CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7544 |
0.0066 |
0.9% |
0.7603 |
| High |
0.7569 |
0.7636 |
0.0067 |
0.9% |
0.7603 |
| Low |
0.7478 |
0.7544 |
0.0066 |
0.9% |
0.7448 |
| Close |
0.7557 |
0.7636 |
0.0079 |
1.0% |
0.7503 |
| Range |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0155 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0000 |
| Volume |
191 |
76 |
-115 |
-60.2% |
209 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7851 |
0.7687 |
|
| R3 |
0.7789 |
0.7759 |
0.7661 |
|
| R2 |
0.7697 |
0.7697 |
0.7653 |
|
| R1 |
0.7667 |
0.7667 |
0.7644 |
0.7682 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7613 |
| S1 |
0.7575 |
0.7575 |
0.7628 |
0.7590 |
| S2 |
0.7513 |
0.7513 |
0.7619 |
|
| S3 |
0.7421 |
0.7483 |
0.7611 |
|
| S4 |
0.7329 |
0.7391 |
0.7585 |
|
|
| 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 |
0.7636 |
0.7448 |
0.0188 |
2.5% |
0.0089 |
1.2% |
100% |
True |
False |
81 |
| 10 |
0.7648 |
0.7448 |
0.0200 |
2.6% |
0.0081 |
1.1% |
94% |
False |
False |
64 |
| 20 |
0.7648 |
0.7361 |
0.0287 |
3.8% |
0.0077 |
1.0% |
96% |
False |
False |
50 |
| 40 |
0.7648 |
0.7028 |
0.0620 |
8.1% |
0.0054 |
0.7% |
98% |
False |
False |
29 |
| 60 |
0.7648 |
0.6789 |
0.0859 |
11.2% |
0.0038 |
0.5% |
99% |
False |
False |
19 |
| 80 |
0.7648 |
0.6789 |
0.0859 |
11.2% |
0.0029 |
0.4% |
99% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8027 |
|
2.618 |
0.7877 |
|
1.618 |
0.7785 |
|
1.000 |
0.7728 |
|
0.618 |
0.7693 |
|
HIGH |
0.7636 |
|
0.618 |
0.7601 |
|
0.500 |
0.7590 |
|
0.382 |
0.7579 |
|
LOW |
0.7544 |
|
0.618 |
0.7487 |
|
1.000 |
0.7452 |
|
1.618 |
0.7395 |
|
2.618 |
0.7303 |
|
4.250 |
0.7153 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7621 |
0.7607 |
| PP |
0.7605 |
0.7577 |
| S1 |
0.7590 |
0.7548 |
|