CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7743 |
0.7688 |
-0.0055 |
-0.7% |
0.7611 |
| High |
0.7777 |
0.7724 |
-0.0053 |
-0.7% |
0.7777 |
| Low |
0.7685 |
0.7650 |
-0.0035 |
-0.5% |
0.7600 |
| Close |
0.7695 |
0.7660 |
-0.0035 |
-0.5% |
0.7660 |
| Range |
0.0092 |
0.0074 |
-0.0018 |
-19.6% |
0.0177 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
307 |
112 |
-195 |
-63.5% |
845 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7854 |
0.7701 |
|
| R3 |
0.7826 |
0.7780 |
0.7680 |
|
| R2 |
0.7752 |
0.7752 |
0.7674 |
|
| R1 |
0.7706 |
0.7706 |
0.7667 |
0.7692 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7671 |
| S1 |
0.7632 |
0.7632 |
0.7653 |
0.7618 |
| S2 |
0.7604 |
0.7604 |
0.7646 |
|
| S3 |
0.7530 |
0.7558 |
0.7640 |
|
| S4 |
0.7456 |
0.7484 |
0.7619 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8112 |
0.7757 |
|
| R3 |
0.8033 |
0.7935 |
0.7709 |
|
| R2 |
0.7856 |
0.7856 |
0.7692 |
|
| R1 |
0.7758 |
0.7758 |
0.7676 |
0.7807 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7704 |
| S1 |
0.7581 |
0.7581 |
0.7644 |
0.7630 |
| S2 |
0.7502 |
0.7502 |
0.7628 |
|
| S3 |
0.7325 |
0.7404 |
0.7611 |
|
| S4 |
0.7148 |
0.7227 |
0.7563 |
|
|
| 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% |
0.0080 |
1.0% |
34% |
False |
False |
169 |
| 10 |
0.7777 |
0.7478 |
0.0299 |
3.9% |
0.0080 |
1.0% |
61% |
False |
False |
188 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.3% |
0.0079 |
1.0% |
64% |
False |
False |
118 |
| 40 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0068 |
0.9% |
84% |
False |
False |
69 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.5% |
0.0047 |
0.6% |
86% |
False |
False |
46 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
12.9% |
0.0037 |
0.5% |
88% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8039 |
|
2.618 |
0.7918 |
|
1.618 |
0.7844 |
|
1.000 |
0.7798 |
|
0.618 |
0.7770 |
|
HIGH |
0.7724 |
|
0.618 |
0.7696 |
|
0.500 |
0.7687 |
|
0.382 |
0.7678 |
|
LOW |
0.7650 |
|
0.618 |
0.7604 |
|
1.000 |
0.7576 |
|
1.618 |
0.7530 |
|
2.618 |
0.7456 |
|
4.250 |
0.7335 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7714 |
| PP |
0.7678 |
0.7696 |
| S1 |
0.7669 |
0.7678 |
|