CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7560 |
0.0073 |
1.0% |
0.7480 |
| High |
0.7552 |
0.7578 |
0.0026 |
0.3% |
0.7648 |
| Low |
0.7487 |
0.7448 |
-0.0039 |
-0.5% |
0.7461 |
| Close |
0.7539 |
0.7454 |
-0.0085 |
-1.1% |
0.7620 |
| Range |
0.0065 |
0.0130 |
0.0065 |
100.0% |
0.0187 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.6% |
0.0000 |
| Volume |
23 |
59 |
36 |
156.5% |
275 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7799 |
0.7526 |
|
| R3 |
0.7753 |
0.7669 |
0.7490 |
|
| R2 |
0.7623 |
0.7623 |
0.7478 |
|
| R1 |
0.7539 |
0.7539 |
0.7466 |
0.7516 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7482 |
| S1 |
0.7409 |
0.7409 |
0.7442 |
0.7386 |
| S2 |
0.7363 |
0.7363 |
0.7430 |
|
| S3 |
0.7233 |
0.7279 |
0.7418 |
|
| S4 |
0.7103 |
0.7149 |
0.7383 |
|
|
| 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 |
0.7625 |
0.7448 |
0.0177 |
2.4% |
0.0085 |
1.1% |
3% |
False |
True |
38 |
| 10 |
0.7648 |
0.7420 |
0.0228 |
3.1% |
0.0076 |
1.0% |
15% |
False |
False |
46 |
| 20 |
0.7648 |
0.7361 |
0.0287 |
3.9% |
0.0075 |
1.0% |
32% |
False |
False |
40 |
| 40 |
0.7648 |
0.7028 |
0.0620 |
8.3% |
0.0048 |
0.6% |
69% |
False |
False |
21 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.5% |
0.0034 |
0.5% |
77% |
False |
False |
14 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.5% |
0.0026 |
0.3% |
77% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8131 |
|
2.618 |
0.7918 |
|
1.618 |
0.7788 |
|
1.000 |
0.7708 |
|
0.618 |
0.7658 |
|
HIGH |
0.7578 |
|
0.618 |
0.7528 |
|
0.500 |
0.7513 |
|
0.382 |
0.7498 |
|
LOW |
0.7448 |
|
0.618 |
0.7368 |
|
1.000 |
0.7318 |
|
1.618 |
0.7238 |
|
2.618 |
0.7108 |
|
4.250 |
0.6896 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7513 |
0.7513 |
| PP |
0.7493 |
0.7493 |
| S1 |
0.7474 |
0.7474 |
|