CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7633 |
-0.0028 |
-0.4% |
0.7651 |
| High |
0.7695 |
0.7717 |
0.0022 |
0.3% |
0.7655 |
| Low |
0.7614 |
0.7600 |
-0.0014 |
-0.2% |
0.7470 |
| Close |
0.7637 |
0.7683 |
0.0046 |
0.6% |
0.7534 |
| Range |
0.0081 |
0.0117 |
0.0036 |
44.4% |
0.0185 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.4% |
0.0000 |
| Volume |
85,348 |
99,808 |
14,460 |
16.9% |
461,716 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7967 |
0.7747 |
|
| R3 |
0.7901 |
0.7850 |
0.7715 |
|
| R2 |
0.7784 |
0.7784 |
0.7704 |
|
| R1 |
0.7733 |
0.7733 |
0.7694 |
0.7759 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7679 |
| S1 |
0.7616 |
0.7616 |
0.7672 |
0.7642 |
| S2 |
0.7550 |
0.7550 |
0.7662 |
|
| S3 |
0.7433 |
0.7499 |
0.7651 |
|
| S4 |
0.7316 |
0.7382 |
0.7619 |
|
|
| 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 |
0.7717 |
0.7478 |
0.0239 |
3.1% |
0.0097 |
1.3% |
86% |
True |
False |
90,747 |
| 10 |
0.7717 |
0.7470 |
0.0247 |
3.2% |
0.0103 |
1.3% |
86% |
True |
False |
94,573 |
| 20 |
0.7717 |
0.7450 |
0.0267 |
3.5% |
0.0098 |
1.3% |
87% |
True |
False |
88,214 |
| 40 |
0.7717 |
0.7034 |
0.0683 |
8.9% |
0.0095 |
1.2% |
95% |
True |
False |
58,095 |
| 60 |
0.7717 |
0.6787 |
0.0930 |
12.1% |
0.0095 |
1.2% |
96% |
True |
False |
38,847 |
| 80 |
0.7717 |
0.6787 |
0.0930 |
12.1% |
0.0089 |
1.2% |
96% |
True |
False |
29,178 |
| 100 |
0.7717 |
0.6787 |
0.0930 |
12.1% |
0.0077 |
1.0% |
96% |
True |
False |
23,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8023 |
|
1.618 |
0.7906 |
|
1.000 |
0.7834 |
|
0.618 |
0.7789 |
|
HIGH |
0.7717 |
|
0.618 |
0.7672 |
|
0.500 |
0.7659 |
|
0.382 |
0.7645 |
|
LOW |
0.7600 |
|
0.618 |
0.7528 |
|
1.000 |
0.7483 |
|
1.618 |
0.7411 |
|
2.618 |
0.7294 |
|
4.250 |
0.7103 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7675 |
0.7669 |
| PP |
0.7667 |
0.7654 |
| S1 |
0.7659 |
0.7640 |
|