CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7613 |
0.0034 |
0.4% |
0.7692 |
| High |
0.7645 |
0.7655 |
0.0010 |
0.1% |
0.7750 |
| Low |
0.7564 |
0.7574 |
0.0010 |
0.1% |
0.7533 |
| Close |
0.7622 |
0.7587 |
-0.0035 |
-0.5% |
0.7587 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0217 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105,652 |
91,838 |
-13,814 |
-13.1% |
492,899 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7848 |
0.7799 |
0.7632 |
|
| R3 |
0.7767 |
0.7718 |
0.7609 |
|
| R2 |
0.7686 |
0.7686 |
0.7602 |
|
| R1 |
0.7637 |
0.7637 |
0.7594 |
0.7621 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7598 |
| S1 |
0.7556 |
0.7556 |
0.7580 |
0.7540 |
| S2 |
0.7524 |
0.7524 |
0.7572 |
|
| S3 |
0.7443 |
0.7475 |
0.7565 |
|
| S4 |
0.7362 |
0.7394 |
0.7542 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8148 |
0.7706 |
|
| R3 |
0.8057 |
0.7931 |
0.7647 |
|
| R2 |
0.7840 |
0.7840 |
0.7627 |
|
| R1 |
0.7714 |
0.7714 |
0.7607 |
0.7669 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7601 |
| S1 |
0.7497 |
0.7497 |
0.7567 |
0.7452 |
| S2 |
0.7406 |
0.7406 |
0.7547 |
|
| S3 |
0.7189 |
0.7280 |
0.7527 |
|
| S4 |
0.6972 |
0.7063 |
0.7468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7750 |
0.7533 |
0.0217 |
2.9% |
0.0097 |
1.3% |
25% |
False |
False |
98,579 |
| 10 |
0.7818 |
0.7533 |
0.0285 |
3.8% |
0.0094 |
1.2% |
19% |
False |
False |
99,266 |
| 20 |
0.7818 |
0.7470 |
0.0348 |
4.6% |
0.0096 |
1.3% |
34% |
False |
False |
95,371 |
| 40 |
0.7818 |
0.7310 |
0.0508 |
6.7% |
0.0097 |
1.3% |
55% |
False |
False |
84,526 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.6% |
0.0095 |
1.2% |
74% |
False |
False |
56,660 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.6% |
0.0095 |
1.2% |
78% |
False |
False |
42,565 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.6% |
0.0085 |
1.1% |
78% |
False |
False |
34,071 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.6% |
0.0072 |
1.0% |
78% |
False |
False |
28,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7999 |
|
2.618 |
0.7867 |
|
1.618 |
0.7786 |
|
1.000 |
0.7736 |
|
0.618 |
0.7705 |
|
HIGH |
0.7655 |
|
0.618 |
0.7624 |
|
0.500 |
0.7615 |
|
0.382 |
0.7605 |
|
LOW |
0.7574 |
|
0.618 |
0.7524 |
|
1.000 |
0.7493 |
|
1.618 |
0.7443 |
|
2.618 |
0.7362 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7642 |
| PP |
0.7605 |
0.7623 |
| S1 |
0.7596 |
0.7605 |
|