CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7651 |
0.0058 |
0.8% |
0.7692 |
| High |
0.7659 |
0.7708 |
0.0049 |
0.6% |
0.7750 |
| Low |
0.7581 |
0.7467 |
-0.0114 |
-1.5% |
0.7533 |
| Close |
0.7642 |
0.7474 |
-0.0168 |
-2.2% |
0.7587 |
| Range |
0.0078 |
0.0241 |
0.0163 |
209.0% |
0.0217 |
| ATR |
0.0094 |
0.0105 |
0.0010 |
11.1% |
0.0000 |
| Volume |
71,844 |
171,784 |
99,940 |
139.1% |
492,899 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8273 |
0.8114 |
0.7607 |
|
| R3 |
0.8032 |
0.7873 |
0.7540 |
|
| R2 |
0.7791 |
0.7791 |
0.7518 |
|
| R1 |
0.7632 |
0.7632 |
0.7496 |
0.7591 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7529 |
| S1 |
0.7391 |
0.7391 |
0.7452 |
0.7350 |
| S2 |
0.7309 |
0.7309 |
0.7430 |
|
| S3 |
0.7068 |
0.7150 |
0.7408 |
|
| S4 |
0.6827 |
0.6909 |
0.7341 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8148 |
0.7706 |
|
| R3 |
0.8057 |
0.7931 |
0.7647 |
|
| R2 |
0.7840 |
0.7840 |
0.7627 |
|
| R1 |
0.7714 |
0.7714 |
0.7607 |
0.7669 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7601 |
| S1 |
0.7497 |
0.7497 |
0.7567 |
0.7452 |
| S2 |
0.7406 |
0.7406 |
0.7547 |
|
| S3 |
0.7189 |
0.7280 |
0.7527 |
|
| S4 |
0.6972 |
0.7063 |
0.7468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7750 |
0.7467 |
0.0283 |
3.8% |
0.0140 |
1.9% |
2% |
False |
True |
118,719 |
| 10 |
0.7818 |
0.7467 |
0.0351 |
4.7% |
0.0105 |
1.4% |
2% |
False |
True |
104,963 |
| 20 |
0.7818 |
0.7467 |
0.0351 |
4.7% |
0.0102 |
1.4% |
2% |
False |
True |
98,660 |
| 40 |
0.7818 |
0.7377 |
0.0441 |
5.9% |
0.0100 |
1.3% |
22% |
False |
False |
90,207 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.8% |
0.0096 |
1.3% |
61% |
False |
False |
60,708 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0096 |
1.3% |
67% |
False |
False |
45,607 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0088 |
1.2% |
67% |
False |
False |
36,507 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0075 |
1.0% |
67% |
False |
False |
30,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8732 |
|
2.618 |
0.8339 |
|
1.618 |
0.8098 |
|
1.000 |
0.7949 |
|
0.618 |
0.7857 |
|
HIGH |
0.7708 |
|
0.618 |
0.7616 |
|
0.500 |
0.7588 |
|
0.382 |
0.7559 |
|
LOW |
0.7467 |
|
0.618 |
0.7318 |
|
1.000 |
0.7226 |
|
1.618 |
0.7077 |
|
2.618 |
0.6836 |
|
4.250 |
0.6443 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7588 |
| PP |
0.7550 |
0.7550 |
| S1 |
0.7512 |
0.7512 |
|