CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7498 |
0.7615 |
0.0117 |
1.6% |
0.7400 |
| High |
0.7595 |
0.7620 |
0.0025 |
0.3% |
0.7620 |
| Low |
0.7486 |
0.7283 |
-0.0203 |
-2.7% |
0.7283 |
| Close |
0.7576 |
0.7480 |
-0.0096 |
-1.3% |
0.7480 |
| Range |
0.0109 |
0.0337 |
0.0228 |
209.2% |
0.0337 |
| ATR |
0.0084 |
0.0102 |
0.0018 |
21.6% |
0.0000 |
| Volume |
92,572 |
213,723 |
121,151 |
130.9% |
550,399 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8313 |
0.7665 |
|
| R3 |
0.8135 |
0.7976 |
0.7573 |
|
| R2 |
0.7798 |
0.7798 |
0.7542 |
|
| R1 |
0.7639 |
0.7639 |
0.7511 |
0.7550 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7417 |
| S1 |
0.7302 |
0.7302 |
0.7449 |
0.7213 |
| S2 |
0.7124 |
0.7124 |
0.7418 |
|
| S3 |
0.6787 |
0.6965 |
0.7387 |
|
| S4 |
0.6450 |
0.6628 |
0.7295 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8313 |
0.7665 |
|
| R3 |
0.8135 |
0.7976 |
0.7573 |
|
| R2 |
0.7798 |
0.7798 |
0.7542 |
|
| R1 |
0.7639 |
0.7639 |
0.7511 |
0.7719 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7501 |
| S1 |
0.7302 |
0.7302 |
0.7449 |
0.7382 |
| S2 |
0.7124 |
0.7124 |
0.7418 |
|
| S3 |
0.6787 |
0.6965 |
0.7387 |
|
| S4 |
0.6450 |
0.6628 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0134 |
1.8% |
58% |
True |
True |
110,079 |
| 10 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0111 |
1.5% |
61% |
True |
False |
105,851 |
| 20 |
0.7620 |
0.7122 |
0.0498 |
6.7% |
0.0097 |
1.3% |
72% |
True |
False |
65,149 |
| 40 |
0.7670 |
0.7115 |
0.0555 |
7.4% |
0.0086 |
1.2% |
66% |
False |
False |
32,819 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0085 |
1.1% |
55% |
False |
False |
21,935 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0081 |
1.1% |
55% |
False |
False |
16,459 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0066 |
0.9% |
63% |
False |
False |
13,168 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.2% |
0.0056 |
0.8% |
70% |
False |
False |
10,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9052 |
|
2.618 |
0.8502 |
|
1.618 |
0.8165 |
|
1.000 |
0.7957 |
|
0.618 |
0.7828 |
|
HIGH |
0.7620 |
|
0.618 |
0.7491 |
|
0.500 |
0.7452 |
|
0.382 |
0.7412 |
|
LOW |
0.7283 |
|
0.618 |
0.7075 |
|
1.000 |
0.6946 |
|
1.618 |
0.6738 |
|
2.618 |
0.6401 |
|
4.250 |
0.5851 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7471 |
0.7471 |
| PP |
0.7461 |
0.7461 |
| S1 |
0.7452 |
0.7452 |
|