CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7317 |
0.0034 |
0.5% |
0.7354 |
| High |
0.7359 |
0.7319 |
-0.0040 |
-0.5% |
0.7395 |
| Low |
0.7274 |
0.7214 |
-0.0060 |
-0.8% |
0.7246 |
| Close |
0.7315 |
0.7229 |
-0.0086 |
-1.2% |
0.7264 |
| Range |
0.0085 |
0.0105 |
0.0020 |
23.5% |
0.0149 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
103,962 |
128,243 |
24,281 |
23.4% |
476,778 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7504 |
0.7287 |
|
| R3 |
0.7464 |
0.7399 |
0.7258 |
|
| R2 |
0.7359 |
0.7359 |
0.7248 |
|
| R1 |
0.7294 |
0.7294 |
0.7239 |
0.7274 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7244 |
| S1 |
0.7189 |
0.7189 |
0.7219 |
0.7169 |
| S2 |
0.7149 |
0.7149 |
0.7210 |
|
| S3 |
0.7044 |
0.7084 |
0.7200 |
|
| S4 |
0.6939 |
0.6979 |
0.7171 |
|
|
| 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 |
0.7369 |
0.7214 |
0.0155 |
2.1% |
0.0078 |
1.1% |
10% |
False |
True |
100,677 |
| 10 |
0.7503 |
0.7214 |
0.0289 |
4.0% |
0.0081 |
1.1% |
5% |
False |
True |
99,382 |
| 20 |
0.7818 |
0.7214 |
0.0604 |
8.4% |
0.0093 |
1.3% |
2% |
False |
True |
103,225 |
| 40 |
0.7818 |
0.7214 |
0.0604 |
8.4% |
0.0095 |
1.3% |
2% |
False |
True |
96,388 |
| 60 |
0.7818 |
0.7077 |
0.0741 |
10.3% |
0.0095 |
1.3% |
21% |
False |
False |
79,063 |
| 80 |
0.7818 |
0.6880 |
0.0938 |
13.0% |
0.0094 |
1.3% |
37% |
False |
False |
59,406 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0091 |
1.3% |
43% |
False |
False |
47,570 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0082 |
1.1% |
43% |
False |
False |
39,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7765 |
|
2.618 |
0.7594 |
|
1.618 |
0.7489 |
|
1.000 |
0.7424 |
|
0.618 |
0.7384 |
|
HIGH |
0.7319 |
|
0.618 |
0.7279 |
|
0.500 |
0.7267 |
|
0.382 |
0.7254 |
|
LOW |
0.7214 |
|
0.618 |
0.7149 |
|
1.000 |
0.7109 |
|
1.618 |
0.7044 |
|
2.618 |
0.6939 |
|
4.250 |
0.6768 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7267 |
0.7287 |
| PP |
0.7254 |
0.7267 |
| S1 |
0.7242 |
0.7248 |
|