CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7305 |
0.7362 |
0.0057 |
0.8% |
0.7593 |
High |
0.7365 |
0.7395 |
0.0030 |
0.4% |
0.7708 |
Low |
0.7290 |
0.7326 |
0.0036 |
0.5% |
0.7328 |
Close |
0.7349 |
0.7368 |
0.0019 |
0.3% |
0.7351 |
Range |
0.0075 |
0.0069 |
-0.0006 |
-8.0% |
0.0380 |
ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
95,089 |
91,840 |
-3,249 |
-3.4% |
571,447 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7570 |
0.7538 |
0.7406 |
|
R3 |
0.7501 |
0.7469 |
0.7387 |
|
R2 |
0.7432 |
0.7432 |
0.7381 |
|
R1 |
0.7400 |
0.7400 |
0.7374 |
0.7416 |
PP |
0.7363 |
0.7363 |
0.7363 |
0.7371 |
S1 |
0.7331 |
0.7331 |
0.7362 |
0.7347 |
S2 |
0.7294 |
0.7294 |
0.7355 |
|
S3 |
0.7225 |
0.7262 |
0.7349 |
|
S4 |
0.7156 |
0.7193 |
0.7330 |
|
|
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 |
0.7503 |
0.7290 |
0.0213 |
2.9% |
0.0084 |
1.1% |
37% |
False |
False |
98,088 |
10 |
0.7708 |
0.7290 |
0.0418 |
5.7% |
0.0097 |
1.3% |
19% |
False |
False |
104,464 |
20 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0096 |
1.3% |
15% |
False |
False |
100,961 |
40 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0098 |
1.3% |
15% |
False |
False |
94,755 |
60 |
0.7818 |
0.7034 |
0.0784 |
10.6% |
0.0095 |
1.3% |
43% |
False |
False |
70,726 |
80 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0095 |
1.3% |
56% |
False |
False |
53,131 |
100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0090 |
1.2% |
56% |
False |
False |
42,538 |
120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0079 |
1.1% |
56% |
False |
False |
35,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7576 |
1.618 |
0.7507 |
1.000 |
0.7464 |
0.618 |
0.7438 |
HIGH |
0.7395 |
0.618 |
0.7369 |
0.500 |
0.7361 |
0.382 |
0.7352 |
LOW |
0.7326 |
0.618 |
0.7283 |
1.000 |
0.7257 |
1.618 |
0.7214 |
2.618 |
0.7145 |
4.250 |
0.7033 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7366 |
0.7360 |
PP |
0.7363 |
0.7351 |
S1 |
0.7361 |
0.7343 |
|