CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7253 |
0.7283 |
0.0030 |
0.4% |
0.7340 |
| High |
0.7332 |
0.7283 |
-0.0049 |
-0.7% |
0.7367 |
| Low |
0.7252 |
0.7191 |
-0.0061 |
-0.8% |
0.7222 |
| Close |
0.7289 |
0.7204 |
-0.0085 |
-1.2% |
0.7238 |
| Range |
0.0080 |
0.0092 |
0.0012 |
15.0% |
0.0145 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
499 |
460 |
-39 |
-7.8% |
1,597 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7445 |
0.7255 |
|
| R3 |
0.7410 |
0.7353 |
0.7229 |
|
| R2 |
0.7318 |
0.7318 |
0.7221 |
|
| R1 |
0.7261 |
0.7261 |
0.7212 |
0.7244 |
| PP |
0.7226 |
0.7226 |
0.7226 |
0.7217 |
| S1 |
0.7169 |
0.7169 |
0.7196 |
0.7152 |
| S2 |
0.7134 |
0.7134 |
0.7187 |
|
| S3 |
0.7042 |
0.7077 |
0.7179 |
|
| S4 |
0.6950 |
0.6985 |
0.7153 |
|
|
| 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 |
0.7335 |
0.7191 |
0.0144 |
2.0% |
0.0071 |
1.0% |
9% |
False |
True |
360 |
| 10 |
0.7475 |
0.7191 |
0.0284 |
3.9% |
0.0075 |
1.0% |
5% |
False |
True |
342 |
| 20 |
0.7777 |
0.7191 |
0.0586 |
8.1% |
0.0084 |
1.2% |
2% |
False |
True |
310 |
| 40 |
0.7777 |
0.7191 |
0.0586 |
8.1% |
0.0081 |
1.1% |
2% |
False |
True |
206 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.4% |
0.0071 |
1.0% |
23% |
False |
False |
143 |
| 80 |
0.7777 |
0.6946 |
0.0831 |
11.5% |
0.0054 |
0.8% |
31% |
False |
False |
107 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0045 |
0.6% |
42% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7524 |
|
1.618 |
0.7432 |
|
1.000 |
0.7375 |
|
0.618 |
0.7340 |
|
HIGH |
0.7283 |
|
0.618 |
0.7248 |
|
0.500 |
0.7237 |
|
0.382 |
0.7226 |
|
LOW |
0.7191 |
|
0.618 |
0.7134 |
|
1.000 |
0.7099 |
|
1.618 |
0.7042 |
|
2.618 |
0.6950 |
|
4.250 |
0.6800 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7237 |
0.7262 |
| PP |
0.7226 |
0.7242 |
| S1 |
0.7215 |
0.7223 |
|