CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7429 |
-0.0001 |
0.0% |
0.7345 |
| High |
0.7488 |
0.7502 |
0.0014 |
0.2% |
0.7421 |
| Low |
0.7422 |
0.7417 |
-0.0005 |
-0.1% |
0.7260 |
| Close |
0.7446 |
0.7482 |
0.0036 |
0.5% |
0.7369 |
| Range |
0.0066 |
0.0085 |
0.0019 |
28.8% |
0.0161 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
89,763 |
74,264 |
-15,499 |
-17.3% |
508,115 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7687 |
0.7529 |
|
| R3 |
0.7637 |
0.7602 |
0.7505 |
|
| R2 |
0.7552 |
0.7552 |
0.7498 |
|
| R1 |
0.7517 |
0.7517 |
0.7490 |
0.7535 |
| PP |
0.7467 |
0.7467 |
0.7467 |
0.7476 |
| S1 |
0.7432 |
0.7432 |
0.7474 |
0.7450 |
| S2 |
0.7382 |
0.7382 |
0.7466 |
|
| S3 |
0.7297 |
0.7347 |
0.7459 |
|
| S4 |
0.7212 |
0.7262 |
0.7435 |
|
|
| 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 |
0.7502 |
0.7260 |
0.0242 |
3.2% |
0.0086 |
1.1% |
92% |
True |
False |
93,289 |
| 10 |
0.7502 |
0.7260 |
0.0242 |
3.2% |
0.0082 |
1.1% |
92% |
True |
False |
90,152 |
| 20 |
0.7502 |
0.7122 |
0.0380 |
5.1% |
0.0080 |
1.1% |
95% |
True |
False |
49,891 |
| 40 |
0.7702 |
0.7115 |
0.0587 |
7.8% |
0.0082 |
1.1% |
63% |
False |
False |
25,190 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0080 |
1.1% |
55% |
False |
False |
16,832 |
| 80 |
0.7777 |
0.7114 |
0.0663 |
8.9% |
0.0075 |
1.0% |
56% |
False |
False |
12,631 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0062 |
0.8% |
63% |
False |
False |
10,105 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.2% |
0.0052 |
0.7% |
70% |
False |
False |
8,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7725 |
|
1.618 |
0.7640 |
|
1.000 |
0.7587 |
|
0.618 |
0.7555 |
|
HIGH |
0.7502 |
|
0.618 |
0.7470 |
|
0.500 |
0.7460 |
|
0.382 |
0.7449 |
|
LOW |
0.7417 |
|
0.618 |
0.7364 |
|
1.000 |
0.7332 |
|
1.618 |
0.7279 |
|
2.618 |
0.7194 |
|
4.250 |
0.7056 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7469 |
| PP |
0.7467 |
0.7455 |
| S1 |
0.7460 |
0.7442 |
|