CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7322 |
0.7380 |
0.0058 |
0.8% |
0.7339 |
| High |
0.7421 |
0.7418 |
-0.0003 |
0.0% |
0.7478 |
| Low |
0.7308 |
0.7260 |
-0.0048 |
-0.7% |
0.7290 |
| Close |
0.7386 |
0.7347 |
-0.0039 |
-0.5% |
0.7351 |
| Range |
0.0113 |
0.0158 |
0.0045 |
39.8% |
0.0188 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
7.1% |
0.0000 |
| Volume |
105,387 |
145,114 |
39,727 |
37.7% |
224,251 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7739 |
0.7434 |
|
| R3 |
0.7658 |
0.7581 |
0.7390 |
|
| R2 |
0.7500 |
0.7500 |
0.7376 |
|
| R1 |
0.7423 |
0.7423 |
0.7361 |
0.7383 |
| PP |
0.7342 |
0.7342 |
0.7342 |
0.7321 |
| S1 |
0.7265 |
0.7265 |
0.7333 |
0.7225 |
| S2 |
0.7184 |
0.7184 |
0.7318 |
|
| S3 |
0.7026 |
0.7107 |
0.7304 |
|
| S4 |
0.6868 |
0.6949 |
0.7260 |
|
|
| 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 |
0.7421 |
0.7260 |
0.0161 |
2.2% |
0.0093 |
1.3% |
54% |
False |
True |
105,505 |
| 10 |
0.7478 |
0.7193 |
0.0285 |
3.9% |
0.0091 |
1.2% |
54% |
False |
False |
66,574 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0078 |
1.1% |
64% |
False |
False |
34,029 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0081 |
1.1% |
35% |
False |
False |
17,170 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0080 |
1.1% |
35% |
False |
False |
11,480 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0073 |
1.0% |
43% |
False |
False |
8,614 |
| 100 |
0.7777 |
0.6946 |
0.0831 |
11.3% |
0.0059 |
0.8% |
48% |
False |
False |
6,891 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0050 |
0.7% |
56% |
False |
False |
5,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8090 |
|
2.618 |
0.7832 |
|
1.618 |
0.7674 |
|
1.000 |
0.7576 |
|
0.618 |
0.7516 |
|
HIGH |
0.7418 |
|
0.618 |
0.7358 |
|
0.500 |
0.7339 |
|
0.382 |
0.7320 |
|
LOW |
0.7260 |
|
0.618 |
0.7162 |
|
1.000 |
0.7102 |
|
1.618 |
0.7004 |
|
2.618 |
0.6846 |
|
4.250 |
0.6589 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7344 |
0.7345 |
| PP |
0.7342 |
0.7343 |
| S1 |
0.7339 |
0.7341 |
|