CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7430 |
0.0030 |
0.4% |
0.7345 |
| High |
0.7457 |
0.7488 |
0.0031 |
0.4% |
0.7421 |
| Low |
0.7382 |
0.7422 |
0.0040 |
0.5% |
0.7260 |
| Close |
0.7430 |
0.7446 |
0.0016 |
0.2% |
0.7369 |
| Range |
0.0075 |
0.0066 |
-0.0009 |
-12.0% |
0.0161 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,077 |
89,763 |
9,686 |
12.1% |
508,115 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7650 |
0.7614 |
0.7482 |
|
| R3 |
0.7584 |
0.7548 |
0.7464 |
|
| R2 |
0.7518 |
0.7518 |
0.7458 |
|
| R1 |
0.7482 |
0.7482 |
0.7452 |
0.7500 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7461 |
| S1 |
0.7416 |
0.7416 |
0.7440 |
0.7434 |
| S2 |
0.7386 |
0.7386 |
0.7434 |
|
| S3 |
0.7320 |
0.7350 |
0.7428 |
|
| S4 |
0.7254 |
0.7284 |
0.7410 |
|
|
| 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 |
0.7488 |
0.7260 |
0.0228 |
3.1% |
0.0092 |
1.2% |
82% |
True |
False |
99,513 |
| 10 |
0.7488 |
0.7260 |
0.0228 |
3.1% |
0.0079 |
1.1% |
82% |
True |
False |
87,003 |
| 20 |
0.7488 |
0.7115 |
0.0373 |
5.0% |
0.0080 |
1.1% |
89% |
True |
False |
46,262 |
| 40 |
0.7710 |
0.7115 |
0.0595 |
8.0% |
0.0081 |
1.1% |
56% |
False |
False |
23,335 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0080 |
1.1% |
50% |
False |
False |
15,595 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0075 |
1.0% |
56% |
False |
False |
11,702 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0061 |
0.8% |
59% |
False |
False |
9,362 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0052 |
0.7% |
66% |
False |
False |
7,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7661 |
|
1.618 |
0.7595 |
|
1.000 |
0.7554 |
|
0.618 |
0.7529 |
|
HIGH |
0.7488 |
|
0.618 |
0.7463 |
|
0.500 |
0.7455 |
|
0.382 |
0.7447 |
|
LOW |
0.7422 |
|
0.618 |
0.7381 |
|
1.000 |
0.7356 |
|
1.618 |
0.7315 |
|
2.618 |
0.7249 |
|
4.250 |
0.7142 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7435 |
| PP |
0.7452 |
0.7424 |
| S1 |
0.7449 |
0.7414 |
|