CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7217 |
0.7218 |
0.0001 |
0.0% |
0.7246 |
| High |
0.7236 |
0.7243 |
0.0007 |
0.1% |
0.7359 |
| Low |
0.7169 |
0.7205 |
0.0036 |
0.5% |
0.7169 |
| Close |
0.7215 |
0.7214 |
-0.0001 |
0.0% |
0.7214 |
| Range |
0.0067 |
0.0038 |
-0.0029 |
-43.3% |
0.0190 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
116,003 |
70,484 |
-45,519 |
-39.2% |
488,801 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7335 |
0.7312 |
0.7235 |
|
| R3 |
0.7297 |
0.7274 |
0.7224 |
|
| R2 |
0.7259 |
0.7259 |
0.7221 |
|
| R1 |
0.7236 |
0.7236 |
0.7217 |
0.7229 |
| PP |
0.7221 |
0.7221 |
0.7221 |
0.7217 |
| S1 |
0.7198 |
0.7198 |
0.7211 |
0.7191 |
| S2 |
0.7183 |
0.7183 |
0.7207 |
|
| S3 |
0.7145 |
0.7160 |
0.7204 |
|
| S4 |
0.7107 |
0.7122 |
0.7193 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7706 |
0.7319 |
|
| R3 |
0.7627 |
0.7516 |
0.7266 |
|
| R2 |
0.7437 |
0.7437 |
0.7249 |
|
| R1 |
0.7326 |
0.7326 |
0.7231 |
0.7287 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7228 |
| S1 |
0.7136 |
0.7136 |
0.7197 |
0.7097 |
| S2 |
0.7057 |
0.7057 |
0.7179 |
|
| S3 |
0.6867 |
0.6946 |
0.7162 |
|
| S4 |
0.6677 |
0.6756 |
0.7110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7359 |
0.7169 |
0.0190 |
2.6% |
0.0071 |
1.0% |
24% |
False |
False |
97,760 |
| 10 |
0.7395 |
0.7169 |
0.0226 |
3.1% |
0.0072 |
1.0% |
20% |
False |
False |
96,557 |
| 20 |
0.7750 |
0.7169 |
0.0581 |
8.1% |
0.0089 |
1.2% |
8% |
False |
False |
101,496 |
| 40 |
0.7818 |
0.7169 |
0.0649 |
9.0% |
0.0093 |
1.3% |
7% |
False |
False |
97,131 |
| 60 |
0.7818 |
0.7077 |
0.0741 |
10.3% |
0.0094 |
1.3% |
18% |
False |
False |
82,138 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.2% |
0.0094 |
1.3% |
32% |
False |
False |
61,732 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0092 |
1.3% |
41% |
False |
False |
49,431 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0082 |
1.1% |
41% |
False |
False |
41,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7405 |
|
2.618 |
0.7342 |
|
1.618 |
0.7304 |
|
1.000 |
0.7281 |
|
0.618 |
0.7266 |
|
HIGH |
0.7243 |
|
0.618 |
0.7228 |
|
0.500 |
0.7224 |
|
0.382 |
0.7220 |
|
LOW |
0.7205 |
|
0.618 |
0.7182 |
|
1.000 |
0.7167 |
|
1.618 |
0.7144 |
|
2.618 |
0.7106 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7244 |
| PP |
0.7221 |
0.7234 |
| S1 |
0.7217 |
0.7224 |
|