CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7188 |
0.0008 |
0.1% |
0.7246 |
| High |
0.7214 |
0.7240 |
0.0026 |
0.4% |
0.7359 |
| Low |
0.7168 |
0.7156 |
-0.0012 |
-0.2% |
0.7169 |
| Close |
0.7192 |
0.7210 |
0.0018 |
0.3% |
0.7214 |
| Range |
0.0046 |
0.0084 |
0.0038 |
82.6% |
0.0190 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
91,448 |
98,558 |
7,110 |
7.8% |
488,801 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7416 |
0.7256 |
|
| R3 |
0.7370 |
0.7332 |
0.7233 |
|
| R2 |
0.7286 |
0.7286 |
0.7225 |
|
| R1 |
0.7248 |
0.7248 |
0.7218 |
0.7267 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7212 |
| S1 |
0.7164 |
0.7164 |
0.7202 |
0.7183 |
| S2 |
0.7118 |
0.7118 |
0.7195 |
|
| S3 |
0.7034 |
0.7080 |
0.7187 |
|
| S4 |
0.6950 |
0.6996 |
0.7164 |
|
|
| 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 |
0.7254 |
0.7140 |
0.0114 |
1.6% |
0.0064 |
0.9% |
61% |
False |
False |
88,578 |
| 10 |
0.7359 |
0.7140 |
0.0219 |
3.0% |
0.0071 |
1.0% |
32% |
False |
False |
96,413 |
| 20 |
0.7708 |
0.7140 |
0.0568 |
7.9% |
0.0083 |
1.2% |
12% |
False |
False |
100,063 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0090 |
1.3% |
10% |
False |
False |
98,185 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0092 |
1.3% |
10% |
False |
False |
88,230 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.2% |
0.0093 |
1.3% |
31% |
False |
False |
66,370 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0092 |
1.3% |
41% |
False |
False |
53,147 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0084 |
1.2% |
41% |
False |
False |
44,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7460 |
|
1.618 |
0.7376 |
|
1.000 |
0.7324 |
|
0.618 |
0.7292 |
|
HIGH |
0.7240 |
|
0.618 |
0.7208 |
|
0.500 |
0.7198 |
|
0.382 |
0.7188 |
|
LOW |
0.7156 |
|
0.618 |
0.7104 |
|
1.000 |
0.7072 |
|
1.618 |
0.7020 |
|
2.618 |
0.6936 |
|
4.250 |
0.6799 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7206 |
0.7203 |
| PP |
0.7202 |
0.7197 |
| S1 |
0.7198 |
0.7190 |
|