CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7313 |
-0.0053 |
-0.7% |
0.7354 |
| High |
0.7369 |
0.7316 |
-0.0053 |
-0.7% |
0.7395 |
| Low |
0.7301 |
0.7246 |
-0.0055 |
-0.8% |
0.7246 |
| Close |
0.7320 |
0.7264 |
-0.0056 |
-0.8% |
0.7264 |
| Range |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0149 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
98,140 |
102,931 |
4,791 |
4.9% |
476,778 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7445 |
0.7303 |
|
| R3 |
0.7415 |
0.7375 |
0.7283 |
|
| R2 |
0.7345 |
0.7345 |
0.7277 |
|
| R1 |
0.7305 |
0.7305 |
0.7270 |
0.7290 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7268 |
| S1 |
0.7235 |
0.7235 |
0.7258 |
0.7220 |
| S2 |
0.7205 |
0.7205 |
0.7251 |
|
| S3 |
0.7135 |
0.7165 |
0.7245 |
|
| S4 |
0.7065 |
0.7095 |
0.7226 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7655 |
0.7346 |
|
| R3 |
0.7600 |
0.7506 |
0.7305 |
|
| R2 |
0.7451 |
0.7451 |
0.7291 |
|
| R1 |
0.7357 |
0.7357 |
0.7278 |
0.7330 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7288 |
| S1 |
0.7208 |
0.7208 |
0.7250 |
0.7181 |
| S2 |
0.7153 |
0.7153 |
0.7237 |
|
| S3 |
0.7004 |
0.7059 |
0.7223 |
|
| S4 |
0.6855 |
0.6910 |
0.7182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7395 |
0.7246 |
0.0149 |
2.1% |
0.0072 |
1.0% |
12% |
False |
True |
95,355 |
| 10 |
0.7708 |
0.7246 |
0.0462 |
6.4% |
0.0095 |
1.3% |
4% |
False |
True |
104,822 |
| 20 |
0.7818 |
0.7246 |
0.0572 |
7.9% |
0.0094 |
1.3% |
3% |
False |
True |
102,044 |
| 40 |
0.7818 |
0.7246 |
0.0572 |
7.9% |
0.0095 |
1.3% |
3% |
False |
True |
94,125 |
| 60 |
0.7818 |
0.7034 |
0.0784 |
10.8% |
0.0095 |
1.3% |
29% |
False |
False |
74,064 |
| 80 |
0.7818 |
0.6849 |
0.0969 |
13.3% |
0.0094 |
1.3% |
43% |
False |
False |
55,636 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0090 |
1.2% |
46% |
False |
False |
44,547 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0080 |
1.1% |
46% |
False |
False |
37,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7614 |
|
2.618 |
0.7499 |
|
1.618 |
0.7429 |
|
1.000 |
0.7386 |
|
0.618 |
0.7359 |
|
HIGH |
0.7316 |
|
0.618 |
0.7289 |
|
0.500 |
0.7281 |
|
0.382 |
0.7273 |
|
LOW |
0.7246 |
|
0.618 |
0.7203 |
|
1.000 |
0.7176 |
|
1.618 |
0.7133 |
|
2.618 |
0.7063 |
|
4.250 |
0.6949 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7281 |
0.7321 |
| PP |
0.7275 |
0.7302 |
| S1 |
0.7270 |
0.7283 |
|