CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7660 |
0.0010 |
0.1% |
0.7611 |
| High |
0.7676 |
0.7710 |
0.0034 |
0.4% |
0.7777 |
| Low |
0.7645 |
0.7650 |
0.0005 |
0.1% |
0.7600 |
| Close |
0.7659 |
0.7688 |
0.0029 |
0.4% |
0.7660 |
| Range |
0.0031 |
0.0060 |
0.0029 |
93.5% |
0.0177 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
33 |
83 |
50 |
151.5% |
845 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7835 |
0.7721 |
|
| R3 |
0.7803 |
0.7775 |
0.7705 |
|
| R2 |
0.7743 |
0.7743 |
0.7699 |
|
| R1 |
0.7715 |
0.7715 |
0.7694 |
0.7729 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7690 |
| S1 |
0.7655 |
0.7655 |
0.7683 |
0.7669 |
| S2 |
0.7623 |
0.7623 |
0.7677 |
|
| S3 |
0.7563 |
0.7595 |
0.7672 |
|
| S4 |
0.7503 |
0.7535 |
0.7655 |
|
|
| 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% |
0.0062 |
0.8% |
33% |
False |
False |
124 |
| 10 |
0.7777 |
0.7567 |
0.0210 |
2.7% |
0.0071 |
0.9% |
58% |
False |
False |
173 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.3% |
0.0076 |
1.0% |
73% |
False |
False |
118 |
| 40 |
0.7777 |
0.7114 |
0.0663 |
8.6% |
0.0069 |
0.9% |
87% |
False |
False |
72 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.5% |
0.0049 |
0.6% |
89% |
False |
False |
48 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
12.9% |
0.0038 |
0.5% |
91% |
False |
False |
36 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
12.9% |
0.0031 |
0.4% |
91% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7965 |
|
2.618 |
0.7867 |
|
1.618 |
0.7807 |
|
1.000 |
0.7770 |
|
0.618 |
0.7747 |
|
HIGH |
0.7710 |
|
0.618 |
0.7687 |
|
0.500 |
0.7680 |
|
0.382 |
0.7673 |
|
LOW |
0.7650 |
|
0.618 |
0.7613 |
|
1.000 |
0.7590 |
|
1.618 |
0.7553 |
|
2.618 |
0.7493 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7687 |
| PP |
0.7683 |
0.7686 |
| S1 |
0.7680 |
0.7685 |
|