CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7732 |
0.7796 |
0.0064 |
0.8% |
0.7526 |
| High |
0.7808 |
0.7811 |
0.0003 |
0.0% |
0.7717 |
| Low |
0.7728 |
0.7748 |
0.0020 |
0.3% |
0.7507 |
| Close |
0.7800 |
0.7782 |
-0.0018 |
-0.2% |
0.7700 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0210 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
90,049 |
92,025 |
1,976 |
2.2% |
453,046 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7939 |
0.7817 |
|
| R3 |
0.7906 |
0.7876 |
0.7799 |
|
| R2 |
0.7843 |
0.7843 |
0.7794 |
|
| R1 |
0.7813 |
0.7813 |
0.7788 |
0.7797 |
| PP |
0.7780 |
0.7780 |
0.7780 |
0.7772 |
| S1 |
0.7750 |
0.7750 |
0.7776 |
0.7734 |
| S2 |
0.7717 |
0.7717 |
0.7770 |
|
| S3 |
0.7654 |
0.7687 |
0.7765 |
|
| S4 |
0.7591 |
0.7624 |
0.7747 |
|
|
| 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 |
0.7811 |
0.7600 |
0.0211 |
2.7% |
0.0088 |
1.1% |
86% |
True |
False |
91,618 |
| 10 |
0.7811 |
0.7470 |
0.0341 |
4.4% |
0.0096 |
1.2% |
91% |
True |
False |
92,499 |
| 20 |
0.7811 |
0.7450 |
0.0361 |
4.6% |
0.0097 |
1.2% |
92% |
True |
False |
89,551 |
| 40 |
0.7811 |
0.7077 |
0.0734 |
9.4% |
0.0096 |
1.2% |
96% |
True |
False |
66,981 |
| 60 |
0.7811 |
0.6880 |
0.0931 |
12.0% |
0.0094 |
1.2% |
97% |
True |
False |
44,800 |
| 80 |
0.7811 |
0.6787 |
0.1024 |
13.2% |
0.0091 |
1.2% |
97% |
True |
False |
33,656 |
| 100 |
0.7811 |
0.6787 |
0.1024 |
13.2% |
0.0079 |
1.0% |
97% |
True |
False |
26,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.7976 |
|
1.618 |
0.7913 |
|
1.000 |
0.7874 |
|
0.618 |
0.7850 |
|
HIGH |
0.7811 |
|
0.618 |
0.7787 |
|
0.500 |
0.7780 |
|
0.382 |
0.7772 |
|
LOW |
0.7748 |
|
0.618 |
0.7709 |
|
1.000 |
0.7685 |
|
1.618 |
0.7646 |
|
2.618 |
0.7583 |
|
4.250 |
0.7480 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7781 |
0.7759 |
| PP |
0.7780 |
0.7735 |
| S1 |
0.7780 |
0.7712 |
|