CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7607 |
-0.0029 |
-0.4% |
0.7603 |
| High |
0.7662 |
0.7669 |
0.0007 |
0.1% |
0.7603 |
| Low |
0.7590 |
0.7567 |
-0.0023 |
-0.3% |
0.7448 |
| Close |
0.7605 |
0.7650 |
0.0045 |
0.6% |
0.7503 |
| Range |
0.0072 |
0.0102 |
0.0030 |
41.7% |
0.0155 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.2% |
0.0000 |
| Volume |
64 |
215 |
151 |
235.9% |
209 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7935 |
0.7894 |
0.7706 |
|
| R3 |
0.7833 |
0.7792 |
0.7678 |
|
| R2 |
0.7731 |
0.7731 |
0.7669 |
|
| R1 |
0.7690 |
0.7690 |
0.7659 |
0.7711 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7639 |
| S1 |
0.7588 |
0.7588 |
0.7641 |
0.7609 |
| S2 |
0.7527 |
0.7527 |
0.7631 |
|
| S3 |
0.7425 |
0.7486 |
0.7622 |
|
| S4 |
0.7323 |
0.7384 |
0.7594 |
|
|
| 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 |
0.7669 |
0.7460 |
0.0209 |
2.7% |
0.0084 |
1.1% |
91% |
True |
False |
120 |
| 10 |
0.7669 |
0.7448 |
0.0221 |
2.9% |
0.0085 |
1.1% |
91% |
True |
False |
79 |
| 20 |
0.7669 |
0.7420 |
0.0249 |
3.3% |
0.0078 |
1.0% |
92% |
True |
False |
63 |
| 40 |
0.7669 |
0.7028 |
0.0641 |
8.4% |
0.0057 |
0.8% |
97% |
True |
False |
36 |
| 60 |
0.7669 |
0.6828 |
0.0841 |
11.0% |
0.0040 |
0.5% |
98% |
True |
False |
24 |
| 80 |
0.7669 |
0.6789 |
0.0880 |
11.5% |
0.0031 |
0.4% |
98% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8103 |
|
2.618 |
0.7936 |
|
1.618 |
0.7834 |
|
1.000 |
0.7771 |
|
0.618 |
0.7732 |
|
HIGH |
0.7669 |
|
0.618 |
0.7630 |
|
0.500 |
0.7618 |
|
0.382 |
0.7606 |
|
LOW |
0.7567 |
|
0.618 |
0.7504 |
|
1.000 |
0.7465 |
|
1.618 |
0.7402 |
|
2.618 |
0.7300 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7636 |
| PP |
0.7629 |
0.7621 |
| S1 |
0.7618 |
0.7607 |
|