CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7195 |
0.7199 |
0.0004 |
0.1% |
0.7222 |
| High |
0.7218 |
0.7226 |
0.0008 |
0.1% |
0.7332 |
| Low |
0.7182 |
0.7170 |
-0.0012 |
-0.2% |
0.7145 |
| Close |
0.7190 |
0.7191 |
0.0001 |
0.0% |
0.7190 |
| Range |
0.0036 |
0.0056 |
0.0020 |
55.6% |
0.0187 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
650 |
662 |
12 |
1.8% |
2,922 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7364 |
0.7333 |
0.7222 |
|
| R3 |
0.7308 |
0.7277 |
0.7206 |
|
| R2 |
0.7252 |
0.7252 |
0.7201 |
|
| R1 |
0.7221 |
0.7221 |
0.7196 |
0.7209 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7189 |
| S1 |
0.7165 |
0.7165 |
0.7186 |
0.7153 |
| S2 |
0.7140 |
0.7140 |
0.7181 |
|
| S3 |
0.7084 |
0.7109 |
0.7176 |
|
| S4 |
0.7028 |
0.7053 |
0.7160 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7674 |
0.7293 |
|
| R3 |
0.7596 |
0.7487 |
0.7241 |
|
| R2 |
0.7409 |
0.7409 |
0.7224 |
|
| R1 |
0.7300 |
0.7300 |
0.7207 |
0.7261 |
| PP |
0.7222 |
0.7222 |
0.7222 |
0.7203 |
| S1 |
0.7113 |
0.7113 |
0.7173 |
0.7074 |
| S2 |
0.7035 |
0.7035 |
0.7156 |
|
| S3 |
0.6848 |
0.6926 |
0.7139 |
|
| S4 |
0.6661 |
0.6739 |
0.7087 |
|
|
| 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% |
0.0065 |
0.9% |
25% |
False |
False |
673 |
| 10 |
0.7367 |
0.7145 |
0.0222 |
3.1% |
0.0064 |
0.9% |
21% |
False |
False |
480 |
| 20 |
0.7710 |
0.7145 |
0.0565 |
7.9% |
0.0082 |
1.1% |
8% |
False |
False |
408 |
| 40 |
0.7777 |
0.7145 |
0.0632 |
8.8% |
0.0080 |
1.1% |
7% |
False |
False |
262 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.4% |
0.0073 |
1.0% |
22% |
False |
False |
183 |
| 80 |
0.7777 |
0.6970 |
0.0807 |
11.2% |
0.0056 |
0.8% |
27% |
False |
False |
137 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0046 |
0.6% |
41% |
False |
False |
110 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0039 |
0.5% |
41% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7373 |
|
1.618 |
0.7317 |
|
1.000 |
0.7282 |
|
0.618 |
0.7261 |
|
HIGH |
0.7226 |
|
0.618 |
0.7205 |
|
0.500 |
0.7198 |
|
0.382 |
0.7191 |
|
LOW |
0.7170 |
|
0.618 |
0.7135 |
|
1.000 |
0.7114 |
|
1.618 |
0.7079 |
|
2.618 |
0.7023 |
|
4.250 |
0.6932 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7198 |
0.7189 |
| PP |
0.7196 |
0.7187 |
| S1 |
0.7193 |
0.7186 |
|