CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7322 |
-0.0039 |
-0.5% |
0.7339 |
| High |
0.7378 |
0.7421 |
0.0043 |
0.6% |
0.7478 |
| Low |
0.7305 |
0.7308 |
0.0003 |
0.0% |
0.7290 |
| Close |
0.7331 |
0.7386 |
0.0055 |
0.8% |
0.7351 |
| Range |
0.0073 |
0.0113 |
0.0040 |
54.8% |
0.0188 |
| ATR |
0.0077 |
0.0079 |
0.0003 |
3.4% |
0.0000 |
| Volume |
96,345 |
105,387 |
9,042 |
9.4% |
224,251 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7661 |
0.7448 |
|
| R3 |
0.7598 |
0.7548 |
0.7417 |
|
| R2 |
0.7485 |
0.7485 |
0.7407 |
|
| R1 |
0.7435 |
0.7435 |
0.7396 |
0.7460 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7384 |
| S1 |
0.7322 |
0.7322 |
0.7376 |
0.7347 |
| S2 |
0.7259 |
0.7259 |
0.7365 |
|
| S3 |
0.7146 |
0.7209 |
0.7355 |
|
| S4 |
0.7033 |
0.7096 |
0.7324 |
|
|
| 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 |
0.7305 |
0.0173 |
2.3% |
0.0078 |
1.1% |
47% |
False |
False |
87,015 |
| 10 |
0.7478 |
0.7175 |
0.0303 |
4.1% |
0.0082 |
1.1% |
70% |
False |
False |
52,239 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0075 |
1.0% |
75% |
False |
False |
26,796 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0079 |
1.1% |
41% |
False |
False |
13,544 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0079 |
1.1% |
41% |
False |
False |
9,062 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0071 |
1.0% |
48% |
False |
False |
6,800 |
| 100 |
0.7777 |
0.6900 |
0.0877 |
11.9% |
0.0058 |
0.8% |
55% |
False |
False |
5,440 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0049 |
0.7% |
60% |
False |
False |
4,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7717 |
|
1.618 |
0.7604 |
|
1.000 |
0.7534 |
|
0.618 |
0.7491 |
|
HIGH |
0.7421 |
|
0.618 |
0.7378 |
|
0.500 |
0.7365 |
|
0.382 |
0.7351 |
|
LOW |
0.7308 |
|
0.618 |
0.7238 |
|
1.000 |
0.7195 |
|
1.618 |
0.7125 |
|
2.618 |
0.7012 |
|
4.250 |
0.6828 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7379 |
0.7378 |
| PP |
0.7372 |
0.7371 |
| S1 |
0.7365 |
0.7363 |
|