CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7324 |
-0.0075 |
-1.0% |
0.7404 |
| High |
0.7400 |
0.7353 |
-0.0047 |
-0.6% |
0.7586 |
| Low |
0.7281 |
0.7323 |
0.0042 |
0.6% |
0.7272 |
| Close |
0.7291 |
0.7323 |
0.0032 |
0.4% |
0.7455 |
| Range |
0.0119 |
0.0030 |
-0.0089 |
-74.8% |
0.0314 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
557 |
126 |
-431 |
-77.4% |
296 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7403 |
0.7340 |
|
| R3 |
0.7393 |
0.7373 |
0.7331 |
|
| R2 |
0.7363 |
0.7363 |
0.7329 |
|
| R1 |
0.7343 |
0.7343 |
0.7326 |
0.7338 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7331 |
| S1 |
0.7313 |
0.7313 |
0.7320 |
0.7308 |
| S2 |
0.7303 |
0.7303 |
0.7318 |
|
| S3 |
0.7273 |
0.7283 |
0.7315 |
|
| S4 |
0.7243 |
0.7253 |
0.7307 |
|
|
| 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% |
0.0120 |
1.6% |
16% |
False |
False |
186 |
| 10 |
0.7586 |
0.7242 |
0.0344 |
4.7% |
0.0087 |
1.2% |
24% |
False |
False |
114 |
| 20 |
0.7586 |
0.7160 |
0.0426 |
5.8% |
0.0060 |
0.8% |
38% |
False |
False |
83 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0033 |
0.5% |
43% |
False |
False |
45 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.4% |
0.0026 |
0.4% |
33% |
False |
False |
31 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.4% |
0.0024 |
0.3% |
33% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7432 |
|
1.618 |
0.7402 |
|
1.000 |
0.7383 |
|
0.618 |
0.7372 |
|
HIGH |
0.7353 |
|
0.618 |
0.7342 |
|
0.500 |
0.7338 |
|
0.382 |
0.7334 |
|
LOW |
0.7323 |
|
0.618 |
0.7304 |
|
1.000 |
0.7293 |
|
1.618 |
0.7274 |
|
2.618 |
0.7244 |
|
4.250 |
0.7196 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7429 |
| PP |
0.7333 |
0.7394 |
| S1 |
0.7328 |
0.7358 |
|