CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7346 |
0.7425 |
0.0079 |
1.1% |
0.7169 |
High |
0.7405 |
0.7429 |
0.0024 |
0.3% |
0.7317 |
Low |
0.7346 |
0.7420 |
0.0074 |
1.0% |
0.7160 |
Close |
0.7405 |
0.7427 |
0.0022 |
0.3% |
0.7317 |
Range |
0.0059 |
0.0009 |
-0.0050 |
-84.7% |
0.0157 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
117 |
132 |
15 |
12.8% |
10 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7452 |
0.7449 |
0.7432 |
|
R3 |
0.7443 |
0.7440 |
0.7429 |
|
R2 |
0.7434 |
0.7434 |
0.7429 |
|
R1 |
0.7431 |
0.7431 |
0.7428 |
0.7433 |
PP |
0.7425 |
0.7425 |
0.7425 |
0.7426 |
S1 |
0.7422 |
0.7422 |
0.7426 |
0.7424 |
S2 |
0.7416 |
0.7416 |
0.7425 |
|
S3 |
0.7407 |
0.7413 |
0.7425 |
|
S4 |
0.7398 |
0.7404 |
0.7422 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7736 |
0.7683 |
0.7403 |
|
R3 |
0.7579 |
0.7526 |
0.7360 |
|
R2 |
0.7422 |
0.7422 |
0.7346 |
|
R1 |
0.7369 |
0.7369 |
0.7331 |
0.7396 |
PP |
0.7265 |
0.7265 |
0.7265 |
0.7278 |
S1 |
0.7212 |
0.7212 |
0.7303 |
0.7239 |
S2 |
0.7108 |
0.7108 |
0.7288 |
|
S3 |
0.6951 |
0.7055 |
0.7274 |
|
S4 |
0.6794 |
0.6898 |
0.7231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7429 |
0.7160 |
0.0269 |
3.6% |
0.0033 |
0.4% |
99% |
True |
False |
52 |
10 |
0.7429 |
0.7149 |
0.0280 |
3.8% |
0.0019 |
0.3% |
99% |
True |
False |
26 |
20 |
0.7429 |
0.7121 |
0.0308 |
4.1% |
0.0014 |
0.2% |
99% |
True |
False |
20 |
40 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0012 |
0.2% |
50% |
False |
False |
10 |
60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0012 |
0.2% |
50% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7467 |
2.618 |
0.7453 |
1.618 |
0.7444 |
1.000 |
0.7438 |
0.618 |
0.7435 |
HIGH |
0.7429 |
0.618 |
0.7426 |
0.500 |
0.7425 |
0.382 |
0.7423 |
LOW |
0.7420 |
0.618 |
0.7414 |
1.000 |
0.7411 |
1.618 |
0.7405 |
2.618 |
0.7396 |
4.250 |
0.7382 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7426 |
0.7411 |
PP |
0.7425 |
0.7395 |
S1 |
0.7425 |
0.7379 |
|