CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7354 |
-0.0100 |
-1.3% |
0.7593 |
| High |
0.7468 |
0.7376 |
-0.0092 |
-1.2% |
0.7708 |
| Low |
0.7328 |
0.7298 |
-0.0030 |
-0.4% |
0.7328 |
| Close |
0.7351 |
0.7310 |
-0.0041 |
-0.6% |
0.7351 |
| Range |
0.0140 |
0.0078 |
-0.0062 |
-44.3% |
0.0380 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
124,943 |
88,778 |
-36,165 |
-28.9% |
571,447 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7514 |
0.7353 |
|
| R3 |
0.7484 |
0.7436 |
0.7331 |
|
| R2 |
0.7406 |
0.7406 |
0.7324 |
|
| R1 |
0.7358 |
0.7358 |
0.7317 |
0.7343 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7321 |
| S1 |
0.7280 |
0.7280 |
0.7303 |
0.7265 |
| S2 |
0.7250 |
0.7250 |
0.7296 |
|
| S3 |
0.7172 |
0.7202 |
0.7289 |
|
| S4 |
0.7094 |
0.7124 |
0.7267 |
|
|
| 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 |
0.7298 |
0.0410 |
5.6% |
0.0118 |
1.6% |
3% |
False |
True |
117,676 |
| 10 |
0.7750 |
0.7298 |
0.0452 |
6.2% |
0.0111 |
1.5% |
3% |
False |
True |
109,356 |
| 20 |
0.7818 |
0.7298 |
0.0520 |
7.1% |
0.0098 |
1.3% |
2% |
False |
True |
100,984 |
| 40 |
0.7818 |
0.7298 |
0.0520 |
7.1% |
0.0099 |
1.4% |
2% |
False |
True |
93,997 |
| 60 |
0.7818 |
0.7028 |
0.0790 |
10.8% |
0.0095 |
1.3% |
36% |
False |
False |
67,628 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0096 |
1.3% |
51% |
False |
False |
50,801 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0090 |
1.2% |
51% |
False |
False |
40,673 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0078 |
1.1% |
51% |
False |
False |
33,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7708 |
|
2.618 |
0.7580 |
|
1.618 |
0.7502 |
|
1.000 |
0.7454 |
|
0.618 |
0.7424 |
|
HIGH |
0.7376 |
|
0.618 |
0.7346 |
|
0.500 |
0.7337 |
|
0.382 |
0.7328 |
|
LOW |
0.7298 |
|
0.618 |
0.7250 |
|
1.000 |
0.7220 |
|
1.618 |
0.7172 |
|
2.618 |
0.7094 |
|
4.250 |
0.6967 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7337 |
0.7401 |
| PP |
0.7328 |
0.7370 |
| S1 |
0.7319 |
0.7340 |
|