CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7758 |
0.0062 |
0.8% |
0.7478 |
| High |
0.7770 |
0.7772 |
0.0002 |
0.0% |
0.7680 |
| Low |
0.7696 |
0.7719 |
0.0023 |
0.3% |
0.7478 |
| Close |
0.7767 |
0.7749 |
-0.0018 |
-0.2% |
0.7667 |
| Range |
0.0074 |
0.0053 |
-0.0021 |
-28.4% |
0.0202 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
192 |
87 |
-105 |
-54.7% |
1,036 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7880 |
0.7778 |
|
| R3 |
0.7853 |
0.7827 |
0.7764 |
|
| R2 |
0.7800 |
0.7800 |
0.7759 |
|
| R1 |
0.7774 |
0.7774 |
0.7754 |
0.7761 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7740 |
| S1 |
0.7721 |
0.7721 |
0.7744 |
0.7708 |
| S2 |
0.7694 |
0.7694 |
0.7739 |
|
| S3 |
0.7641 |
0.7668 |
0.7734 |
|
| S4 |
0.7588 |
0.7615 |
0.7720 |
|
|
| 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 |
0.7772 |
0.7567 |
0.0205 |
2.6% |
0.0076 |
1.0% |
89% |
True |
False |
226 |
| 10 |
0.7772 |
0.7448 |
0.0324 |
4.2% |
0.0083 |
1.1% |
93% |
True |
False |
157 |
| 20 |
0.7772 |
0.7420 |
0.0352 |
4.5% |
0.0078 |
1.0% |
93% |
True |
False |
101 |
| 40 |
0.7772 |
0.7028 |
0.0744 |
9.6% |
0.0064 |
0.8% |
97% |
True |
False |
59 |
| 60 |
0.7772 |
0.6946 |
0.0826 |
10.7% |
0.0044 |
0.6% |
97% |
True |
False |
39 |
| 80 |
0.7772 |
0.6789 |
0.0983 |
12.7% |
0.0035 |
0.4% |
98% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7997 |
|
2.618 |
0.7911 |
|
1.618 |
0.7858 |
|
1.000 |
0.7825 |
|
0.618 |
0.7805 |
|
HIGH |
0.7772 |
|
0.618 |
0.7752 |
|
0.500 |
0.7746 |
|
0.382 |
0.7739 |
|
LOW |
0.7719 |
|
0.618 |
0.7686 |
|
1.000 |
0.7666 |
|
1.618 |
0.7633 |
|
2.618 |
0.7580 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7728 |
| PP |
0.7747 |
0.7707 |
| S1 |
0.7746 |
0.7686 |
|