CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7166 |
0.0017 |
0.2% |
0.7234 |
| High |
0.7149 |
0.7166 |
0.0017 |
0.2% |
0.7270 |
| Low |
0.7149 |
0.7166 |
0.0017 |
0.2% |
0.7158 |
| Close |
0.7149 |
0.7166 |
0.0017 |
0.2% |
0.7170 |
| Range |
|
|
|
|
|
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7166 |
0.7166 |
0.7166 |
|
| R3 |
0.7166 |
0.7166 |
0.7166 |
|
| R2 |
0.7166 |
0.7166 |
0.7166 |
|
| R1 |
0.7166 |
0.7166 |
0.7166 |
0.7166 |
| PP |
0.7166 |
0.7166 |
0.7166 |
0.7166 |
| S1 |
0.7166 |
0.7166 |
0.7166 |
0.7166 |
| S2 |
0.7166 |
0.7166 |
0.7166 |
|
| S3 |
0.7166 |
0.7166 |
0.7166 |
|
| S4 |
0.7166 |
0.7166 |
0.7166 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7465 |
0.7232 |
|
| R3 |
0.7423 |
0.7353 |
0.7201 |
|
| R2 |
0.7311 |
0.7311 |
0.7191 |
|
| R1 |
0.7241 |
0.7241 |
0.7180 |
0.7220 |
| PP |
0.7199 |
0.7199 |
0.7199 |
0.7189 |
| S1 |
0.7129 |
0.7129 |
0.7160 |
0.7108 |
| S2 |
0.7087 |
0.7087 |
0.7149 |
|
| S3 |
0.6975 |
0.7017 |
0.7139 |
|
| S4 |
0.6863 |
0.6905 |
0.7108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7172 |
0.7121 |
0.0051 |
0.7% |
0.0002 |
0.0% |
88% |
False |
False |
25 |
| 10 |
0.7270 |
0.7121 |
0.0149 |
2.1% |
0.0004 |
0.1% |
30% |
False |
False |
13 |
| 20 |
0.7588 |
0.7121 |
0.0467 |
6.5% |
0.0006 |
0.1% |
10% |
False |
False |
7 |
| 40 |
0.7738 |
0.7121 |
0.0617 |
8.6% |
0.0008 |
0.1% |
7% |
False |
False |
4 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.6% |
0.0012 |
0.2% |
7% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7166 |
|
2.618 |
0.7166 |
|
1.618 |
0.7166 |
|
1.000 |
0.7166 |
|
0.618 |
0.7166 |
|
HIGH |
0.7166 |
|
0.618 |
0.7166 |
|
0.500 |
0.7166 |
|
0.382 |
0.7166 |
|
LOW |
0.7166 |
|
0.618 |
0.7166 |
|
1.000 |
0.7166 |
|
1.618 |
0.7166 |
|
2.618 |
0.7166 |
|
4.250 |
0.7166 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7166 |
0.7159 |
| PP |
0.7166 |
0.7151 |
| S1 |
0.7166 |
0.7144 |
|