CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7498 |
0.0069 |
0.9% |
0.7345 |
| High |
0.7502 |
0.7595 |
0.0093 |
1.2% |
0.7421 |
| Low |
0.7417 |
0.7486 |
0.0069 |
0.9% |
0.7260 |
| Close |
0.7482 |
0.7576 |
0.0094 |
1.3% |
0.7369 |
| Range |
0.0085 |
0.0109 |
0.0024 |
28.2% |
0.0161 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.8% |
0.0000 |
| Volume |
74,264 |
92,572 |
18,308 |
24.7% |
508,115 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7879 |
0.7837 |
0.7636 |
|
| R3 |
0.7770 |
0.7728 |
0.7606 |
|
| R2 |
0.7661 |
0.7661 |
0.7596 |
|
| R1 |
0.7619 |
0.7619 |
0.7586 |
0.7640 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7563 |
| S1 |
0.7510 |
0.7510 |
0.7566 |
0.7531 |
| S2 |
0.7443 |
0.7443 |
0.7556 |
|
| S3 |
0.7334 |
0.7401 |
0.7546 |
|
| S4 |
0.7225 |
0.7292 |
0.7516 |
|
|
| 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 |
0.7595 |
0.7339 |
0.0256 |
3.4% |
0.0076 |
1.0% |
93% |
True |
False |
82,780 |
| 10 |
0.7595 |
0.7260 |
0.0335 |
4.4% |
0.0084 |
1.1% |
94% |
True |
False |
94,142 |
| 20 |
0.7595 |
0.7122 |
0.0473 |
6.2% |
0.0084 |
1.1% |
96% |
True |
False |
54,507 |
| 40 |
0.7670 |
0.7115 |
0.0555 |
7.3% |
0.0079 |
1.0% |
83% |
False |
False |
27,480 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0080 |
1.1% |
70% |
False |
False |
18,375 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0077 |
1.0% |
70% |
False |
False |
13,788 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.7% |
0.0063 |
0.8% |
75% |
False |
False |
11,030 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.0% |
0.0053 |
0.7% |
80% |
False |
False |
9,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7880 |
|
1.618 |
0.7771 |
|
1.000 |
0.7704 |
|
0.618 |
0.7662 |
|
HIGH |
0.7595 |
|
0.618 |
0.7553 |
|
0.500 |
0.7541 |
|
0.382 |
0.7528 |
|
LOW |
0.7486 |
|
0.618 |
0.7419 |
|
1.000 |
0.7377 |
|
1.618 |
0.7310 |
|
2.618 |
0.7201 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7553 |
| PP |
0.7552 |
0.7529 |
| S1 |
0.7541 |
0.7506 |
|