CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7758 |
0.7743 |
-0.0015 |
-0.2% |
0.7478 |
| High |
0.7772 |
0.7777 |
0.0005 |
0.1% |
0.7680 |
| Low |
0.7719 |
0.7685 |
-0.0034 |
-0.4% |
0.7478 |
| Close |
0.7749 |
0.7695 |
-0.0054 |
-0.7% |
0.7667 |
| Range |
0.0053 |
0.0092 |
0.0039 |
73.6% |
0.0202 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
87 |
307 |
220 |
252.9% |
1,036 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7937 |
0.7746 |
|
| R3 |
0.7903 |
0.7845 |
0.7720 |
|
| R2 |
0.7811 |
0.7811 |
0.7712 |
|
| R1 |
0.7753 |
0.7753 |
0.7703 |
0.7736 |
| PP |
0.7719 |
0.7719 |
0.7719 |
0.7711 |
| S1 |
0.7661 |
0.7661 |
0.7687 |
0.7644 |
| S2 |
0.7627 |
0.7627 |
0.7678 |
|
| S3 |
0.7535 |
0.7569 |
0.7670 |
|
| S4 |
0.7443 |
0.7477 |
0.7644 |
|
|
| 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 |
0.7777 |
0.7600 |
0.0177 |
2.3% |
0.0074 |
1.0% |
54% |
True |
False |
244 |
| 10 |
0.7777 |
0.7460 |
0.0317 |
4.1% |
0.0079 |
1.0% |
74% |
True |
False |
182 |
| 20 |
0.7777 |
0.7420 |
0.0357 |
4.6% |
0.0078 |
1.0% |
77% |
True |
False |
114 |
| 40 |
0.7777 |
0.7028 |
0.0749 |
9.7% |
0.0067 |
0.9% |
89% |
True |
False |
67 |
| 60 |
0.7777 |
0.6960 |
0.0817 |
10.6% |
0.0046 |
0.6% |
90% |
True |
False |
44 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
12.8% |
0.0036 |
0.5% |
92% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8018 |
|
1.618 |
0.7926 |
|
1.000 |
0.7869 |
|
0.618 |
0.7834 |
|
HIGH |
0.7777 |
|
0.618 |
0.7742 |
|
0.500 |
0.7731 |
|
0.382 |
0.7720 |
|
LOW |
0.7685 |
|
0.618 |
0.7628 |
|
1.000 |
0.7593 |
|
1.618 |
0.7536 |
|
2.618 |
0.7444 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7731 |
0.7731 |
| PP |
0.7719 |
0.7719 |
| S1 |
0.7707 |
0.7707 |
|