CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7425 |
0.7425 |
0.0000 |
0.0% |
0.7169 |
High |
0.7429 |
0.7425 |
-0.0004 |
-0.1% |
0.7317 |
Low |
0.7420 |
0.7378 |
-0.0042 |
-0.6% |
0.7160 |
Close |
0.7427 |
0.7397 |
-0.0030 |
-0.4% |
0.7317 |
Range |
0.0009 |
0.0047 |
0.0038 |
422.2% |
0.0157 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.6% |
0.0000 |
Volume |
132 |
36 |
-96 |
-72.7% |
10 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7516 |
0.7423 |
|
R3 |
0.7494 |
0.7469 |
0.7410 |
|
R2 |
0.7447 |
0.7447 |
0.7406 |
|
R1 |
0.7422 |
0.7422 |
0.7401 |
0.7411 |
PP |
0.7400 |
0.7400 |
0.7400 |
0.7395 |
S1 |
0.7375 |
0.7375 |
0.7393 |
0.7364 |
S2 |
0.7353 |
0.7353 |
0.7388 |
|
S3 |
0.7306 |
0.7328 |
0.7384 |
|
S4 |
0.7259 |
0.7281 |
0.7371 |
|
|
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 |
0.7260 |
0.0169 |
2.3% |
0.0037 |
0.5% |
81% |
False |
False |
58 |
10 |
0.7429 |
0.7151 |
0.0278 |
3.8% |
0.0024 |
0.3% |
88% |
False |
False |
30 |
20 |
0.7429 |
0.7121 |
0.0308 |
4.2% |
0.0016 |
0.2% |
90% |
False |
False |
21 |
40 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0013 |
0.2% |
45% |
False |
False |
11 |
60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0013 |
0.2% |
45% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7548 |
1.618 |
0.7501 |
1.000 |
0.7472 |
0.618 |
0.7454 |
HIGH |
0.7425 |
0.618 |
0.7407 |
0.500 |
0.7402 |
0.382 |
0.7396 |
LOW |
0.7378 |
0.618 |
0.7349 |
1.000 |
0.7331 |
1.618 |
0.7302 |
2.618 |
0.7255 |
4.250 |
0.7178 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7402 |
0.7394 |
PP |
0.7400 |
0.7391 |
S1 |
0.7399 |
0.7388 |
|