CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7648 |
-0.0024 |
-0.3% |
0.7526 |
| High |
0.7715 |
0.7740 |
0.0025 |
0.3% |
0.7717 |
| Low |
0.7661 |
0.7612 |
-0.0049 |
-0.6% |
0.7507 |
| Close |
0.7700 |
0.7726 |
0.0026 |
0.3% |
0.7700 |
| Range |
0.0054 |
0.0128 |
0.0074 |
137.0% |
0.0210 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.4% |
0.0000 |
| Volume |
79,595 |
96,613 |
17,018 |
21.4% |
453,046 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8029 |
0.7796 |
|
| R3 |
0.7949 |
0.7901 |
0.7761 |
|
| R2 |
0.7821 |
0.7821 |
0.7749 |
|
| R1 |
0.7773 |
0.7773 |
0.7738 |
0.7797 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7705 |
| S1 |
0.7645 |
0.7645 |
0.7714 |
0.7669 |
| S2 |
0.7565 |
0.7565 |
0.7703 |
|
| S3 |
0.7437 |
0.7517 |
0.7691 |
|
| S4 |
0.7309 |
0.7389 |
0.7656 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8196 |
0.7816 |
|
| R3 |
0.8061 |
0.7986 |
0.7758 |
|
| R2 |
0.7851 |
0.7851 |
0.7739 |
|
| R1 |
0.7776 |
0.7776 |
0.7719 |
0.7814 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7660 |
| S1 |
0.7566 |
0.7566 |
0.7681 |
0.7604 |
| S2 |
0.7431 |
0.7431 |
0.7662 |
|
| S3 |
0.7221 |
0.7356 |
0.7642 |
|
| S4 |
0.7011 |
0.7146 |
0.7585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7740 |
0.7563 |
0.0177 |
2.3% |
0.0097 |
1.3% |
92% |
True |
False |
92,684 |
| 10 |
0.7740 |
0.7470 |
0.0270 |
3.5% |
0.0103 |
1.3% |
95% |
True |
False |
94,718 |
| 20 |
0.7740 |
0.7450 |
0.0290 |
3.8% |
0.0097 |
1.3% |
95% |
True |
False |
87,514 |
| 40 |
0.7740 |
0.7077 |
0.0663 |
8.6% |
0.0097 |
1.3% |
98% |
True |
False |
62,472 |
| 60 |
0.7740 |
0.6880 |
0.0860 |
11.1% |
0.0094 |
1.2% |
98% |
True |
False |
41,772 |
| 80 |
0.7740 |
0.6787 |
0.0953 |
12.3% |
0.0090 |
1.2% |
99% |
True |
False |
31,380 |
| 100 |
0.7740 |
0.6787 |
0.0953 |
12.3% |
0.0078 |
1.0% |
99% |
True |
False |
25,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8284 |
|
2.618 |
0.8075 |
|
1.618 |
0.7947 |
|
1.000 |
0.7868 |
|
0.618 |
0.7819 |
|
HIGH |
0.7740 |
|
0.618 |
0.7691 |
|
0.500 |
0.7676 |
|
0.382 |
0.7661 |
|
LOW |
0.7612 |
|
0.618 |
0.7533 |
|
1.000 |
0.7484 |
|
1.618 |
0.7405 |
|
2.618 |
0.7277 |
|
4.250 |
0.7068 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7709 |
0.7707 |
| PP |
0.7693 |
0.7689 |
| S1 |
0.7676 |
0.7670 |
|