CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7317 |
0.7217 |
-0.0100 |
-1.4% |
0.7354 |
| High |
0.7319 |
0.7236 |
-0.0083 |
-1.1% |
0.7395 |
| Low |
0.7214 |
0.7169 |
-0.0045 |
-0.6% |
0.7246 |
| Close |
0.7229 |
0.7215 |
-0.0014 |
-0.2% |
0.7264 |
| Range |
0.0105 |
0.0067 |
-0.0038 |
-36.2% |
0.0149 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
128,243 |
116,003 |
-12,240 |
-9.5% |
476,778 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7408 |
0.7378 |
0.7252 |
|
| R3 |
0.7341 |
0.7311 |
0.7233 |
|
| R2 |
0.7274 |
0.7274 |
0.7227 |
|
| R1 |
0.7244 |
0.7244 |
0.7221 |
0.7226 |
| PP |
0.7207 |
0.7207 |
0.7207 |
0.7197 |
| S1 |
0.7177 |
0.7177 |
0.7209 |
0.7159 |
| S2 |
0.7140 |
0.7140 |
0.7203 |
|
| S3 |
0.7073 |
0.7110 |
0.7197 |
|
| S4 |
0.7006 |
0.7043 |
0.7178 |
|
|
| 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 |
0.7359 |
0.7169 |
0.0190 |
2.6% |
0.0077 |
1.1% |
24% |
False |
True |
104,249 |
| 10 |
0.7468 |
0.7169 |
0.0299 |
4.1% |
0.0082 |
1.1% |
15% |
False |
True |
102,003 |
| 20 |
0.7757 |
0.7169 |
0.0588 |
8.1% |
0.0091 |
1.3% |
8% |
False |
True |
103,089 |
| 40 |
0.7818 |
0.7169 |
0.0649 |
9.0% |
0.0093 |
1.3% |
7% |
False |
True |
96,999 |
| 60 |
0.7818 |
0.7077 |
0.0741 |
10.3% |
0.0095 |
1.3% |
19% |
False |
False |
80,981 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.2% |
0.0094 |
1.3% |
32% |
False |
False |
60,855 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0092 |
1.3% |
42% |
False |
False |
48,729 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0082 |
1.1% |
42% |
False |
False |
40,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7411 |
|
1.618 |
0.7344 |
|
1.000 |
0.7303 |
|
0.618 |
0.7277 |
|
HIGH |
0.7236 |
|
0.618 |
0.7210 |
|
0.500 |
0.7203 |
|
0.382 |
0.7195 |
|
LOW |
0.7169 |
|
0.618 |
0.7128 |
|
1.000 |
0.7102 |
|
1.618 |
0.7061 |
|
2.618 |
0.6994 |
|
4.250 |
0.6884 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7211 |
0.7264 |
| PP |
0.7207 |
0.7248 |
| S1 |
0.7203 |
0.7231 |
|