CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7177 |
0.7228 |
0.0051 |
0.7% |
0.7221 |
| High |
0.7264 |
0.7296 |
0.0032 |
0.4% |
0.7254 |
| Low |
0.7145 |
0.7224 |
0.0079 |
1.1% |
0.7140 |
| Close |
0.7213 |
0.7252 |
0.0039 |
0.5% |
0.7195 |
| Range |
0.0119 |
0.0072 |
-0.0047 |
-39.5% |
0.0114 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
| Volume |
150,468 |
119,738 |
-30,730 |
-20.4% |
461,933 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7435 |
0.7292 |
|
| R3 |
0.7401 |
0.7363 |
0.7272 |
|
| R2 |
0.7329 |
0.7329 |
0.7265 |
|
| R1 |
0.7291 |
0.7291 |
0.7259 |
0.7310 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7267 |
| S1 |
0.7219 |
0.7219 |
0.7245 |
0.7238 |
| S2 |
0.7185 |
0.7185 |
0.7239 |
|
| S3 |
0.7113 |
0.7147 |
0.7232 |
|
| S4 |
0.7041 |
0.7075 |
0.7212 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7481 |
0.7258 |
|
| R3 |
0.7424 |
0.7367 |
0.7226 |
|
| R2 |
0.7310 |
0.7310 |
0.7216 |
|
| R1 |
0.7253 |
0.7253 |
0.7205 |
0.7225 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7182 |
| S1 |
0.7139 |
0.7139 |
0.7185 |
0.7111 |
| S2 |
0.7082 |
0.7082 |
0.7174 |
|
| S3 |
0.6968 |
0.7025 |
0.7164 |
|
| S4 |
0.6854 |
0.6911 |
0.7132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7296 |
0.7145 |
0.0151 |
2.1% |
0.0077 |
1.1% |
71% |
True |
False |
109,947 |
| 10 |
0.7319 |
0.7140 |
0.0179 |
2.5% |
0.0074 |
1.0% |
63% |
False |
False |
104,686 |
| 20 |
0.7506 |
0.7140 |
0.0366 |
5.0% |
0.0076 |
1.0% |
31% |
False |
False |
101,276 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.3% |
0.0089 |
1.2% |
17% |
False |
False |
99,968 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.3% |
0.0092 |
1.3% |
17% |
False |
False |
93,897 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.2% |
0.0091 |
1.3% |
36% |
False |
False |
70,850 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0092 |
1.3% |
45% |
False |
False |
56,741 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.2% |
0.0086 |
1.2% |
45% |
False |
False |
47,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7484 |
|
1.618 |
0.7412 |
|
1.000 |
0.7368 |
|
0.618 |
0.7340 |
|
HIGH |
0.7296 |
|
0.618 |
0.7268 |
|
0.500 |
0.7260 |
|
0.382 |
0.7252 |
|
LOW |
0.7224 |
|
0.618 |
0.7180 |
|
1.000 |
0.7152 |
|
1.618 |
0.7108 |
|
2.618 |
0.7036 |
|
4.250 |
0.6918 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7242 |
| PP |
0.7257 |
0.7231 |
| S1 |
0.7255 |
0.7221 |
|