CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7487 |
-0.0055 |
-0.7% |
0.7480 |
| High |
0.7559 |
0.7552 |
-0.0007 |
-0.1% |
0.7648 |
| Low |
0.7467 |
0.7487 |
0.0020 |
0.3% |
0.7461 |
| Close |
0.7483 |
0.7539 |
0.0056 |
0.7% |
0.7620 |
| Range |
0.0092 |
0.0065 |
-0.0027 |
-29.3% |
0.0187 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
49 |
23 |
-26 |
-53.1% |
275 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7695 |
0.7575 |
|
| R3 |
0.7656 |
0.7630 |
0.7557 |
|
| R2 |
0.7591 |
0.7591 |
0.7551 |
|
| R1 |
0.7565 |
0.7565 |
0.7545 |
0.7578 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7533 |
| S1 |
0.7500 |
0.7500 |
0.7533 |
0.7513 |
| S2 |
0.7461 |
0.7461 |
0.7527 |
|
| S3 |
0.7396 |
0.7435 |
0.7521 |
|
| S4 |
0.7331 |
0.7370 |
0.7503 |
|
|
| 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 |
0.7647 |
0.7467 |
0.0180 |
2.4% |
0.0071 |
0.9% |
40% |
False |
False |
43 |
| 10 |
0.7648 |
0.7420 |
0.0228 |
3.0% |
0.0074 |
1.0% |
52% |
False |
False |
45 |
| 20 |
0.7648 |
0.7350 |
0.0298 |
4.0% |
0.0073 |
1.0% |
63% |
False |
False |
38 |
| 40 |
0.7648 |
0.6970 |
0.0678 |
9.0% |
0.0046 |
0.6% |
84% |
False |
False |
20 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0032 |
0.4% |
87% |
False |
False |
13 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0024 |
0.3% |
87% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7722 |
|
1.618 |
0.7657 |
|
1.000 |
0.7617 |
|
0.618 |
0.7592 |
|
HIGH |
0.7552 |
|
0.618 |
0.7527 |
|
0.500 |
0.7520 |
|
0.382 |
0.7512 |
|
LOW |
0.7487 |
|
0.618 |
0.7447 |
|
1.000 |
0.7422 |
|
1.618 |
0.7382 |
|
2.618 |
0.7317 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7538 |
| PP |
0.7526 |
0.7536 |
| S1 |
0.7520 |
0.7535 |
|