CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7554 |
0.7399 |
-0.0155 |
-2.1% |
0.7404 |
| High |
0.7586 |
0.7400 |
-0.0186 |
-2.5% |
0.7586 |
| Low |
0.7272 |
0.7281 |
0.0009 |
0.1% |
0.7272 |
| Close |
0.7455 |
0.7291 |
-0.0164 |
-2.2% |
0.7455 |
| Range |
0.0314 |
0.0119 |
-0.0195 |
-62.1% |
0.0314 |
| ATR |
0.0077 |
0.0083 |
0.0007 |
9.1% |
0.0000 |
| Volume |
140 |
557 |
417 |
297.9% |
296 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7605 |
0.7356 |
|
| R3 |
0.7562 |
0.7486 |
0.7324 |
|
| R2 |
0.7443 |
0.7443 |
0.7313 |
|
| R1 |
0.7367 |
0.7367 |
0.7302 |
0.7346 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7313 |
| S1 |
0.7248 |
0.7248 |
0.7280 |
0.7227 |
| S2 |
0.7205 |
0.7205 |
0.7269 |
|
| S3 |
0.7086 |
0.7129 |
0.7258 |
|
| S4 |
0.6967 |
0.7010 |
0.7226 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8380 |
0.8231 |
0.7628 |
|
| R3 |
0.8066 |
0.7917 |
0.7541 |
|
| R2 |
0.7752 |
0.7752 |
0.7513 |
|
| R1 |
0.7603 |
0.7603 |
0.7484 |
0.7678 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7475 |
| S1 |
0.7289 |
0.7289 |
0.7426 |
0.7364 |
| S2 |
0.7124 |
0.7124 |
0.7397 |
|
| S3 |
0.6810 |
0.6975 |
0.7369 |
|
| S4 |
0.6496 |
0.6661 |
0.7282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7586 |
0.7272 |
0.0314 |
4.3% |
0.0124 |
1.7% |
6% |
False |
False |
163 |
| 10 |
0.7586 |
0.7242 |
0.0344 |
4.7% |
0.0087 |
1.2% |
14% |
False |
False |
120 |
| 20 |
0.7586 |
0.7160 |
0.0426 |
5.8% |
0.0059 |
0.8% |
31% |
False |
False |
77 |
| 40 |
0.7588 |
0.7121 |
0.0467 |
6.4% |
0.0032 |
0.4% |
36% |
False |
False |
42 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.5% |
0.0025 |
0.3% |
28% |
False |
False |
28 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.5% |
0.0024 |
0.3% |
28% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7906 |
|
2.618 |
0.7712 |
|
1.618 |
0.7593 |
|
1.000 |
0.7519 |
|
0.618 |
0.7474 |
|
HIGH |
0.7400 |
|
0.618 |
0.7355 |
|
0.500 |
0.7341 |
|
0.382 |
0.7326 |
|
LOW |
0.7281 |
|
0.618 |
0.7207 |
|
1.000 |
0.7162 |
|
1.618 |
0.7088 |
|
2.618 |
0.6969 |
|
4.250 |
0.6775 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7341 |
0.7429 |
| PP |
0.7324 |
0.7383 |
| S1 |
0.7308 |
0.7337 |
|