CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7301 |
0.7320 |
0.0019 |
0.3% |
0.7588 |
| High |
0.7301 |
0.7320 |
0.0019 |
0.3% |
0.7588 |
| Low |
0.7301 |
0.7320 |
0.0019 |
0.3% |
0.7290 |
| Close |
0.7301 |
0.7320 |
0.0019 |
0.3% |
0.7304 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0053 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7320 |
0.7320 |
0.7320 |
|
| R3 |
0.7320 |
0.7320 |
0.7320 |
|
| R2 |
0.7320 |
0.7320 |
0.7320 |
|
| R1 |
0.7320 |
0.7320 |
0.7320 |
0.7320 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7320 |
| S1 |
0.7320 |
0.7320 |
0.7320 |
0.7320 |
| S2 |
0.7320 |
0.7320 |
0.7320 |
|
| S3 |
0.7320 |
0.7320 |
0.7320 |
|
| S4 |
0.7320 |
0.7320 |
0.7320 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8288 |
0.8094 |
0.7468 |
|
| R3 |
0.7990 |
0.7796 |
0.7386 |
|
| R2 |
0.7692 |
0.7692 |
0.7359 |
|
| R1 |
0.7498 |
0.7498 |
0.7331 |
0.7446 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7368 |
| S1 |
0.7200 |
0.7200 |
0.7277 |
0.7148 |
| S2 |
0.7096 |
0.7096 |
0.7249 |
|
| S3 |
0.6798 |
0.6902 |
0.7222 |
|
| S4 |
0.6500 |
0.6604 |
0.7140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7320 |
|
2.618 |
0.7320 |
|
1.618 |
0.7320 |
|
1.000 |
0.7320 |
|
0.618 |
0.7320 |
|
HIGH |
0.7320 |
|
0.618 |
0.7320 |
|
0.500 |
0.7320 |
|
0.382 |
0.7320 |
|
LOW |
0.7320 |
|
0.618 |
0.7320 |
|
1.000 |
0.7320 |
|
1.618 |
0.7320 |
|
2.618 |
0.7320 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7311 |
| PP |
0.7320 |
0.7301 |
| S1 |
0.7320 |
0.7292 |
|