CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7305 |
-0.0049 |
-0.7% |
0.7593 |
| High |
0.7376 |
0.7365 |
-0.0011 |
-0.1% |
0.7708 |
| Low |
0.7298 |
0.7290 |
-0.0008 |
-0.1% |
0.7328 |
| Close |
0.7310 |
0.7349 |
0.0039 |
0.5% |
0.7351 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0380 |
| ATR |
0.0100 |
0.0099 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
88,778 |
95,089 |
6,311 |
7.1% |
571,447 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7529 |
0.7390 |
|
| R3 |
0.7485 |
0.7454 |
0.7370 |
|
| R2 |
0.7410 |
0.7410 |
0.7363 |
|
| R1 |
0.7379 |
0.7379 |
0.7356 |
0.7395 |
| PP |
0.7335 |
0.7335 |
0.7335 |
0.7342 |
| S1 |
0.7304 |
0.7304 |
0.7342 |
0.7320 |
| S2 |
0.7260 |
0.7260 |
0.7335 |
|
| S3 |
0.7185 |
0.7229 |
0.7328 |
|
| S4 |
0.7110 |
0.7154 |
0.7308 |
|
|
| 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 |
0.7506 |
0.7290 |
0.0216 |
2.9% |
0.0084 |
1.1% |
27% |
False |
True |
102,337 |
| 10 |
0.7750 |
0.7290 |
0.0460 |
6.3% |
0.0112 |
1.5% |
13% |
False |
True |
110,528 |
| 20 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0097 |
1.3% |
11% |
False |
True |
100,636 |
| 40 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0098 |
1.3% |
11% |
False |
True |
94,472 |
| 60 |
0.7818 |
0.7034 |
0.0784 |
10.7% |
0.0096 |
1.3% |
40% |
False |
False |
69,207 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0096 |
1.3% |
55% |
False |
False |
51,986 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0090 |
1.2% |
55% |
False |
False |
41,622 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0078 |
1.1% |
55% |
False |
False |
34,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7561 |
|
1.618 |
0.7486 |
|
1.000 |
0.7440 |
|
0.618 |
0.7411 |
|
HIGH |
0.7365 |
|
0.618 |
0.7336 |
|
0.500 |
0.7328 |
|
0.382 |
0.7319 |
|
LOW |
0.7290 |
|
0.618 |
0.7244 |
|
1.000 |
0.7215 |
|
1.618 |
0.7169 |
|
2.618 |
0.7094 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7379 |
| PP |
0.7335 |
0.7369 |
| S1 |
0.7328 |
0.7359 |
|