CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7651 |
0.0012 |
0.2% |
0.7489 |
| High |
0.7676 |
0.7655 |
-0.0021 |
-0.3% |
0.7698 |
| Low |
0.7574 |
0.7573 |
-0.0001 |
0.0% |
0.7466 |
| Close |
0.7652 |
0.7585 |
-0.0067 |
-0.9% |
0.7652 |
| Range |
0.0102 |
0.0082 |
-0.0020 |
-19.6% |
0.0232 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
110,564 |
64,187 |
-46,377 |
-41.9% |
440,822 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7800 |
0.7630 |
|
| R3 |
0.7768 |
0.7718 |
0.7608 |
|
| R2 |
0.7686 |
0.7686 |
0.7600 |
|
| R1 |
0.7636 |
0.7636 |
0.7593 |
0.7620 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7597 |
| S1 |
0.7554 |
0.7554 |
0.7577 |
0.7538 |
| S2 |
0.7522 |
0.7522 |
0.7570 |
|
| S3 |
0.7440 |
0.7472 |
0.7562 |
|
| S4 |
0.7358 |
0.7390 |
0.7540 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8301 |
0.8209 |
0.7780 |
|
| R3 |
0.8069 |
0.7977 |
0.7716 |
|
| R2 |
0.7837 |
0.7837 |
0.7695 |
|
| R1 |
0.7745 |
0.7745 |
0.7673 |
0.7791 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7629 |
| S1 |
0.7513 |
0.7513 |
0.7631 |
0.7559 |
| S2 |
0.7373 |
0.7373 |
0.7609 |
|
| S3 |
0.7141 |
0.7281 |
0.7588 |
|
| S4 |
0.6909 |
0.7049 |
0.7524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7698 |
0.7484 |
0.0214 |
2.8% |
0.0101 |
1.3% |
47% |
False |
False |
93,589 |
| 10 |
0.7698 |
0.7450 |
0.0248 |
3.3% |
0.0091 |
1.2% |
54% |
False |
False |
80,310 |
| 20 |
0.7698 |
0.7360 |
0.0338 |
4.5% |
0.0097 |
1.3% |
67% |
False |
False |
76,609 |
| 40 |
0.7698 |
0.6936 |
0.0762 |
10.0% |
0.0094 |
1.2% |
85% |
False |
False |
38,900 |
| 60 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0094 |
1.2% |
88% |
False |
False |
26,031 |
| 80 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0083 |
1.1% |
88% |
False |
False |
19,548 |
| 100 |
0.7698 |
0.6787 |
0.0911 |
12.0% |
0.0068 |
0.9% |
88% |
False |
False |
15,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8004 |
|
2.618 |
0.7870 |
|
1.618 |
0.7788 |
|
1.000 |
0.7737 |
|
0.618 |
0.7706 |
|
HIGH |
0.7655 |
|
0.618 |
0.7624 |
|
0.500 |
0.7614 |
|
0.382 |
0.7604 |
|
LOW |
0.7573 |
|
0.618 |
0.7522 |
|
1.000 |
0.7491 |
|
1.618 |
0.7440 |
|
2.618 |
0.7358 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7636 |
| PP |
0.7604 |
0.7619 |
| S1 |
0.7595 |
0.7602 |
|