CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7692 |
-0.0028 |
-0.4% |
0.7648 |
| High |
0.7757 |
0.7712 |
-0.0045 |
-0.6% |
0.7818 |
| Low |
0.7677 |
0.7675 |
-0.0002 |
0.0% |
0.7612 |
| Close |
0.7692 |
0.7691 |
-0.0001 |
0.0% |
0.7692 |
| Range |
0.0080 |
0.0037 |
-0.0043 |
-53.8% |
0.0206 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
102,354 |
59,562 |
-42,792 |
-41.8% |
499,766 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7804 |
0.7784 |
0.7711 |
|
| R3 |
0.7767 |
0.7747 |
0.7701 |
|
| R2 |
0.7730 |
0.7730 |
0.7698 |
|
| R1 |
0.7710 |
0.7710 |
0.7694 |
0.7702 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7688 |
| S1 |
0.7673 |
0.7673 |
0.7688 |
0.7665 |
| S2 |
0.7656 |
0.7656 |
0.7684 |
|
| S3 |
0.7619 |
0.7636 |
0.7681 |
|
| S4 |
0.7582 |
0.7599 |
0.7671 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8215 |
0.7805 |
|
| R3 |
0.8119 |
0.8009 |
0.7749 |
|
| R2 |
0.7913 |
0.7913 |
0.7730 |
|
| R1 |
0.7803 |
0.7803 |
0.7711 |
0.7858 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7735 |
| S1 |
0.7597 |
0.7597 |
0.7673 |
0.7652 |
| S2 |
0.7501 |
0.7501 |
0.7654 |
|
| S3 |
0.7295 |
0.7391 |
0.7635 |
|
| S4 |
0.7089 |
0.7185 |
0.7579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7675 |
0.0143 |
1.9% |
0.0072 |
0.9% |
11% |
False |
True |
92,543 |
| 10 |
0.7818 |
0.7563 |
0.0255 |
3.3% |
0.0085 |
1.1% |
50% |
False |
False |
92,613 |
| 20 |
0.7818 |
0.7470 |
0.0348 |
4.5% |
0.0095 |
1.2% |
64% |
False |
False |
93,892 |
| 40 |
0.7818 |
0.7077 |
0.0741 |
9.6% |
0.0095 |
1.2% |
83% |
False |
False |
73,911 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.5% |
0.0094 |
1.2% |
86% |
False |
False |
49,466 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0092 |
1.2% |
88% |
False |
False |
37,158 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0081 |
1.1% |
88% |
False |
False |
29,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7809 |
|
1.618 |
0.7772 |
|
1.000 |
0.7749 |
|
0.618 |
0.7735 |
|
HIGH |
0.7712 |
|
0.618 |
0.7698 |
|
0.500 |
0.7694 |
|
0.382 |
0.7689 |
|
LOW |
0.7675 |
|
0.618 |
0.7652 |
|
1.000 |
0.7638 |
|
1.618 |
0.7615 |
|
2.618 |
0.7578 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7694 |
0.7747 |
| PP |
0.7693 |
0.7728 |
| S1 |
0.7692 |
0.7710 |
|