CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7291 |
0.7222 |
-0.0069 |
-0.9% |
0.7340 |
| High |
0.7291 |
0.7275 |
-0.0016 |
-0.2% |
0.7367 |
| Low |
0.7222 |
0.7221 |
-0.0001 |
0.0% |
0.7222 |
| Close |
0.7238 |
0.7254 |
0.0016 |
0.2% |
0.7238 |
| Range |
0.0069 |
0.0054 |
-0.0015 |
-21.7% |
0.0145 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
406 |
215 |
-191 |
-47.0% |
1,597 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7387 |
0.7284 |
|
| R3 |
0.7358 |
0.7333 |
0.7269 |
|
| R2 |
0.7304 |
0.7304 |
0.7264 |
|
| R1 |
0.7279 |
0.7279 |
0.7259 |
0.7292 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7256 |
| S1 |
0.7225 |
0.7225 |
0.7249 |
0.7238 |
| S2 |
0.7196 |
0.7196 |
0.7244 |
|
| S3 |
0.7142 |
0.7171 |
0.7239 |
|
| S4 |
0.7088 |
0.7117 |
0.7224 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7619 |
0.7318 |
|
| R3 |
0.7566 |
0.7474 |
0.7278 |
|
| R2 |
0.7421 |
0.7421 |
0.7265 |
|
| R1 |
0.7329 |
0.7329 |
0.7251 |
0.7303 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7262 |
| S1 |
0.7184 |
0.7184 |
0.7225 |
0.7157 |
| S2 |
0.7131 |
0.7131 |
0.7211 |
|
| S3 |
0.6986 |
0.7039 |
0.7198 |
|
| S4 |
0.6841 |
0.6894 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7367 |
0.7221 |
0.0146 |
2.0% |
0.0063 |
0.9% |
23% |
False |
True |
287 |
| 10 |
0.7670 |
0.7221 |
0.0449 |
6.2% |
0.0087 |
1.2% |
7% |
False |
True |
331 |
| 20 |
0.7777 |
0.7221 |
0.0556 |
7.7% |
0.0082 |
1.1% |
6% |
False |
True |
276 |
| 40 |
0.7777 |
0.7221 |
0.0556 |
7.7% |
0.0079 |
1.1% |
6% |
False |
True |
183 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.3% |
0.0068 |
0.9% |
30% |
False |
False |
127 |
| 80 |
0.7777 |
0.6900 |
0.0877 |
12.1% |
0.0052 |
0.7% |
40% |
False |
False |
95 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.6% |
0.0043 |
0.6% |
47% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7505 |
|
2.618 |
0.7416 |
|
1.618 |
0.7362 |
|
1.000 |
0.7329 |
|
0.618 |
0.7308 |
|
HIGH |
0.7275 |
|
0.618 |
0.7254 |
|
0.500 |
0.7248 |
|
0.382 |
0.7242 |
|
LOW |
0.7221 |
|
0.618 |
0.7188 |
|
1.000 |
0.7167 |
|
1.618 |
0.7134 |
|
2.618 |
0.7080 |
|
4.250 |
0.6992 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7252 |
0.7278 |
| PP |
0.7250 |
0.7270 |
| S1 |
0.7248 |
0.7262 |
|