CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7454 |
0.0006 |
0.1% |
0.7593 |
| High |
0.7503 |
0.7468 |
-0.0035 |
-0.5% |
0.7708 |
| Low |
0.7445 |
0.7328 |
-0.0117 |
-1.6% |
0.7328 |
| Close |
0.7449 |
0.7351 |
-0.0098 |
-1.3% |
0.7351 |
| Range |
0.0058 |
0.0140 |
0.0082 |
141.4% |
0.0380 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.9% |
0.0000 |
| Volume |
89,794 |
124,943 |
35,149 |
39.1% |
571,447 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7717 |
0.7428 |
|
| R3 |
0.7662 |
0.7577 |
0.7390 |
|
| R2 |
0.7522 |
0.7522 |
0.7377 |
|
| R1 |
0.7437 |
0.7437 |
0.7364 |
0.7410 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7369 |
| S1 |
0.7297 |
0.7297 |
0.7338 |
0.7270 |
| S2 |
0.7242 |
0.7242 |
0.7325 |
|
| S3 |
0.7102 |
0.7157 |
0.7313 |
|
| S4 |
0.6962 |
0.7017 |
0.7274 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8602 |
0.8357 |
0.7560 |
|
| R3 |
0.8222 |
0.7977 |
0.7456 |
|
| R2 |
0.7842 |
0.7842 |
0.7421 |
|
| R1 |
0.7597 |
0.7597 |
0.7386 |
0.7530 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7429 |
| S1 |
0.7217 |
0.7217 |
0.7316 |
0.7150 |
| S2 |
0.7082 |
0.7082 |
0.7281 |
|
| S3 |
0.6702 |
0.6837 |
0.7247 |
|
| S4 |
0.6322 |
0.6457 |
0.7142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7708 |
0.7328 |
0.0380 |
5.2% |
0.0118 |
1.6% |
6% |
False |
True |
114,289 |
| 10 |
0.7750 |
0.7328 |
0.0422 |
5.7% |
0.0107 |
1.5% |
5% |
False |
True |
106,434 |
| 20 |
0.7818 |
0.7328 |
0.0490 |
6.7% |
0.0099 |
1.4% |
5% |
False |
True |
100,857 |
| 40 |
0.7818 |
0.7328 |
0.0490 |
6.7% |
0.0100 |
1.4% |
5% |
False |
True |
94,453 |
| 60 |
0.7818 |
0.6959 |
0.0859 |
11.7% |
0.0097 |
1.3% |
46% |
False |
False |
66,154 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0096 |
1.3% |
55% |
False |
False |
49,697 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0090 |
1.2% |
55% |
False |
False |
39,785 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0077 |
1.0% |
55% |
False |
False |
33,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8063 |
|
2.618 |
0.7835 |
|
1.618 |
0.7695 |
|
1.000 |
0.7608 |
|
0.618 |
0.7555 |
|
HIGH |
0.7468 |
|
0.618 |
0.7415 |
|
0.500 |
0.7398 |
|
0.382 |
0.7381 |
|
LOW |
0.7328 |
|
0.618 |
0.7241 |
|
1.000 |
0.7188 |
|
1.618 |
0.7101 |
|
2.618 |
0.6961 |
|
4.250 |
0.6733 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7417 |
| PP |
0.7382 |
0.7395 |
| S1 |
0.7367 |
0.7373 |
|