CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7413 |
0.7313 |
-0.0100 |
-1.3% |
0.7400 |
| High |
0.7429 |
0.7394 |
-0.0035 |
-0.5% |
0.7620 |
| Low |
0.7302 |
0.7311 |
0.0009 |
0.1% |
0.7283 |
| Close |
0.7314 |
0.7346 |
0.0032 |
0.4% |
0.7480 |
| Range |
0.0127 |
0.0083 |
-0.0044 |
-34.6% |
0.0337 |
| ATR |
0.0107 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
117,123 |
90,308 |
-26,815 |
-22.9% |
550,399 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7556 |
0.7392 |
|
| R3 |
0.7516 |
0.7473 |
0.7369 |
|
| R2 |
0.7433 |
0.7433 |
0.7361 |
|
| R1 |
0.7390 |
0.7390 |
0.7354 |
0.7412 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7361 |
| S1 |
0.7307 |
0.7307 |
0.7338 |
0.7329 |
| S2 |
0.7267 |
0.7267 |
0.7331 |
|
| S3 |
0.7184 |
0.7224 |
0.7323 |
|
| S4 |
0.7101 |
0.7141 |
0.7300 |
|
|
| 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 |
4.6% |
0.0148 |
2.0% |
19% |
False |
False |
117,598 |
| 10 |
0.7620 |
0.7260 |
0.0360 |
4.9% |
0.0120 |
1.6% |
24% |
False |
False |
108,555 |
| 20 |
0.7620 |
0.7175 |
0.0445 |
6.1% |
0.0099 |
1.3% |
38% |
False |
False |
75,259 |
| 40 |
0.7670 |
0.7115 |
0.0555 |
7.6% |
0.0088 |
1.2% |
42% |
False |
False |
37,997 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0086 |
1.2% |
35% |
False |
False |
25,391 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0082 |
1.1% |
35% |
False |
False |
19,052 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
11.0% |
0.0068 |
0.9% |
47% |
False |
False |
15,242 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0058 |
0.8% |
56% |
False |
False |
12,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7611 |
|
1.618 |
0.7528 |
|
1.000 |
0.7477 |
|
0.618 |
0.7445 |
|
HIGH |
0.7394 |
|
0.618 |
0.7362 |
|
0.500 |
0.7353 |
|
0.382 |
0.7343 |
|
LOW |
0.7311 |
|
0.618 |
0.7260 |
|
1.000 |
0.7228 |
|
1.618 |
0.7177 |
|
2.618 |
0.7094 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7452 |
| PP |
0.7350 |
0.7416 |
| S1 |
0.7348 |
0.7381 |
|