CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7692 |
0.7697 |
0.0005 |
0.1% |
0.7648 |
| High |
0.7712 |
0.7749 |
0.0037 |
0.5% |
0.7818 |
| Low |
0.7675 |
0.7681 |
0.0006 |
0.1% |
0.7612 |
| Close |
0.7691 |
0.7721 |
0.0030 |
0.4% |
0.7692 |
| Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0206 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
59,562 |
83,370 |
23,808 |
40.0% |
499,766 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7921 |
0.7889 |
0.7758 |
|
| R3 |
0.7853 |
0.7821 |
0.7740 |
|
| R2 |
0.7785 |
0.7785 |
0.7733 |
|
| R1 |
0.7753 |
0.7753 |
0.7727 |
0.7769 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7725 |
| S1 |
0.7685 |
0.7685 |
0.7715 |
0.7701 |
| S2 |
0.7649 |
0.7649 |
0.7709 |
|
| S3 |
0.7581 |
0.7617 |
0.7702 |
|
| S4 |
0.7513 |
0.7549 |
0.7684 |
|
|
| 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% |
0.0070 |
0.9% |
32% |
False |
False |
91,207 |
| 10 |
0.7818 |
0.7600 |
0.0218 |
2.8% |
0.0081 |
1.0% |
56% |
False |
False |
90,744 |
| 20 |
0.7818 |
0.7470 |
0.0348 |
4.5% |
0.0091 |
1.2% |
72% |
False |
False |
93,056 |
| 40 |
0.7818 |
0.7078 |
0.0740 |
9.6% |
0.0095 |
1.2% |
87% |
False |
False |
75,948 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.4% |
0.0094 |
1.2% |
89% |
False |
False |
50,847 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0093 |
1.2% |
91% |
False |
False |
38,199 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0082 |
1.1% |
91% |
False |
False |
30,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8038 |
|
2.618 |
0.7927 |
|
1.618 |
0.7859 |
|
1.000 |
0.7817 |
|
0.618 |
0.7791 |
|
HIGH |
0.7749 |
|
0.618 |
0.7723 |
|
0.500 |
0.7715 |
|
0.382 |
0.7707 |
|
LOW |
0.7681 |
|
0.618 |
0.7639 |
|
1.000 |
0.7613 |
|
1.618 |
0.7571 |
|
2.618 |
0.7503 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7719 |
| PP |
0.7717 |
0.7718 |
| S1 |
0.7715 |
0.7716 |
|