CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7650 |
-0.0038 |
-0.5% |
0.7611 |
| High |
0.7724 |
0.7676 |
-0.0048 |
-0.6% |
0.7777 |
| Low |
0.7650 |
0.7645 |
-0.0005 |
-0.1% |
0.7600 |
| Close |
0.7660 |
0.7659 |
-0.0001 |
0.0% |
0.7660 |
| Range |
0.0074 |
0.0031 |
-0.0043 |
-58.1% |
0.0177 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
112 |
33 |
-79 |
-70.5% |
845 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7737 |
0.7676 |
|
| R3 |
0.7722 |
0.7706 |
0.7668 |
|
| R2 |
0.7691 |
0.7691 |
0.7665 |
|
| R1 |
0.7675 |
0.7675 |
0.7662 |
0.7683 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7664 |
| S1 |
0.7644 |
0.7644 |
0.7656 |
0.7652 |
| S2 |
0.7629 |
0.7629 |
0.7653 |
|
| S3 |
0.7598 |
0.7613 |
0.7650 |
|
| S4 |
0.7567 |
0.7582 |
0.7642 |
|
|
| 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 |
0.7645 |
0.0132 |
1.7% |
0.0065 |
0.8% |
11% |
False |
True |
146 |
| 10 |
0.7777 |
0.7544 |
0.0233 |
3.0% |
0.0074 |
1.0% |
49% |
False |
False |
172 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.3% |
0.0079 |
1.0% |
64% |
False |
False |
116 |
| 40 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0069 |
0.9% |
84% |
False |
False |
70 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.5% |
0.0048 |
0.6% |
85% |
False |
False |
47 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
12.9% |
0.0037 |
0.5% |
88% |
False |
False |
35 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
12.9% |
0.0030 |
0.4% |
88% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7808 |
|
2.618 |
0.7757 |
|
1.618 |
0.7726 |
|
1.000 |
0.7707 |
|
0.618 |
0.7695 |
|
HIGH |
0.7676 |
|
0.618 |
0.7664 |
|
0.500 |
0.7661 |
|
0.382 |
0.7657 |
|
LOW |
0.7645 |
|
0.618 |
0.7626 |
|
1.000 |
0.7614 |
|
1.618 |
0.7595 |
|
2.618 |
0.7564 |
|
4.250 |
0.7513 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7711 |
| PP |
0.7660 |
0.7694 |
| S1 |
0.7660 |
0.7676 |
|