CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7603 |
-0.0022 |
-0.3% |
0.7480 |
| High |
0.7625 |
0.7603 |
-0.0022 |
-0.3% |
0.7648 |
| Low |
0.7545 |
0.7546 |
0.0001 |
0.0% |
0.7461 |
| Close |
0.7620 |
0.7553 |
-0.0067 |
-0.9% |
0.7620 |
| Range |
0.0080 |
0.0057 |
-0.0023 |
-28.8% |
0.0187 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
38 |
21 |
-17 |
-44.7% |
275 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7703 |
0.7584 |
|
| R3 |
0.7681 |
0.7646 |
0.7569 |
|
| R2 |
0.7624 |
0.7624 |
0.7563 |
|
| R1 |
0.7589 |
0.7589 |
0.7558 |
0.7578 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7562 |
| S1 |
0.7532 |
0.7532 |
0.7548 |
0.7521 |
| S2 |
0.7510 |
0.7510 |
0.7543 |
|
| S3 |
0.7453 |
0.7475 |
0.7537 |
|
| S4 |
0.7396 |
0.7418 |
0.7522 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8066 |
0.7723 |
|
| R3 |
0.7950 |
0.7879 |
0.7671 |
|
| R2 |
0.7763 |
0.7763 |
0.7654 |
|
| R1 |
0.7692 |
0.7692 |
0.7637 |
0.7728 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7594 |
| S1 |
0.7505 |
0.7505 |
0.7603 |
0.7541 |
| S2 |
0.7389 |
0.7389 |
0.7586 |
|
| S3 |
0.7202 |
0.7318 |
0.7569 |
|
| S4 |
0.7015 |
0.7131 |
0.7517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7648 |
0.7461 |
0.0187 |
2.5% |
0.0079 |
1.1% |
49% |
False |
False |
46 |
| 10 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0068 |
0.9% |
58% |
False |
False |
44 |
| 20 |
0.7648 |
0.7339 |
0.0309 |
4.1% |
0.0070 |
0.9% |
69% |
False |
False |
35 |
| 40 |
0.7648 |
0.6970 |
0.0678 |
9.0% |
0.0042 |
0.6% |
86% |
False |
False |
18 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0030 |
0.4% |
89% |
False |
False |
12 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0023 |
0.3% |
89% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7752 |
|
1.618 |
0.7695 |
|
1.000 |
0.7660 |
|
0.618 |
0.7638 |
|
HIGH |
0.7603 |
|
0.618 |
0.7581 |
|
0.500 |
0.7575 |
|
0.382 |
0.7568 |
|
LOW |
0.7546 |
|
0.618 |
0.7511 |
|
1.000 |
0.7489 |
|
1.618 |
0.7454 |
|
2.618 |
0.7397 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7596 |
| PP |
0.7567 |
0.7582 |
| S1 |
0.7560 |
0.7567 |
|