CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7611 |
-0.0049 |
-0.6% |
0.7478 |
| High |
0.7680 |
0.7706 |
0.0026 |
0.3% |
0.7680 |
| Low |
0.7637 |
0.7600 |
-0.0037 |
-0.5% |
0.7478 |
| Close |
0.7667 |
0.7693 |
0.0026 |
0.3% |
0.7667 |
| Range |
0.0043 |
0.0106 |
0.0063 |
146.5% |
0.0202 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.7% |
0.0000 |
| Volume |
490 |
147 |
-343 |
-70.0% |
1,036 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7984 |
0.7945 |
0.7751 |
|
| R3 |
0.7878 |
0.7839 |
0.7722 |
|
| R2 |
0.7772 |
0.7772 |
0.7712 |
|
| R1 |
0.7733 |
0.7733 |
0.7703 |
0.7752 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7676 |
| S1 |
0.7627 |
0.7627 |
0.7683 |
0.7647 |
| S2 |
0.7560 |
0.7560 |
0.7674 |
|
| S3 |
0.7454 |
0.7521 |
0.7664 |
|
| S4 |
0.7348 |
0.7415 |
0.7635 |
|
|
| 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 |
0.7706 |
0.7544 |
0.0162 |
2.1% |
0.0083 |
1.1% |
92% |
True |
False |
198 |
| 10 |
0.7706 |
0.7448 |
0.0258 |
3.4% |
0.0086 |
1.1% |
95% |
True |
False |
137 |
| 20 |
0.7706 |
0.7420 |
0.0286 |
3.7% |
0.0077 |
1.0% |
95% |
True |
False |
90 |
| 40 |
0.7706 |
0.7028 |
0.0678 |
8.8% |
0.0061 |
0.8% |
98% |
True |
False |
52 |
| 60 |
0.7706 |
0.6900 |
0.0806 |
10.5% |
0.0043 |
0.6% |
98% |
True |
False |
35 |
| 80 |
0.7706 |
0.6789 |
0.0917 |
11.9% |
0.0033 |
0.4% |
99% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.7984 |
|
1.618 |
0.7878 |
|
1.000 |
0.7812 |
|
0.618 |
0.7772 |
|
HIGH |
0.7706 |
|
0.618 |
0.7666 |
|
0.500 |
0.7653 |
|
0.382 |
0.7640 |
|
LOW |
0.7600 |
|
0.618 |
0.7534 |
|
1.000 |
0.7494 |
|
1.618 |
0.7428 |
|
2.618 |
0.7322 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7674 |
| PP |
0.7666 |
0.7655 |
| S1 |
0.7653 |
0.7637 |
|