CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7406 |
-0.0048 |
-0.6% |
0.7339 |
| High |
0.7478 |
0.7411 |
-0.0067 |
-0.9% |
0.7478 |
| Low |
0.7393 |
0.7344 |
-0.0049 |
-0.7% |
0.7290 |
| Close |
0.7418 |
0.7351 |
-0.0067 |
-0.9% |
0.7351 |
| Range |
0.0085 |
0.0067 |
-0.0018 |
-21.2% |
0.0188 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
52,665 |
96,638 |
43,973 |
83.5% |
224,251 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7527 |
0.7388 |
|
| R3 |
0.7503 |
0.7460 |
0.7369 |
|
| R2 |
0.7436 |
0.7436 |
0.7363 |
|
| R1 |
0.7393 |
0.7393 |
0.7357 |
0.7381 |
| PP |
0.7369 |
0.7369 |
0.7369 |
0.7363 |
| S1 |
0.7326 |
0.7326 |
0.7345 |
0.7314 |
| S2 |
0.7302 |
0.7302 |
0.7339 |
|
| S3 |
0.7235 |
0.7259 |
0.7333 |
|
| S4 |
0.7168 |
0.7192 |
0.7314 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7832 |
0.7454 |
|
| R3 |
0.7749 |
0.7644 |
0.7403 |
|
| R2 |
0.7561 |
0.7561 |
0.7385 |
|
| R1 |
0.7456 |
0.7456 |
0.7368 |
0.7509 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7399 |
| S1 |
0.7268 |
0.7268 |
0.7334 |
0.7321 |
| S2 |
0.7185 |
0.7185 |
0.7317 |
|
| S3 |
0.6997 |
0.7080 |
0.7299 |
|
| S4 |
0.6809 |
0.6892 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7478 |
0.7290 |
0.0188 |
2.6% |
0.0074 |
1.0% |
32% |
False |
False |
44,850 |
| 10 |
0.7478 |
0.7122 |
0.0356 |
4.8% |
0.0083 |
1.1% |
64% |
False |
False |
24,447 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0073 |
1.0% |
65% |
False |
False |
12,563 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
36% |
False |
False |
6,420 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
36% |
False |
False |
4,301 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0068 |
0.9% |
43% |
False |
False |
3,228 |
| 100 |
0.7777 |
0.6828 |
0.0949 |
12.9% |
0.0055 |
0.8% |
55% |
False |
False |
2,583 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0047 |
0.6% |
57% |
False |
False |
2,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7696 |
|
2.618 |
0.7586 |
|
1.618 |
0.7519 |
|
1.000 |
0.7478 |
|
0.618 |
0.7452 |
|
HIGH |
0.7411 |
|
0.618 |
0.7385 |
|
0.500 |
0.7378 |
|
0.382 |
0.7370 |
|
LOW |
0.7344 |
|
0.618 |
0.7303 |
|
1.000 |
0.7277 |
|
1.618 |
0.7236 |
|
2.618 |
0.7169 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7411 |
| PP |
0.7369 |
0.7391 |
| S1 |
0.7360 |
0.7371 |
|