CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7366 |
0.0004 |
0.1% |
0.7593 |
| High |
0.7395 |
0.7369 |
-0.0026 |
-0.4% |
0.7708 |
| Low |
0.7326 |
0.7301 |
-0.0025 |
-0.3% |
0.7328 |
| Close |
0.7368 |
0.7320 |
-0.0048 |
-0.7% |
0.7351 |
| Range |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0380 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
91,840 |
98,140 |
6,300 |
6.9% |
571,447 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7495 |
0.7357 |
|
| R3 |
0.7466 |
0.7427 |
0.7339 |
|
| R2 |
0.7398 |
0.7398 |
0.7332 |
|
| R1 |
0.7359 |
0.7359 |
0.7326 |
0.7345 |
| PP |
0.7330 |
0.7330 |
0.7330 |
0.7323 |
| S1 |
0.7291 |
0.7291 |
0.7314 |
0.7277 |
| S2 |
0.7262 |
0.7262 |
0.7308 |
|
| S3 |
0.7194 |
0.7223 |
0.7301 |
|
| S4 |
0.7126 |
0.7155 |
0.7283 |
|
|
| 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 |
0.7468 |
0.7290 |
0.0178 |
2.4% |
0.0086 |
1.2% |
17% |
False |
False |
99,758 |
| 10 |
0.7708 |
0.7290 |
0.0418 |
5.7% |
0.0096 |
1.3% |
7% |
False |
False |
103,713 |
| 20 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0093 |
1.3% |
6% |
False |
False |
100,877 |
| 40 |
0.7818 |
0.7290 |
0.0528 |
7.2% |
0.0096 |
1.3% |
6% |
False |
False |
94,546 |
| 60 |
0.7818 |
0.7034 |
0.0784 |
10.7% |
0.0095 |
1.3% |
36% |
False |
False |
72,355 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0094 |
1.3% |
52% |
False |
False |
54,355 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0090 |
1.2% |
52% |
False |
False |
43,518 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0079 |
1.1% |
52% |
False |
False |
36,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7658 |
|
2.618 |
0.7547 |
|
1.618 |
0.7479 |
|
1.000 |
0.7437 |
|
0.618 |
0.7411 |
|
HIGH |
0.7369 |
|
0.618 |
0.7343 |
|
0.500 |
0.7335 |
|
0.382 |
0.7327 |
|
LOW |
0.7301 |
|
0.618 |
0.7259 |
|
1.000 |
0.7233 |
|
1.618 |
0.7191 |
|
2.618 |
0.7123 |
|
4.250 |
0.7012 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7335 |
0.7343 |
| PP |
0.7330 |
0.7335 |
| S1 |
0.7325 |
0.7328 |
|