CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7732 |
0.0084 |
1.1% |
0.7526 |
| High |
0.7740 |
0.7808 |
0.0068 |
0.9% |
0.7717 |
| Low |
0.7612 |
0.7728 |
0.0116 |
1.5% |
0.7507 |
| Close |
0.7726 |
0.7800 |
0.0074 |
1.0% |
0.7700 |
| Range |
0.0128 |
0.0080 |
-0.0048 |
-37.5% |
0.0210 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
96,613 |
90,049 |
-6,564 |
-6.8% |
453,046 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8019 |
0.7989 |
0.7844 |
|
| R3 |
0.7939 |
0.7909 |
0.7822 |
|
| R2 |
0.7859 |
0.7859 |
0.7815 |
|
| R1 |
0.7829 |
0.7829 |
0.7807 |
0.7844 |
| PP |
0.7779 |
0.7779 |
0.7779 |
0.7786 |
| S1 |
0.7749 |
0.7749 |
0.7793 |
0.7764 |
| S2 |
0.7699 |
0.7699 |
0.7785 |
|
| S3 |
0.7619 |
0.7669 |
0.7778 |
|
| S4 |
0.7539 |
0.7589 |
0.7756 |
|
|
| 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 |
0.7808 |
0.7600 |
0.0208 |
2.7% |
0.0092 |
1.2% |
96% |
True |
False |
90,282 |
| 10 |
0.7808 |
0.7470 |
0.0338 |
4.3% |
0.0098 |
1.3% |
98% |
True |
False |
92,357 |
| 20 |
0.7808 |
0.7450 |
0.0358 |
4.6% |
0.0098 |
1.3% |
98% |
True |
False |
88,799 |
| 40 |
0.7808 |
0.7077 |
0.0731 |
9.4% |
0.0096 |
1.2% |
99% |
True |
False |
64,712 |
| 60 |
0.7808 |
0.6880 |
0.0928 |
11.9% |
0.0094 |
1.2% |
99% |
True |
False |
43,270 |
| 80 |
0.7808 |
0.6787 |
0.1021 |
13.1% |
0.0090 |
1.2% |
99% |
True |
False |
32,506 |
| 100 |
0.7808 |
0.6787 |
0.1021 |
13.1% |
0.0079 |
1.0% |
99% |
True |
False |
26,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8017 |
|
1.618 |
0.7937 |
|
1.000 |
0.7888 |
|
0.618 |
0.7857 |
|
HIGH |
0.7808 |
|
0.618 |
0.7777 |
|
0.500 |
0.7768 |
|
0.382 |
0.7759 |
|
LOW |
0.7728 |
|
0.618 |
0.7679 |
|
1.000 |
0.7648 |
|
1.618 |
0.7599 |
|
2.618 |
0.7519 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7789 |
0.7770 |
| PP |
0.7779 |
0.7740 |
| S1 |
0.7768 |
0.7710 |
|