CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7199 |
0.7191 |
-0.0008 |
-0.1% |
0.7222 |
| High |
0.7226 |
0.7194 |
-0.0032 |
-0.4% |
0.7332 |
| Low |
0.7170 |
0.7115 |
-0.0055 |
-0.8% |
0.7145 |
| Close |
0.7191 |
0.7151 |
-0.0040 |
-0.6% |
0.7190 |
| Range |
0.0056 |
0.0079 |
0.0023 |
41.1% |
0.0187 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
662 |
1,684 |
1,022 |
154.4% |
2,922 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7350 |
0.7194 |
|
| R3 |
0.7311 |
0.7271 |
0.7173 |
|
| R2 |
0.7232 |
0.7232 |
0.7165 |
|
| R1 |
0.7192 |
0.7192 |
0.7158 |
0.7173 |
| PP |
0.7153 |
0.7153 |
0.7153 |
0.7144 |
| S1 |
0.7113 |
0.7113 |
0.7144 |
0.7094 |
| S2 |
0.7074 |
0.7074 |
0.7137 |
|
| S3 |
0.6995 |
0.7034 |
0.7129 |
|
| S4 |
0.6916 |
0.6955 |
0.7108 |
|
|
| 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 |
0.7283 |
0.7115 |
0.0168 |
2.3% |
0.0065 |
0.9% |
21% |
False |
True |
910 |
| 10 |
0.7367 |
0.7115 |
0.0252 |
3.5% |
0.0065 |
0.9% |
14% |
False |
True |
604 |
| 20 |
0.7702 |
0.7115 |
0.0587 |
8.2% |
0.0083 |
1.2% |
6% |
False |
True |
488 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.3% |
0.0079 |
1.1% |
5% |
False |
True |
303 |
| 60 |
0.7777 |
0.7114 |
0.0663 |
9.3% |
0.0074 |
1.0% |
6% |
False |
False |
211 |
| 80 |
0.7777 |
0.6970 |
0.0807 |
11.3% |
0.0057 |
0.8% |
22% |
False |
False |
158 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.8% |
0.0047 |
0.7% |
37% |
False |
False |
127 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.8% |
0.0039 |
0.6% |
37% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7401 |
|
1.618 |
0.7322 |
|
1.000 |
0.7273 |
|
0.618 |
0.7243 |
|
HIGH |
0.7194 |
|
0.618 |
0.7164 |
|
0.500 |
0.7155 |
|
0.382 |
0.7145 |
|
LOW |
0.7115 |
|
0.618 |
0.7066 |
|
1.000 |
0.7036 |
|
1.618 |
0.6987 |
|
2.618 |
0.6908 |
|
4.250 |
0.6779 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7155 |
0.7171 |
| PP |
0.7153 |
0.7164 |
| S1 |
0.7152 |
0.7158 |
|