CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7660 |
0.0053 |
0.7% |
0.7478 |
| High |
0.7669 |
0.7680 |
0.0011 |
0.1% |
0.7680 |
| Low |
0.7567 |
0.7637 |
0.0070 |
0.9% |
0.7478 |
| Close |
0.7650 |
0.7667 |
0.0017 |
0.2% |
0.7667 |
| Range |
0.0102 |
0.0043 |
-0.0059 |
-57.8% |
0.0202 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
215 |
490 |
275 |
127.9% |
1,036 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7790 |
0.7772 |
0.7691 |
|
| R3 |
0.7747 |
0.7729 |
0.7679 |
|
| R2 |
0.7704 |
0.7704 |
0.7675 |
|
| R1 |
0.7686 |
0.7686 |
0.7671 |
0.7695 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7666 |
| S1 |
0.7643 |
0.7643 |
0.7663 |
0.7652 |
| S2 |
0.7618 |
0.7618 |
0.7659 |
|
| S3 |
0.7575 |
0.7600 |
0.7655 |
|
| S4 |
0.7532 |
0.7557 |
0.7643 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8143 |
0.7778 |
|
| R3 |
0.8012 |
0.7941 |
0.7723 |
|
| R2 |
0.7810 |
0.7810 |
0.7704 |
|
| R1 |
0.7739 |
0.7739 |
0.7686 |
0.7774 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7626 |
| S1 |
0.7537 |
0.7537 |
0.7648 |
0.7573 |
| S2 |
0.7406 |
0.7406 |
0.7630 |
|
| S3 |
0.7204 |
0.7335 |
0.7611 |
|
| S4 |
0.7002 |
0.7133 |
0.7556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7478 |
0.0202 |
2.6% |
0.0080 |
1.0% |
94% |
True |
False |
207 |
| 10 |
0.7680 |
0.7448 |
0.0232 |
3.0% |
0.0081 |
1.1% |
94% |
True |
False |
124 |
| 20 |
0.7680 |
0.7420 |
0.0260 |
3.4% |
0.0074 |
1.0% |
95% |
True |
False |
84 |
| 40 |
0.7680 |
0.7028 |
0.0652 |
8.5% |
0.0059 |
0.8% |
98% |
True |
False |
48 |
| 60 |
0.7680 |
0.6900 |
0.0780 |
10.2% |
0.0041 |
0.5% |
98% |
True |
False |
32 |
| 80 |
0.7680 |
0.6789 |
0.0891 |
11.6% |
0.0032 |
0.4% |
99% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7793 |
|
1.618 |
0.7750 |
|
1.000 |
0.7723 |
|
0.618 |
0.7707 |
|
HIGH |
0.7680 |
|
0.618 |
0.7664 |
|
0.500 |
0.7659 |
|
0.382 |
0.7653 |
|
LOW |
0.7637 |
|
0.618 |
0.7610 |
|
1.000 |
0.7594 |
|
1.618 |
0.7567 |
|
2.618 |
0.7524 |
|
4.250 |
0.7454 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7653 |
| PP |
0.7661 |
0.7638 |
| S1 |
0.7659 |
0.7624 |
|