CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7339 |
0.0000 |
0.0% |
0.7155 |
| High |
0.7353 |
0.7436 |
0.0083 |
1.1% |
0.7341 |
| Low |
0.7290 |
0.7334 |
0.0044 |
0.6% |
0.7122 |
| Close |
0.7350 |
0.7427 |
0.0077 |
1.0% |
0.7338 |
| Range |
0.0063 |
0.0102 |
0.0039 |
61.9% |
0.0219 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
14,221 |
17,948 |
3,727 |
26.2% |
19,943 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7668 |
0.7483 |
|
| R3 |
0.7603 |
0.7566 |
0.7455 |
|
| R2 |
0.7501 |
0.7501 |
0.7446 |
|
| R1 |
0.7464 |
0.7464 |
0.7436 |
0.7483 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7408 |
| S1 |
0.7362 |
0.7362 |
0.7418 |
0.7381 |
| S2 |
0.7297 |
0.7297 |
0.7408 |
|
| S3 |
0.7195 |
0.7260 |
0.7399 |
|
| S4 |
0.7093 |
0.7158 |
0.7371 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7850 |
0.7458 |
|
| R3 |
0.7705 |
0.7631 |
0.7398 |
|
| R2 |
0.7486 |
0.7486 |
0.7378 |
|
| R1 |
0.7412 |
0.7412 |
0.7358 |
0.7449 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7286 |
| S1 |
0.7193 |
0.7193 |
0.7318 |
0.7230 |
| S2 |
0.7048 |
0.7048 |
0.7298 |
|
| S3 |
0.6829 |
0.6974 |
0.7278 |
|
| S4 |
0.6610 |
0.6755 |
0.7218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7436 |
0.7175 |
0.0261 |
3.5% |
0.0090 |
1.2% |
97% |
True |
False |
9,434 |
| 10 |
0.7436 |
0.7115 |
0.0321 |
4.3% |
0.0082 |
1.1% |
97% |
True |
False |
5,520 |
| 20 |
0.7436 |
0.7115 |
0.0321 |
4.3% |
0.0073 |
1.0% |
97% |
True |
False |
3,000 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0080 |
1.1% |
47% |
False |
False |
1,627 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0078 |
1.1% |
47% |
False |
False |
1,102 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0066 |
0.9% |
53% |
False |
False |
827 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0054 |
0.7% |
65% |
False |
False |
662 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0045 |
0.6% |
65% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7870 |
|
2.618 |
0.7703 |
|
1.618 |
0.7601 |
|
1.000 |
0.7538 |
|
0.618 |
0.7499 |
|
HIGH |
0.7436 |
|
0.618 |
0.7397 |
|
0.500 |
0.7385 |
|
0.382 |
0.7373 |
|
LOW |
0.7334 |
|
0.618 |
0.7271 |
|
1.000 |
0.7232 |
|
1.618 |
0.7169 |
|
2.618 |
0.7067 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7390 |
| PP |
0.7399 |
0.7352 |
| S1 |
0.7385 |
0.7315 |
|