CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7250 |
0.0022 |
0.3% |
0.7221 |
| High |
0.7296 |
0.7268 |
-0.0028 |
-0.4% |
0.7254 |
| Low |
0.7224 |
0.7198 |
-0.0026 |
-0.4% |
0.7140 |
| Close |
0.7252 |
0.7220 |
-0.0032 |
-0.4% |
0.7195 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0114 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
119,738 |
90,239 |
-29,499 |
-24.6% |
461,933 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7399 |
0.7259 |
|
| R3 |
0.7369 |
0.7329 |
0.7239 |
|
| R2 |
0.7299 |
0.7299 |
0.7233 |
|
| R1 |
0.7259 |
0.7259 |
0.7226 |
0.7244 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7221 |
| S1 |
0.7189 |
0.7189 |
0.7214 |
0.7174 |
| S2 |
0.7159 |
0.7159 |
0.7207 |
|
| S3 |
0.7089 |
0.7119 |
0.7201 |
|
| S4 |
0.7019 |
0.7049 |
0.7182 |
|
|
| 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% |
0.0081 |
1.1% |
50% |
False |
False |
109,706 |
| 10 |
0.7296 |
0.7140 |
0.0156 |
2.2% |
0.0071 |
1.0% |
51% |
False |
False |
100,886 |
| 20 |
0.7503 |
0.7140 |
0.0363 |
5.0% |
0.0076 |
1.0% |
22% |
False |
False |
100,134 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0088 |
1.2% |
12% |
False |
False |
99,959 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.4% |
0.0092 |
1.3% |
12% |
False |
False |
94,976 |
| 80 |
0.7818 |
0.6936 |
0.0882 |
12.2% |
0.0091 |
1.3% |
32% |
False |
False |
71,975 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0092 |
1.3% |
42% |
False |
False |
57,641 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.3% |
0.0086 |
1.2% |
42% |
False |
False |
48,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7451 |
|
1.618 |
0.7381 |
|
1.000 |
0.7338 |
|
0.618 |
0.7311 |
|
HIGH |
0.7268 |
|
0.618 |
0.7241 |
|
0.500 |
0.7233 |
|
0.382 |
0.7225 |
|
LOW |
0.7198 |
|
0.618 |
0.7155 |
|
1.000 |
0.7128 |
|
1.618 |
0.7085 |
|
2.618 |
0.7015 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7233 |
0.7221 |
| PP |
0.7229 |
0.7220 |
| S1 |
0.7224 |
0.7220 |
|