CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7738 |
0.0074 |
1.0% |
0.7531 |
| High |
0.7664 |
0.7738 |
0.0074 |
1.0% |
0.7662 |
| Low |
0.7664 |
0.7738 |
0.0074 |
1.0% |
0.7531 |
| Close |
0.7664 |
0.7738 |
0.0074 |
1.0% |
0.7639 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7738 |
0.7738 |
|
| R3 |
0.7738 |
0.7738 |
0.7738 |
|
| R2 |
0.7738 |
0.7738 |
0.7738 |
|
| R1 |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| S1 |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| S2 |
0.7738 |
0.7738 |
0.7738 |
|
| S3 |
0.7738 |
0.7738 |
0.7738 |
|
| S4 |
0.7738 |
0.7738 |
0.7738 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7952 |
0.7711 |
|
| R3 |
0.7873 |
0.7821 |
0.7675 |
|
| R2 |
0.7742 |
0.7742 |
0.7663 |
|
| R1 |
0.7690 |
0.7690 |
0.7651 |
0.7716 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7624 |
| S1 |
0.7559 |
0.7559 |
0.7627 |
0.7585 |
| S2 |
0.7480 |
0.7480 |
0.7615 |
|
| S3 |
0.7349 |
0.7428 |
0.7603 |
|
| S4 |
0.7218 |
0.7297 |
0.7567 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7738 |
|
1.618 |
0.7738 |
|
1.000 |
0.7738 |
|
0.618 |
0.7738 |
|
HIGH |
0.7738 |
|
0.618 |
0.7738 |
|
0.500 |
0.7738 |
|
0.382 |
0.7738 |
|
LOW |
0.7738 |
|
0.618 |
0.7738 |
|
1.000 |
0.7738 |
|
1.618 |
0.7738 |
|
2.618 |
0.7738 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7720 |
| PP |
0.7738 |
0.7701 |
| S1 |
0.7738 |
0.7683 |
|