CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7217 |
0.7180 |
-0.0037 |
-0.5% |
0.7246 |
| High |
0.7224 |
0.7214 |
-0.0010 |
-0.1% |
0.7359 |
| Low |
0.7140 |
0.7168 |
0.0028 |
0.4% |
0.7169 |
| Close |
0.7175 |
0.7192 |
0.0017 |
0.2% |
0.7214 |
| Range |
0.0084 |
0.0046 |
-0.0038 |
-45.2% |
0.0190 |
| ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
107,635 |
91,448 |
-16,187 |
-15.0% |
488,801 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7329 |
0.7307 |
0.7217 |
|
| R3 |
0.7283 |
0.7261 |
0.7205 |
|
| R2 |
0.7237 |
0.7237 |
0.7200 |
|
| R1 |
0.7215 |
0.7215 |
0.7196 |
0.7226 |
| PP |
0.7191 |
0.7191 |
0.7191 |
0.7197 |
| S1 |
0.7169 |
0.7169 |
0.7188 |
0.7180 |
| S2 |
0.7145 |
0.7145 |
0.7184 |
|
| S3 |
0.7099 |
0.7123 |
0.7179 |
|
| S4 |
0.7053 |
0.7077 |
0.7167 |
|
|
| 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 |
0.7254 |
0.7140 |
0.0114 |
1.6% |
0.0060 |
0.8% |
46% |
False |
False |
92,067 |
| 10 |
0.7369 |
0.7140 |
0.0229 |
3.2% |
0.0069 |
1.0% |
23% |
False |
False |
96,372 |
| 20 |
0.7708 |
0.7140 |
0.0568 |
7.9% |
0.0083 |
1.2% |
9% |
False |
False |
100,418 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0090 |
1.3% |
8% |
False |
False |
98,149 |
| 60 |
0.7818 |
0.7134 |
0.0684 |
9.5% |
0.0093 |
1.3% |
8% |
False |
False |
86,629 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.3% |
0.0093 |
1.3% |
29% |
False |
False |
65,142 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0093 |
1.3% |
39% |
False |
False |
52,168 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0084 |
1.2% |
39% |
False |
False |
43,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7410 |
|
2.618 |
0.7334 |
|
1.618 |
0.7288 |
|
1.000 |
0.7260 |
|
0.618 |
0.7242 |
|
HIGH |
0.7214 |
|
0.618 |
0.7196 |
|
0.500 |
0.7191 |
|
0.382 |
0.7186 |
|
LOW |
0.7168 |
|
0.618 |
0.7140 |
|
1.000 |
0.7122 |
|
1.618 |
0.7094 |
|
2.618 |
0.7048 |
|
4.250 |
0.6973 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7192 |
0.7197 |
| PP |
0.7191 |
0.7195 |
| S1 |
0.7191 |
0.7194 |
|