CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7221 |
0.7217 |
-0.0004 |
-0.1% |
0.7246 |
| High |
0.7254 |
0.7224 |
-0.0030 |
-0.4% |
0.7359 |
| Low |
0.7188 |
0.7140 |
-0.0048 |
-0.7% |
0.7169 |
| Close |
0.7216 |
0.7175 |
-0.0041 |
-0.6% |
0.7214 |
| Range |
0.0066 |
0.0084 |
0.0018 |
27.3% |
0.0190 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
74,765 |
107,635 |
32,870 |
44.0% |
488,801 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7387 |
0.7221 |
|
| R3 |
0.7348 |
0.7303 |
0.7198 |
|
| R2 |
0.7264 |
0.7264 |
0.7190 |
|
| R1 |
0.7219 |
0.7219 |
0.7183 |
0.7200 |
| PP |
0.7180 |
0.7180 |
0.7180 |
0.7170 |
| S1 |
0.7135 |
0.7135 |
0.7167 |
0.7116 |
| S2 |
0.7096 |
0.7096 |
0.7160 |
|
| S3 |
0.7012 |
0.7051 |
0.7152 |
|
| S4 |
0.6928 |
0.6967 |
0.7129 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7706 |
0.7319 |
|
| R3 |
0.7627 |
0.7516 |
0.7266 |
|
| R2 |
0.7437 |
0.7437 |
0.7249 |
|
| R1 |
0.7326 |
0.7326 |
0.7231 |
0.7287 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7228 |
| S1 |
0.7136 |
0.7136 |
0.7197 |
0.7097 |
| S2 |
0.7057 |
0.7057 |
0.7179 |
|
| S3 |
0.6867 |
0.6946 |
0.7162 |
|
| S4 |
0.6677 |
0.6756 |
0.7110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7319 |
0.7140 |
0.0179 |
2.5% |
0.0072 |
1.0% |
20% |
False |
True |
99,426 |
| 10 |
0.7395 |
0.7140 |
0.0255 |
3.6% |
0.0071 |
1.0% |
14% |
False |
True |
96,411 |
| 20 |
0.7750 |
0.7140 |
0.0610 |
8.5% |
0.0092 |
1.3% |
6% |
False |
True |
103,469 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0091 |
1.3% |
5% |
False |
True |
98,262 |
| 60 |
0.7818 |
0.7078 |
0.0740 |
10.3% |
0.0094 |
1.3% |
13% |
False |
False |
85,121 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.3% |
0.0093 |
1.3% |
27% |
False |
False |
64,003 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.4% |
0.0093 |
1.3% |
38% |
False |
False |
51,253 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.4% |
0.0083 |
1.2% |
38% |
False |
False |
42,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7444 |
|
1.618 |
0.7360 |
|
1.000 |
0.7308 |
|
0.618 |
0.7276 |
|
HIGH |
0.7224 |
|
0.618 |
0.7192 |
|
0.500 |
0.7182 |
|
0.382 |
0.7172 |
|
LOW |
0.7140 |
|
0.618 |
0.7088 |
|
1.000 |
0.7056 |
|
1.618 |
0.7004 |
|
2.618 |
0.6920 |
|
4.250 |
0.6783 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7182 |
0.7197 |
| PP |
0.7180 |
0.7190 |
| S1 |
0.7177 |
0.7182 |
|