CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7593 |
-0.0020 |
-0.3% |
0.7692 |
| High |
0.7655 |
0.7659 |
0.0004 |
0.1% |
0.7750 |
| Low |
0.7574 |
0.7581 |
0.0007 |
0.1% |
0.7533 |
| Close |
0.7587 |
0.7642 |
0.0055 |
0.7% |
0.7587 |
| Range |
0.0081 |
0.0078 |
-0.0003 |
-3.7% |
0.0217 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
91,838 |
71,844 |
-19,994 |
-21.8% |
492,899 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7830 |
0.7685 |
|
| R3 |
0.7783 |
0.7752 |
0.7663 |
|
| R2 |
0.7705 |
0.7705 |
0.7656 |
|
| R1 |
0.7674 |
0.7674 |
0.7649 |
0.7690 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7635 |
| S1 |
0.7596 |
0.7596 |
0.7635 |
0.7612 |
| S2 |
0.7549 |
0.7549 |
0.7628 |
|
| S3 |
0.7471 |
0.7518 |
0.7621 |
|
| S4 |
0.7393 |
0.7440 |
0.7599 |
|
|
| 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 |
2.8% |
0.0105 |
1.4% |
50% |
False |
False |
101,036 |
| 10 |
0.7818 |
0.7533 |
0.0285 |
3.7% |
0.0089 |
1.2% |
38% |
False |
False |
96,789 |
| 20 |
0.7818 |
0.7470 |
0.0348 |
4.6% |
0.0096 |
1.3% |
49% |
False |
False |
95,754 |
| 40 |
0.7818 |
0.7360 |
0.0458 |
6.0% |
0.0096 |
1.3% |
62% |
False |
False |
86,181 |
| 60 |
0.7818 |
0.6936 |
0.0882 |
11.5% |
0.0095 |
1.2% |
80% |
False |
False |
57,851 |
| 80 |
0.7818 |
0.6787 |
0.1031 |
13.5% |
0.0094 |
1.2% |
83% |
False |
False |
43,462 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.5% |
0.0086 |
1.1% |
83% |
False |
False |
34,789 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.5% |
0.0073 |
1.0% |
83% |
False |
False |
28,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7863 |
|
1.618 |
0.7785 |
|
1.000 |
0.7737 |
|
0.618 |
0.7707 |
|
HIGH |
0.7659 |
|
0.618 |
0.7629 |
|
0.500 |
0.7620 |
|
0.382 |
0.7611 |
|
LOW |
0.7581 |
|
0.618 |
0.7533 |
|
1.000 |
0.7503 |
|
1.618 |
0.7455 |
|
2.618 |
0.7377 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7635 |
0.7632 |
| PP |
0.7627 |
0.7622 |
| S1 |
0.7620 |
0.7612 |
|