CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7636 |
0.0092 |
1.2% |
0.7603 |
| High |
0.7636 |
0.7662 |
0.0026 |
0.3% |
0.7603 |
| Low |
0.7544 |
0.7590 |
0.0046 |
0.6% |
0.7448 |
| Close |
0.7636 |
0.7605 |
-0.0031 |
-0.4% |
0.7503 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.7% |
0.0155 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
76 |
64 |
-12 |
-15.8% |
209 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7835 |
0.7792 |
0.7645 |
|
| R3 |
0.7763 |
0.7720 |
0.7625 |
|
| R2 |
0.7691 |
0.7691 |
0.7618 |
|
| R1 |
0.7648 |
0.7648 |
0.7612 |
0.7634 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7612 |
| S1 |
0.7576 |
0.7576 |
0.7598 |
0.7562 |
| S2 |
0.7547 |
0.7547 |
0.7592 |
|
| S3 |
0.7475 |
0.7504 |
0.7585 |
|
| S4 |
0.7403 |
0.7432 |
0.7565 |
|
|
| 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 |
0.7662 |
0.7448 |
0.0214 |
2.8% |
0.0090 |
1.2% |
73% |
True |
False |
89 |
| 10 |
0.7662 |
0.7448 |
0.0214 |
2.8% |
0.0081 |
1.1% |
73% |
True |
False |
66 |
| 20 |
0.7662 |
0.7361 |
0.0301 |
4.0% |
0.0079 |
1.0% |
81% |
True |
False |
53 |
| 40 |
0.7662 |
0.7028 |
0.0634 |
8.3% |
0.0056 |
0.7% |
91% |
True |
False |
31 |
| 60 |
0.7662 |
0.6828 |
0.0834 |
11.0% |
0.0038 |
0.5% |
93% |
True |
False |
20 |
| 80 |
0.7662 |
0.6789 |
0.0873 |
11.5% |
0.0030 |
0.4% |
93% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7850 |
|
1.618 |
0.7778 |
|
1.000 |
0.7734 |
|
0.618 |
0.7706 |
|
HIGH |
0.7662 |
|
0.618 |
0.7634 |
|
0.500 |
0.7626 |
|
0.382 |
0.7618 |
|
LOW |
0.7590 |
|
0.618 |
0.7546 |
|
1.000 |
0.7518 |
|
1.618 |
0.7474 |
|
2.618 |
0.7402 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7593 |
| PP |
0.7619 |
0.7582 |
| S1 |
0.7612 |
0.7570 |
|