CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7720 |
-0.0055 |
-0.7% |
0.7648 |
| High |
0.7818 |
0.7757 |
-0.0061 |
-0.8% |
0.7818 |
| Low |
0.7716 |
0.7677 |
-0.0039 |
-0.5% |
0.7612 |
| Close |
0.7727 |
0.7692 |
-0.0035 |
-0.5% |
0.7692 |
| Range |
0.0102 |
0.0080 |
-0.0022 |
-21.6% |
0.0206 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
118,725 |
102,354 |
-16,371 |
-13.8% |
499,766 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7900 |
0.7736 |
|
| R3 |
0.7869 |
0.7820 |
0.7714 |
|
| R2 |
0.7789 |
0.7789 |
0.7707 |
|
| R1 |
0.7740 |
0.7740 |
0.7699 |
0.7725 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7701 |
| S1 |
0.7660 |
0.7660 |
0.7685 |
0.7645 |
| S2 |
0.7629 |
0.7629 |
0.7677 |
|
| S3 |
0.7549 |
0.7580 |
0.7670 |
|
| S4 |
0.7469 |
0.7500 |
0.7648 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8215 |
0.7805 |
|
| R3 |
0.8119 |
0.8009 |
0.7749 |
|
| R2 |
0.7913 |
0.7913 |
0.7730 |
|
| R1 |
0.7803 |
0.7803 |
0.7711 |
0.7858 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7735 |
| S1 |
0.7597 |
0.7597 |
0.7673 |
0.7652 |
| S2 |
0.7501 |
0.7501 |
0.7654 |
|
| S3 |
0.7295 |
0.7391 |
0.7635 |
|
| S4 |
0.7089 |
0.7185 |
0.7579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7612 |
0.0206 |
2.7% |
0.0091 |
1.2% |
39% |
False |
False |
99,953 |
| 10 |
0.7818 |
0.7507 |
0.0311 |
4.0% |
0.0091 |
1.2% |
59% |
False |
False |
95,281 |
| 20 |
0.7818 |
0.7466 |
0.0352 |
4.6% |
0.0096 |
1.3% |
64% |
False |
False |
92,767 |
| 40 |
0.7818 |
0.7077 |
0.0741 |
9.6% |
0.0097 |
1.3% |
83% |
False |
False |
72,460 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.5% |
0.0095 |
1.2% |
86% |
False |
False |
48,478 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0092 |
1.2% |
88% |
False |
False |
36,415 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.4% |
0.0081 |
1.1% |
88% |
False |
False |
29,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.7966 |
|
1.618 |
0.7886 |
|
1.000 |
0.7837 |
|
0.618 |
0.7806 |
|
HIGH |
0.7757 |
|
0.618 |
0.7726 |
|
0.500 |
0.7717 |
|
0.382 |
0.7708 |
|
LOW |
0.7677 |
|
0.618 |
0.7628 |
|
1.000 |
0.7597 |
|
1.618 |
0.7548 |
|
2.618 |
0.7468 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7748 |
| PP |
0.7709 |
0.7729 |
| S1 |
0.7700 |
0.7711 |
|