CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7246 |
0.7283 |
0.0037 |
0.5% |
0.7354 |
| High |
0.7301 |
0.7359 |
0.0058 |
0.8% |
0.7395 |
| Low |
0.7241 |
0.7274 |
0.0033 |
0.5% |
0.7246 |
| Close |
0.7280 |
0.7315 |
0.0035 |
0.5% |
0.7264 |
| Range |
0.0060 |
0.0085 |
0.0025 |
41.7% |
0.0149 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
70,109 |
103,962 |
33,853 |
48.3% |
476,778 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7571 |
0.7528 |
0.7362 |
|
| R3 |
0.7486 |
0.7443 |
0.7338 |
|
| R2 |
0.7401 |
0.7401 |
0.7331 |
|
| R1 |
0.7358 |
0.7358 |
0.7323 |
0.7380 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7327 |
| S1 |
0.7273 |
0.7273 |
0.7307 |
0.7295 |
| S2 |
0.7231 |
0.7231 |
0.7299 |
|
| S3 |
0.7146 |
0.7188 |
0.7292 |
|
| S4 |
0.7061 |
0.7103 |
0.7268 |
|
|
| 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 |
0.7241 |
0.0154 |
2.1% |
0.0070 |
1.0% |
48% |
False |
False |
93,396 |
| 10 |
0.7506 |
0.7241 |
0.0265 |
3.6% |
0.0077 |
1.1% |
28% |
False |
False |
97,866 |
| 20 |
0.7818 |
0.7241 |
0.0577 |
7.9% |
0.0091 |
1.2% |
13% |
False |
False |
101,414 |
| 40 |
0.7818 |
0.7241 |
0.0577 |
7.9% |
0.0095 |
1.3% |
13% |
False |
False |
95,107 |
| 60 |
0.7818 |
0.7077 |
0.0741 |
10.1% |
0.0094 |
1.3% |
32% |
False |
False |
76,946 |
| 80 |
0.7818 |
0.6880 |
0.0938 |
12.8% |
0.0094 |
1.3% |
46% |
False |
False |
57,806 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0090 |
1.2% |
51% |
False |
False |
46,287 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.1% |
0.0081 |
1.1% |
51% |
False |
False |
38,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7582 |
|
1.618 |
0.7497 |
|
1.000 |
0.7444 |
|
0.618 |
0.7412 |
|
HIGH |
0.7359 |
|
0.618 |
0.7327 |
|
0.500 |
0.7317 |
|
0.382 |
0.7306 |
|
LOW |
0.7274 |
|
0.618 |
0.7221 |
|
1.000 |
0.7189 |
|
1.618 |
0.7136 |
|
2.618 |
0.7051 |
|
4.250 |
0.6913 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7317 |
0.7310 |
| PP |
0.7316 |
0.7305 |
| S1 |
0.7316 |
0.7300 |
|