |
0.7639 |
|
| S4 |
0.7313 |
0.7383 |
0.7609 |
|
|
| 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 |
0.7670 |
0.7470 |
0.0200 |
2.6% |
0.0105 |
1.4% |
99% |
True |
False |
94,433 |
| 10 |
0.7698 |
0.7470 |
0.0228 |
3.0% |
0.0102 |
1.3% |
87% |
False |
False |
95,367 |
| 20 |
0.7698 |
0.7385 |
0.0313 |
4.1% |
0.0100 |
1.3% |
90% |
False |
False |
88,309 |
| 40 |
0.7698 |
0.7034 |
0.0664 |
8.7% |
0.0095 |
1.2% |
95% |
False |
False |
53,493 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0096 |
1.2% |
97% |
False |
False |
35,769 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0088 |
1.2% |
97% |
False |
False |
26,868 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0075 |
1.0% |
97% |
False |
False |
21,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8125 |
|
2.618 |
0.7950 |
|
1.618 |
0.7843 |
|
1.000 |
0.7777 |
|
0.618 |
0.7736 |
|
HIGH |
0.7670 |
|
0.618 |
0.7629 |
|
0.500 |
0.7617 |
|
0.382 |
0.7604 |
|
LOW |
0.7563 |
|
0.618 |
0.7497 |
|
1.000 |
0.7456 |
|
1.618 |
0.7390 |
|
2.618 |
0.7283 |
|
4.250 |
0.7108 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7637 |
| PP |
0.7634 |
0.7605 |
| S1 |
0.7617 |
0.7574 |
|