CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7246 |
-0.0067 |
-0.9% |
0.7354 |
| High |
0.7316 |
0.7301 |
-0.0015 |
-0.2% |
0.7395 |
| Low |
0.7246 |
0.7241 |
-0.0005 |
-0.1% |
0.7246 |
| Close |
0.7264 |
0.7280 |
0.0016 |
0.2% |
0.7264 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.3% |
0.0149 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
102,931 |
70,109 |
-32,822 |
-31.9% |
476,778 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7427 |
0.7313 |
|
| R3 |
0.7394 |
0.7367 |
0.7297 |
|
| R2 |
0.7334 |
0.7334 |
0.7291 |
|
| R1 |
0.7307 |
0.7307 |
0.7286 |
0.7321 |
| PP |
0.7274 |
0.7274 |
0.7274 |
0.7281 |
| S1 |
0.7247 |
0.7247 |
0.7275 |
0.7261 |
| S2 |
0.7214 |
0.7214 |
0.7269 |
|
| S3 |
0.7154 |
0.7187 |
0.7264 |
|
| S4 |
0.7094 |
0.7127 |
0.7247 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7655 |
0.7346 |
|
| R3 |
0.7600 |
0.7506 |
0.7305 |
|
| R2 |
0.7451 |
0.7451 |
0.7291 |
|
| R1 |
0.7357 |
0.7357 |
0.7278 |
0.7330 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7288 |
| S1 |
0.7208 |
0.7208 |
0.7250 |
0.7181 |
| S2 |
0.7153 |
0.7153 |
0.7237 |
|
| S3 |
0.7004 |
0.7059 |
0.7223 |
|
| S4 |
0.6855 |
0.6910 |
0.7182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7395 |
0.7241 |
0.0154 |
2.1% |
0.0068 |
0.9% |
25% |
False |
True |
91,621 |
| 10 |
0.7708 |
0.7241 |
0.0467 |
6.4% |
0.0093 |
1.3% |
8% |
False |
True |
104,649 |
| 20 |
0.7818 |
0.7241 |
0.0577 |
7.9% |
0.0091 |
1.2% |
7% |
False |
True |
100,719 |
| 40 |
0.7818 |
0.7241 |
0.0577 |
7.9% |
0.0094 |
1.3% |
7% |
False |
True |
94,117 |
| 60 |
0.7818 |
0.7077 |
0.0741 |
10.2% |
0.0095 |
1.3% |
27% |
False |
False |
75,221 |
| 80 |
0.7818 |
0.6880 |
0.0938 |
12.9% |
0.0093 |
1.3% |
43% |
False |
False |
56,509 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0090 |
1.2% |
48% |
False |
False |
45,248 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0080 |
1.1% |
48% |
False |
False |
37,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7458 |
|
1.618 |
0.7398 |
|
1.000 |
0.7361 |
|
0.618 |
0.7338 |
|
HIGH |
0.7301 |
|
0.618 |
0.7278 |
|
0.500 |
0.7271 |
|
0.382 |
0.7264 |
|
LOW |
0.7241 |
|
0.618 |
0.7204 |
|
1.000 |
0.7181 |
|
1.618 |
0.7144 |
|
2.618 |
0.7084 |
|
4.250 |
0.6986 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7305 |
| PP |
0.7274 |
0.7297 |
| S1 |
0.7271 |
0.7288 |
|