CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7424 |
0.0057 |
0.8% |
0.7400 |
| High |
0.7436 |
0.7452 |
0.0016 |
0.2% |
0.7620 |
| Low |
0.7360 |
0.7351 |
-0.0009 |
-0.1% |
0.7283 |
| Close |
0.7418 |
0.7424 |
0.0006 |
0.1% |
0.7480 |
| Range |
0.0076 |
0.0101 |
0.0025 |
32.9% |
0.0337 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
96,481 |
123,104 |
26,623 |
27.6% |
550,399 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7669 |
0.7480 |
|
| R3 |
0.7611 |
0.7568 |
0.7452 |
|
| R2 |
0.7510 |
0.7510 |
0.7443 |
|
| R1 |
0.7467 |
0.7467 |
0.7433 |
0.7475 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7413 |
| S1 |
0.7366 |
0.7366 |
0.7415 |
0.7374 |
| S2 |
0.7308 |
0.7308 |
0.7405 |
|
| S3 |
0.7207 |
0.7265 |
0.7396 |
|
| S4 |
0.7106 |
0.7164 |
0.7368 |
|
|
| 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% |
0.0145 |
2.0% |
42% |
False |
False |
128,147 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0111 |
1.5% |
42% |
False |
False |
105,464 |
| 20 |
0.7620 |
0.7193 |
0.0427 |
5.8% |
0.0101 |
1.4% |
54% |
False |
False |
86,019 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.8% |
0.0086 |
1.2% |
61% |
False |
False |
43,466 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0086 |
1.2% |
47% |
False |
False |
29,050 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0083 |
1.1% |
47% |
False |
False |
21,797 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.9% |
0.0070 |
0.9% |
56% |
False |
False |
17,438 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0059 |
0.8% |
64% |
False |
False |
14,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7881 |
|
2.618 |
0.7716 |
|
1.618 |
0.7615 |
|
1.000 |
0.7553 |
|
0.618 |
0.7514 |
|
HIGH |
0.7452 |
|
0.618 |
0.7413 |
|
0.500 |
0.7402 |
|
0.382 |
0.7390 |
|
LOW |
0.7351 |
|
0.618 |
0.7289 |
|
1.000 |
0.7250 |
|
1.618 |
0.7188 |
|
2.618 |
0.7087 |
|
4.250 |
0.6922 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7410 |
| PP |
0.7409 |
0.7396 |
| S1 |
0.7402 |
0.7382 |
|