CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7191 |
0.7163 |
-0.0028 |
-0.4% |
0.7222 |
| High |
0.7194 |
0.7188 |
-0.0006 |
-0.1% |
0.7332 |
| Low |
0.7115 |
0.7147 |
0.0032 |
0.4% |
0.7145 |
| Close |
0.7151 |
0.7168 |
0.0017 |
0.2% |
0.7190 |
| Range |
0.0079 |
0.0041 |
-0.0038 |
-48.1% |
0.0187 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1,684 |
254 |
-1,430 |
-84.9% |
2,922 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7291 |
0.7270 |
0.7191 |
|
| R3 |
0.7250 |
0.7229 |
0.7179 |
|
| R2 |
0.7209 |
0.7209 |
0.7176 |
|
| R1 |
0.7188 |
0.7188 |
0.7172 |
0.7199 |
| PP |
0.7168 |
0.7168 |
0.7168 |
0.7173 |
| S1 |
0.7147 |
0.7147 |
0.7164 |
0.7158 |
| S2 |
0.7127 |
0.7127 |
0.7160 |
|
| S3 |
0.7086 |
0.7106 |
0.7157 |
|
| S4 |
0.7045 |
0.7065 |
0.7145 |
|
|
| 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 |
0.7226 |
0.7115 |
0.0111 |
1.5% |
0.0055 |
0.8% |
48% |
False |
False |
869 |
| 10 |
0.7335 |
0.7115 |
0.0220 |
3.1% |
0.0063 |
0.9% |
24% |
False |
False |
614 |
| 20 |
0.7670 |
0.7115 |
0.0555 |
7.7% |
0.0075 |
1.0% |
10% |
False |
False |
453 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0078 |
1.1% |
8% |
False |
False |
308 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0074 |
1.0% |
8% |
False |
False |
215 |
| 80 |
0.7777 |
0.6970 |
0.0807 |
11.3% |
0.0058 |
0.8% |
25% |
False |
False |
161 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.8% |
0.0047 |
0.7% |
38% |
False |
False |
129 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.8% |
0.0040 |
0.6% |
38% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7362 |
|
2.618 |
0.7295 |
|
1.618 |
0.7254 |
|
1.000 |
0.7229 |
|
0.618 |
0.7213 |
|
HIGH |
0.7188 |
|
0.618 |
0.7172 |
|
0.500 |
0.7168 |
|
0.382 |
0.7163 |
|
LOW |
0.7147 |
|
0.618 |
0.7122 |
|
1.000 |
0.7106 |
|
1.618 |
0.7081 |
|
2.618 |
0.7040 |
|
4.250 |
0.6973 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7168 |
0.7171 |
| PP |
0.7168 |
0.7170 |
| S1 |
0.7168 |
0.7169 |
|