CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7460 |
-0.0100 |
-1.3% |
0.7603 |
| High |
0.7578 |
0.7525 |
-0.0053 |
-0.7% |
0.7603 |
| Low |
0.7448 |
0.7460 |
0.0012 |
0.2% |
0.7448 |
| Close |
0.7454 |
0.7503 |
0.0049 |
0.7% |
0.7503 |
| Range |
0.0130 |
0.0065 |
-0.0065 |
-50.0% |
0.0155 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
59 |
57 |
-2 |
-3.4% |
209 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7662 |
0.7539 |
|
| R3 |
0.7626 |
0.7597 |
0.7521 |
|
| R2 |
0.7561 |
0.7561 |
0.7515 |
|
| R1 |
0.7532 |
0.7532 |
0.7509 |
0.7547 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7503 |
| S1 |
0.7467 |
0.7467 |
0.7497 |
0.7482 |
| S2 |
0.7431 |
0.7431 |
0.7491 |
|
| S3 |
0.7366 |
0.7402 |
0.7485 |
|
| S4 |
0.7301 |
0.7337 |
0.7467 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7898 |
0.7588 |
|
| R3 |
0.7828 |
0.7743 |
0.7546 |
|
| R2 |
0.7673 |
0.7673 |
0.7531 |
|
| R1 |
0.7588 |
0.7588 |
0.7517 |
0.7553 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7501 |
| S1 |
0.7433 |
0.7433 |
0.7489 |
0.7398 |
| S2 |
0.7363 |
0.7363 |
0.7475 |
|
| S3 |
0.7208 |
0.7278 |
0.7460 |
|
| S4 |
0.7053 |
0.7123 |
0.7418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7603 |
0.7448 |
0.0155 |
2.1% |
0.0082 |
1.1% |
35% |
False |
False |
41 |
| 10 |
0.7648 |
0.7448 |
0.0200 |
2.7% |
0.0077 |
1.0% |
28% |
False |
False |
48 |
| 20 |
0.7648 |
0.7361 |
0.0287 |
3.8% |
0.0076 |
1.0% |
49% |
False |
False |
43 |
| 40 |
0.7648 |
0.7028 |
0.0620 |
8.3% |
0.0050 |
0.7% |
77% |
False |
False |
23 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0035 |
0.5% |
83% |
False |
False |
15 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0027 |
0.4% |
83% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7695 |
|
1.618 |
0.7630 |
|
1.000 |
0.7590 |
|
0.618 |
0.7565 |
|
HIGH |
0.7525 |
|
0.618 |
0.7500 |
|
0.500 |
0.7493 |
|
0.382 |
0.7485 |
|
LOW |
0.7460 |
|
0.618 |
0.7420 |
|
1.000 |
0.7395 |
|
1.618 |
0.7355 |
|
2.618 |
0.7290 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7500 |
0.7513 |
| PP |
0.7496 |
0.7510 |
| S1 |
0.7493 |
0.7506 |
|