CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7347 |
-0.0033 |
-0.4% |
0.7345 |
| High |
0.7418 |
0.7385 |
-0.0033 |
-0.4% |
0.7421 |
| Low |
0.7260 |
0.7339 |
0.0079 |
1.1% |
0.7260 |
| Close |
0.7347 |
0.7369 |
0.0022 |
0.3% |
0.7369 |
| Range |
0.0158 |
0.0046 |
-0.0112 |
-70.9% |
0.0161 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
145,114 |
77,227 |
-67,887 |
-46.8% |
508,115 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7482 |
0.7394 |
|
| R3 |
0.7456 |
0.7436 |
0.7382 |
|
| R2 |
0.7410 |
0.7410 |
0.7377 |
|
| R1 |
0.7390 |
0.7390 |
0.7373 |
0.7400 |
| PP |
0.7364 |
0.7364 |
0.7364 |
0.7370 |
| S1 |
0.7344 |
0.7344 |
0.7365 |
0.7354 |
| S2 |
0.7318 |
0.7318 |
0.7361 |
|
| S3 |
0.7272 |
0.7298 |
0.7356 |
|
| S4 |
0.7226 |
0.7252 |
0.7344 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7833 |
0.7762 |
0.7458 |
|
| R3 |
0.7672 |
0.7601 |
0.7413 |
|
| R2 |
0.7511 |
0.7511 |
0.7399 |
|
| R1 |
0.7440 |
0.7440 |
0.7384 |
0.7476 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7368 |
| S1 |
0.7279 |
0.7279 |
0.7354 |
0.7315 |
| S2 |
0.7189 |
0.7189 |
0.7339 |
|
| S3 |
0.7028 |
0.7118 |
0.7325 |
|
| S4 |
0.6867 |
0.6957 |
0.7280 |
|
|
| 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% |
0.0088 |
1.2% |
68% |
False |
False |
101,623 |
| 10 |
0.7478 |
0.7260 |
0.0218 |
3.0% |
0.0081 |
1.1% |
50% |
False |
False |
73,236 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0078 |
1.1% |
70% |
False |
False |
37,835 |
| 40 |
0.7724 |
0.7115 |
0.0609 |
8.3% |
0.0080 |
1.1% |
42% |
False |
False |
19,093 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0079 |
1.1% |
38% |
False |
False |
12,766 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0073 |
1.0% |
46% |
False |
False |
9,580 |
| 100 |
0.7777 |
0.6960 |
0.0817 |
11.1% |
0.0060 |
0.8% |
50% |
False |
False |
7,664 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0051 |
0.7% |
59% |
False |
False |
6,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7505 |
|
1.618 |
0.7459 |
|
1.000 |
0.7431 |
|
0.618 |
0.7413 |
|
HIGH |
0.7385 |
|
0.618 |
0.7367 |
|
0.500 |
0.7362 |
|
0.382 |
0.7357 |
|
LOW |
0.7339 |
|
0.618 |
0.7311 |
|
1.000 |
0.7293 |
|
1.618 |
0.7265 |
|
2.618 |
0.7219 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7367 |
0.7360 |
| PP |
0.7364 |
0.7350 |
| S1 |
0.7362 |
0.7341 |
|