CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7345 |
-0.0061 |
-0.8% |
0.7339 |
| High |
0.7411 |
0.7385 |
-0.0026 |
-0.4% |
0.7478 |
| Low |
0.7344 |
0.7333 |
-0.0011 |
-0.1% |
0.7290 |
| Close |
0.7351 |
0.7362 |
0.0011 |
0.1% |
0.7351 |
| Range |
0.0067 |
0.0052 |
-0.0015 |
-22.4% |
0.0188 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
96,638 |
84,042 |
-12,596 |
-13.0% |
224,251 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7516 |
0.7491 |
0.7391 |
|
| R3 |
0.7464 |
0.7439 |
0.7376 |
|
| R2 |
0.7412 |
0.7412 |
0.7372 |
|
| R1 |
0.7387 |
0.7387 |
0.7367 |
0.7400 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7366 |
| S1 |
0.7335 |
0.7335 |
0.7357 |
0.7348 |
| S2 |
0.7308 |
0.7308 |
0.7352 |
|
| S3 |
0.7256 |
0.7283 |
0.7348 |
|
| S4 |
0.7204 |
0.7231 |
0.7333 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7832 |
0.7454 |
|
| R3 |
0.7749 |
0.7644 |
0.7403 |
|
| R2 |
0.7561 |
0.7561 |
0.7385 |
|
| R1 |
0.7456 |
0.7456 |
0.7368 |
0.7509 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7399 |
| S1 |
0.7268 |
0.7268 |
0.7334 |
0.7321 |
| S2 |
0.7185 |
0.7185 |
0.7317 |
|
| S3 |
0.6997 |
0.7080 |
0.7299 |
|
| S4 |
0.6809 |
0.6892 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7478 |
0.7333 |
0.0145 |
2.0% |
0.0071 |
1.0% |
20% |
False |
True |
58,814 |
| 10 |
0.7478 |
0.7122 |
0.0356 |
4.8% |
0.0082 |
1.1% |
67% |
False |
False |
32,823 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0073 |
1.0% |
68% |
False |
False |
16,745 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
37% |
False |
False |
8,509 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0077 |
1.0% |
37% |
False |
False |
5,701 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0068 |
0.9% |
45% |
False |
False |
4,279 |
| 100 |
0.7777 |
0.6900 |
0.0877 |
11.9% |
0.0056 |
0.8% |
53% |
False |
False |
3,423 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0047 |
0.6% |
58% |
False |
False |
2,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7521 |
|
1.618 |
0.7469 |
|
1.000 |
0.7437 |
|
0.618 |
0.7417 |
|
HIGH |
0.7385 |
|
0.618 |
0.7365 |
|
0.500 |
0.7359 |
|
0.382 |
0.7353 |
|
LOW |
0.7333 |
|
0.618 |
0.7301 |
|
1.000 |
0.7281 |
|
1.618 |
0.7249 |
|
2.618 |
0.7197 |
|
4.250 |
0.7112 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7406 |
| PP |
0.7360 |
0.7391 |
| S1 |
0.7359 |
0.7377 |
|