CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7661 |
0.0087 |
1.1% |
0.7651 |
| High |
0.7670 |
0.7695 |
0.0025 |
0.3% |
0.7655 |
| Low |
0.7563 |
0.7614 |
0.0051 |
0.7% |
0.7470 |
| Close |
0.7668 |
0.7637 |
-0.0031 |
-0.4% |
0.7534 |
| Range |
0.0107 |
0.0081 |
-0.0026 |
-24.3% |
0.0185 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
102,056 |
85,348 |
-16,708 |
-16.4% |
461,716 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7845 |
0.7682 |
|
| R3 |
0.7811 |
0.7764 |
0.7659 |
|
| R2 |
0.7730 |
0.7730 |
0.7652 |
|
| R1 |
0.7683 |
0.7683 |
0.7644 |
0.7666 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7640 |
| S1 |
0.7602 |
0.7602 |
0.7630 |
0.7585 |
| S2 |
0.7568 |
0.7568 |
0.7622 |
|
| S3 |
0.7487 |
0.7521 |
0.7615 |
|
| S4 |
0.7406 |
0.7440 |
0.7592 |
|
|
| 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 |
0.7695 |
0.7470 |
0.0225 |
2.9% |
0.0103 |
1.4% |
74% |
True |
False |
93,381 |
| 10 |
0.7698 |
0.7470 |
0.0228 |
3.0% |
0.0100 |
1.3% |
73% |
False |
False |
94,303 |
| 20 |
0.7698 |
0.7385 |
0.0313 |
4.1% |
0.0100 |
1.3% |
81% |
False |
False |
88,550 |
| 40 |
0.7698 |
0.7034 |
0.0664 |
8.7% |
0.0095 |
1.2% |
91% |
False |
False |
55,609 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0094 |
1.2% |
93% |
False |
False |
37,187 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0088 |
1.2% |
93% |
False |
False |
27,932 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
11.9% |
0.0076 |
1.0% |
93% |
False |
False |
22,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8039 |
|
2.618 |
0.7907 |
|
1.618 |
0.7826 |
|
1.000 |
0.7776 |
|
0.618 |
0.7745 |
|
HIGH |
0.7695 |
|
0.618 |
0.7664 |
|
0.500 |
0.7655 |
|
0.382 |
0.7645 |
|
LOW |
0.7614 |
|
0.618 |
0.7564 |
|
1.000 |
0.7533 |
|
1.618 |
0.7483 |
|
2.618 |
0.7402 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7655 |
0.7625 |
| PP |
0.7649 |
0.7613 |
| S1 |
0.7643 |
0.7601 |
|