CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7204 |
-0.0079 |
-1.1% |
0.7340 |
| High |
0.7283 |
0.7206 |
-0.0077 |
-1.1% |
0.7367 |
| Low |
0.7191 |
0.7145 |
-0.0046 |
-0.6% |
0.7222 |
| Close |
0.7204 |
0.7191 |
-0.0013 |
-0.2% |
0.7238 |
| Range |
0.0092 |
0.0061 |
-0.0031 |
-33.7% |
0.0145 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
460 |
1,098 |
638 |
138.7% |
1,597 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7364 |
0.7338 |
0.7225 |
|
| R3 |
0.7303 |
0.7277 |
0.7208 |
|
| R2 |
0.7242 |
0.7242 |
0.7202 |
|
| R1 |
0.7216 |
0.7216 |
0.7197 |
0.7199 |
| PP |
0.7181 |
0.7181 |
0.7181 |
0.7172 |
| S1 |
0.7155 |
0.7155 |
0.7185 |
0.7138 |
| S2 |
0.7120 |
0.7120 |
0.7180 |
|
| S3 |
0.7059 |
0.7094 |
0.7174 |
|
| S4 |
0.6998 |
0.7033 |
0.7157 |
|
|
| 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 |
0.7332 |
0.7145 |
0.0187 |
2.6% |
0.0071 |
1.0% |
25% |
False |
True |
535 |
| 10 |
0.7435 |
0.7145 |
0.0290 |
4.0% |
0.0075 |
1.0% |
16% |
False |
True |
432 |
| 20 |
0.7724 |
0.7145 |
0.0579 |
8.1% |
0.0082 |
1.1% |
8% |
False |
True |
350 |
| 40 |
0.7777 |
0.7145 |
0.0632 |
8.8% |
0.0080 |
1.1% |
7% |
False |
True |
232 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.4% |
0.0072 |
1.0% |
22% |
False |
False |
161 |
| 80 |
0.7777 |
0.6960 |
0.0817 |
11.4% |
0.0055 |
0.8% |
28% |
False |
False |
121 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0045 |
0.6% |
41% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7465 |
|
2.618 |
0.7366 |
|
1.618 |
0.7305 |
|
1.000 |
0.7267 |
|
0.618 |
0.7244 |
|
HIGH |
0.7206 |
|
0.618 |
0.7183 |
|
0.500 |
0.7176 |
|
0.382 |
0.7168 |
|
LOW |
0.7145 |
|
0.618 |
0.7107 |
|
1.000 |
0.7084 |
|
1.618 |
0.7046 |
|
2.618 |
0.6985 |
|
4.250 |
0.6886 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7239 |
| PP |
0.7181 |
0.7223 |
| S1 |
0.7176 |
0.7207 |
|