CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7633 |
0.7672 |
0.0039 |
0.5% |
0.7526 |
High |
0.7717 |
0.7715 |
-0.0002 |
0.0% |
0.7717 |
Low |
0.7600 |
0.7661 |
0.0061 |
0.8% |
0.7507 |
Close |
0.7683 |
0.7700 |
0.0017 |
0.2% |
0.7700 |
Range |
0.0117 |
0.0054 |
-0.0063 |
-53.8% |
0.0210 |
ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
99,808 |
79,595 |
-20,213 |
-20.3% |
453,046 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7831 |
0.7730 |
|
R3 |
0.7800 |
0.7777 |
0.7715 |
|
R2 |
0.7746 |
0.7746 |
0.7710 |
|
R1 |
0.7723 |
0.7723 |
0.7705 |
0.7735 |
PP |
0.7692 |
0.7692 |
0.7692 |
0.7698 |
S1 |
0.7669 |
0.7669 |
0.7695 |
0.7681 |
S2 |
0.7638 |
0.7638 |
0.7690 |
|
S3 |
0.7584 |
0.7615 |
0.7685 |
|
S4 |
0.7530 |
0.7561 |
0.7670 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8271 |
0.8196 |
0.7816 |
|
R3 |
0.8061 |
0.7986 |
0.7758 |
|
R2 |
0.7851 |
0.7851 |
0.7739 |
|
R1 |
0.7776 |
0.7776 |
0.7719 |
0.7814 |
PP |
0.7641 |
0.7641 |
0.7641 |
0.7660 |
S1 |
0.7566 |
0.7566 |
0.7681 |
0.7604 |
S2 |
0.7431 |
0.7431 |
0.7662 |
|
S3 |
0.7221 |
0.7356 |
0.7642 |
|
S4 |
0.7011 |
0.7146 |
0.7585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7717 |
0.7507 |
0.0210 |
2.7% |
0.0092 |
1.2% |
92% |
False |
False |
90,609 |
10 |
0.7717 |
0.7470 |
0.0247 |
3.2% |
0.0098 |
1.3% |
93% |
False |
False |
91,476 |
20 |
0.7717 |
0.7450 |
0.0267 |
3.5% |
0.0095 |
1.2% |
94% |
False |
False |
86,206 |
40 |
0.7717 |
0.7034 |
0.0683 |
8.9% |
0.0096 |
1.2% |
98% |
False |
False |
60,074 |
60 |
0.7717 |
0.6849 |
0.0868 |
11.3% |
0.0094 |
1.2% |
98% |
False |
False |
40,166 |
80 |
0.7717 |
0.6787 |
0.0930 |
12.1% |
0.0088 |
1.1% |
98% |
False |
False |
30,173 |
100 |
0.7717 |
0.6787 |
0.0930 |
12.1% |
0.0077 |
1.0% |
98% |
False |
False |
24,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7945 |
2.618 |
0.7856 |
1.618 |
0.7802 |
1.000 |
0.7769 |
0.618 |
0.7748 |
HIGH |
0.7715 |
0.618 |
0.7694 |
0.500 |
0.7688 |
0.382 |
0.7682 |
LOW |
0.7661 |
0.618 |
0.7628 |
1.000 |
0.7607 |
1.618 |
0.7574 |
2.618 |
0.7520 |
4.250 |
0.7432 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7696 |
0.7686 |
PP |
0.7692 |
0.7672 |
S1 |
0.7688 |
0.7659 |
|