CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7702 |
0.0042 |
0.5% |
0.7611 |
| High |
0.7710 |
0.7702 |
-0.0008 |
-0.1% |
0.7777 |
| Low |
0.7650 |
0.7510 |
-0.0140 |
-1.8% |
0.7600 |
| Close |
0.7688 |
0.7533 |
-0.0155 |
-2.0% |
0.7660 |
| Range |
0.0060 |
0.0192 |
0.0132 |
220.0% |
0.0177 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
11.5% |
0.0000 |
| Volume |
83 |
954 |
871 |
1,049.4% |
845 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8037 |
0.7639 |
|
| R3 |
0.7966 |
0.7845 |
0.7586 |
|
| R2 |
0.7774 |
0.7774 |
0.7568 |
|
| R1 |
0.7653 |
0.7653 |
0.7551 |
0.7618 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7564 |
| S1 |
0.7461 |
0.7461 |
0.7515 |
0.7425 |
| S2 |
0.7390 |
0.7390 |
0.7498 |
|
| S3 |
0.7198 |
0.7269 |
0.7480 |
|
| S4 |
0.7006 |
0.7077 |
0.7427 |
|
|
| 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 |
0.7510 |
0.0267 |
3.5% |
0.0090 |
1.2% |
9% |
False |
True |
297 |
| 10 |
0.7777 |
0.7510 |
0.0267 |
3.5% |
0.0083 |
1.1% |
9% |
False |
True |
262 |
| 20 |
0.7777 |
0.7448 |
0.0329 |
4.4% |
0.0082 |
1.1% |
26% |
False |
False |
164 |
| 40 |
0.7777 |
0.7225 |
0.0552 |
7.3% |
0.0074 |
1.0% |
56% |
False |
False |
96 |
| 60 |
0.7777 |
0.6970 |
0.0807 |
10.7% |
0.0052 |
0.7% |
70% |
False |
False |
64 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.1% |
0.0040 |
0.5% |
75% |
False |
False |
48 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.1% |
0.0033 |
0.4% |
75% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8518 |
|
2.618 |
0.8205 |
|
1.618 |
0.8013 |
|
1.000 |
0.7894 |
|
0.618 |
0.7821 |
|
HIGH |
0.7702 |
|
0.618 |
0.7629 |
|
0.500 |
0.7606 |
|
0.382 |
0.7583 |
|
LOW |
0.7510 |
|
0.618 |
0.7391 |
|
1.000 |
0.7318 |
|
1.618 |
0.7199 |
|
2.618 |
0.7007 |
|
4.250 |
0.6694 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7610 |
| PP |
0.7582 |
0.7584 |
| S1 |
0.7557 |
0.7559 |
|