CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7796 |
0.7775 |
-0.0021 |
-0.3% |
0.7526 |
| High |
0.7811 |
0.7818 |
0.0007 |
0.1% |
0.7717 |
| Low |
0.7748 |
0.7716 |
-0.0032 |
-0.4% |
0.7507 |
| Close |
0.7782 |
0.7727 |
-0.0055 |
-0.7% |
0.7700 |
| Range |
0.0063 |
0.0102 |
0.0039 |
61.9% |
0.0210 |
| ATR |
0.0095 |
0.0095 |
0.0001 |
0.5% |
0.0000 |
| Volume |
92,025 |
118,725 |
26,700 |
29.0% |
453,046 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.7995 |
0.7783 |
|
| R3 |
0.7958 |
0.7893 |
0.7755 |
|
| R2 |
0.7856 |
0.7856 |
0.7746 |
|
| R1 |
0.7791 |
0.7791 |
0.7736 |
0.7773 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7744 |
| S1 |
0.7689 |
0.7689 |
0.7718 |
0.7671 |
| S2 |
0.7652 |
0.7652 |
0.7708 |
|
| S3 |
0.7550 |
0.7587 |
0.7699 |
|
| S4 |
0.7448 |
0.7485 |
0.7671 |
|
|
| 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 |
0.7818 |
0.7612 |
0.0206 |
2.7% |
0.0085 |
1.1% |
56% |
True |
False |
95,401 |
| 10 |
0.7818 |
0.7478 |
0.0340 |
4.4% |
0.0091 |
1.2% |
73% |
True |
False |
93,074 |
| 20 |
0.7818 |
0.7450 |
0.0368 |
4.8% |
0.0095 |
1.2% |
75% |
True |
False |
90,909 |
| 40 |
0.7818 |
0.7077 |
0.0741 |
9.6% |
0.0097 |
1.3% |
88% |
True |
False |
69,926 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.4% |
0.0095 |
1.2% |
90% |
True |
False |
46,777 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.3% |
0.0092 |
1.2% |
91% |
True |
False |
35,140 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.3% |
0.0080 |
1.0% |
91% |
True |
False |
28,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8252 |
|
2.618 |
0.8085 |
|
1.618 |
0.7983 |
|
1.000 |
0.7920 |
|
0.618 |
0.7881 |
|
HIGH |
0.7818 |
|
0.618 |
0.7779 |
|
0.500 |
0.7767 |
|
0.382 |
0.7755 |
|
LOW |
0.7716 |
|
0.618 |
0.7653 |
|
1.000 |
0.7614 |
|
1.618 |
0.7551 |
|
2.618 |
0.7449 |
|
4.250 |
0.7283 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7767 |
| PP |
0.7754 |
0.7754 |
| S1 |
0.7740 |
0.7740 |
|