CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7400 |
0.0053 |
0.7% |
0.7345 |
| High |
0.7385 |
0.7457 |
0.0072 |
1.0% |
0.7421 |
| Low |
0.7339 |
0.7382 |
0.0043 |
0.6% |
0.7260 |
| Close |
0.7369 |
0.7430 |
0.0061 |
0.8% |
0.7369 |
| Range |
0.0046 |
0.0075 |
0.0029 |
63.0% |
0.0161 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,227 |
80,077 |
2,850 |
3.7% |
508,115 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7614 |
0.7471 |
|
| R3 |
0.7573 |
0.7539 |
0.7451 |
|
| R2 |
0.7498 |
0.7498 |
0.7444 |
|
| R1 |
0.7464 |
0.7464 |
0.7437 |
0.7481 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7432 |
| S1 |
0.7389 |
0.7389 |
0.7423 |
0.7406 |
| S2 |
0.7348 |
0.7348 |
0.7416 |
|
| S3 |
0.7273 |
0.7314 |
0.7409 |
|
| S4 |
0.7198 |
0.7239 |
0.7389 |
|
|
| 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 |
0.7457 |
0.7260 |
0.0197 |
2.7% |
0.0093 |
1.3% |
86% |
True |
False |
100,830 |
| 10 |
0.7478 |
0.7260 |
0.0218 |
2.9% |
0.0082 |
1.1% |
78% |
False |
False |
79,822 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0080 |
1.1% |
87% |
False |
False |
41,807 |
| 40 |
0.7710 |
0.7115 |
0.0595 |
8.0% |
0.0080 |
1.1% |
53% |
False |
False |
21,092 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0080 |
1.1% |
48% |
False |
False |
14,100 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0074 |
1.0% |
54% |
False |
False |
10,581 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.9% |
0.0060 |
0.8% |
57% |
False |
False |
8,464 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0051 |
0.7% |
65% |
False |
False |
7,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7776 |
|
2.618 |
0.7653 |
|
1.618 |
0.7578 |
|
1.000 |
0.7532 |
|
0.618 |
0.7503 |
|
HIGH |
0.7457 |
|
0.618 |
0.7428 |
|
0.500 |
0.7420 |
|
0.382 |
0.7411 |
|
LOW |
0.7382 |
|
0.618 |
0.7336 |
|
1.000 |
0.7307 |
|
1.618 |
0.7261 |
|
2.618 |
0.7186 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7427 |
0.7406 |
| PP |
0.7423 |
0.7382 |
| S1 |
0.7420 |
0.7359 |
|