CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7469 |
-0.0182 |
-2.4% |
0.7692 |
| High |
0.7708 |
0.7506 |
-0.0202 |
-2.6% |
0.7750 |
| Low |
0.7467 |
0.7435 |
-0.0032 |
-0.4% |
0.7533 |
| Close |
0.7474 |
0.7446 |
-0.0028 |
-0.4% |
0.7587 |
| Range |
0.0241 |
0.0071 |
-0.0170 |
-70.5% |
0.0217 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
171,784 |
113,082 |
-58,702 |
-34.2% |
492,899 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7632 |
0.7485 |
|
| R3 |
0.7604 |
0.7561 |
0.7466 |
|
| R2 |
0.7533 |
0.7533 |
0.7459 |
|
| R1 |
0.7490 |
0.7490 |
0.7453 |
0.7476 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7456 |
| S1 |
0.7419 |
0.7419 |
0.7439 |
0.7405 |
| S2 |
0.7391 |
0.7391 |
0.7433 |
|
| S3 |
0.7320 |
0.7348 |
0.7426 |
|
| S4 |
0.7249 |
0.7277 |
0.7407 |
|
|
| 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 |
0.7708 |
0.7435 |
0.0273 |
3.7% |
0.0110 |
1.5% |
4% |
False |
True |
110,840 |
| 10 |
0.7818 |
0.7435 |
0.0383 |
5.1% |
0.0106 |
1.4% |
3% |
False |
True |
107,068 |
| 20 |
0.7818 |
0.7435 |
0.0383 |
5.1% |
0.0101 |
1.4% |
3% |
False |
True |
99,784 |
| 40 |
0.7818 |
0.7380 |
0.0438 |
5.9% |
0.0100 |
1.3% |
15% |
False |
False |
92,396 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.8% |
0.0097 |
1.3% |
58% |
False |
False |
62,588 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0096 |
1.3% |
64% |
False |
False |
47,018 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0088 |
1.2% |
64% |
False |
False |
37,638 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0076 |
1.0% |
64% |
False |
False |
31,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7808 |
|
2.618 |
0.7692 |
|
1.618 |
0.7621 |
|
1.000 |
0.7577 |
|
0.618 |
0.7550 |
|
HIGH |
0.7506 |
|
0.618 |
0.7479 |
|
0.500 |
0.7471 |
|
0.382 |
0.7462 |
|
LOW |
0.7435 |
|
0.618 |
0.7391 |
|
1.000 |
0.7364 |
|
1.618 |
0.7320 |
|
2.618 |
0.7249 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7471 |
0.7572 |
| PP |
0.7462 |
0.7530 |
| S1 |
0.7454 |
0.7488 |
|