CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7478 |
0.0018 |
0.2% |
0.7603 |
| High |
0.7525 |
0.7569 |
0.0044 |
0.6% |
0.7603 |
| Low |
0.7460 |
0.7478 |
0.0018 |
0.2% |
0.7448 |
| Close |
0.7503 |
0.7557 |
0.0054 |
0.7% |
0.7503 |
| Range |
0.0065 |
0.0091 |
0.0026 |
40.0% |
0.0155 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0000 |
| Volume |
57 |
191 |
134 |
235.1% |
209 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7773 |
0.7607 |
|
| R3 |
0.7717 |
0.7682 |
0.7582 |
|
| R2 |
0.7626 |
0.7626 |
0.7574 |
|
| R1 |
0.7591 |
0.7591 |
0.7565 |
0.7609 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7543 |
| S1 |
0.7500 |
0.7500 |
0.7549 |
0.7518 |
| S2 |
0.7444 |
0.7444 |
0.7540 |
|
| S3 |
0.7353 |
0.7409 |
0.7532 |
|
| S4 |
0.7262 |
0.7318 |
0.7507 |
|
|
| 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 |
0.7578 |
0.7448 |
0.0130 |
1.7% |
0.0089 |
1.2% |
84% |
False |
False |
75 |
| 10 |
0.7648 |
0.7448 |
0.0200 |
2.6% |
0.0084 |
1.1% |
55% |
False |
False |
61 |
| 20 |
0.7648 |
0.7361 |
0.0287 |
3.8% |
0.0076 |
1.0% |
68% |
False |
False |
51 |
| 40 |
0.7648 |
0.7028 |
0.0620 |
8.2% |
0.0052 |
0.7% |
85% |
False |
False |
27 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0037 |
0.5% |
89% |
False |
False |
18 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.4% |
0.0028 |
0.4% |
89% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7956 |
|
2.618 |
0.7807 |
|
1.618 |
0.7716 |
|
1.000 |
0.7660 |
|
0.618 |
0.7625 |
|
HIGH |
0.7569 |
|
0.618 |
0.7534 |
|
0.500 |
0.7524 |
|
0.382 |
0.7513 |
|
LOW |
0.7478 |
|
0.618 |
0.7422 |
|
1.000 |
0.7387 |
|
1.618 |
0.7331 |
|
2.618 |
0.7240 |
|
4.250 |
0.7091 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7542 |
| PP |
0.7535 |
0.7528 |
| S1 |
0.7524 |
0.7513 |
|