CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7429 |
0.0008 |
0.1% |
0.7568 |
| High |
0.7475 |
0.7435 |
-0.0040 |
-0.5% |
0.7670 |
| Low |
0.7420 |
0.7300 |
-0.0120 |
-1.6% |
0.7300 |
| Close |
0.7422 |
0.7326 |
-0.0096 |
-1.3% |
0.7326 |
| Range |
0.0055 |
0.0135 |
0.0080 |
145.5% |
0.0370 |
| ATR |
0.0086 |
0.0089 |
0.0004 |
4.1% |
0.0000 |
| Volume |
197 |
457 |
260 |
132.0% |
1,652 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7677 |
0.7400 |
|
| R3 |
0.7624 |
0.7542 |
0.7363 |
|
| R2 |
0.7489 |
0.7489 |
0.7351 |
|
| R1 |
0.7407 |
0.7407 |
0.7338 |
0.7381 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7340 |
| S1 |
0.7272 |
0.7272 |
0.7314 |
0.7245 |
| S2 |
0.7219 |
0.7219 |
0.7301 |
|
| S3 |
0.7084 |
0.7137 |
0.7289 |
|
| S4 |
0.6949 |
0.7002 |
0.7252 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8304 |
0.7530 |
|
| R3 |
0.8172 |
0.7934 |
0.7428 |
|
| R2 |
0.7802 |
0.7802 |
0.7394 |
|
| R1 |
0.7564 |
0.7564 |
0.7360 |
0.7498 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7399 |
| S1 |
0.7194 |
0.7194 |
0.7292 |
0.7128 |
| S2 |
0.7062 |
0.7062 |
0.7258 |
|
| S3 |
0.6692 |
0.6824 |
0.7224 |
|
| S4 |
0.6322 |
0.6454 |
0.7123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7670 |
0.7300 |
0.0370 |
5.1% |
0.0111 |
1.5% |
7% |
False |
True |
330 |
| 10 |
0.7710 |
0.7300 |
0.0410 |
5.6% |
0.0095 |
1.3% |
6% |
False |
True |
302 |
| 20 |
0.7777 |
0.7300 |
0.0477 |
6.5% |
0.0088 |
1.2% |
5% |
False |
True |
245 |
| 40 |
0.7777 |
0.7300 |
0.0477 |
6.5% |
0.0082 |
1.1% |
5% |
False |
True |
144 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0062 |
0.9% |
40% |
False |
False |
97 |
| 80 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0048 |
0.7% |
54% |
False |
False |
72 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0039 |
0.5% |
54% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7788 |
|
1.618 |
0.7653 |
|
1.000 |
0.7570 |
|
0.618 |
0.7518 |
|
HIGH |
0.7435 |
|
0.618 |
0.7383 |
|
0.500 |
0.7368 |
|
0.382 |
0.7352 |
|
LOW |
0.7300 |
|
0.618 |
0.7217 |
|
1.000 |
0.7165 |
|
1.618 |
0.7082 |
|
2.618 |
0.6947 |
|
4.250 |
0.6726 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7390 |
| PP |
0.7354 |
0.7368 |
| S1 |
0.7340 |
0.7347 |
|