CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7250 |
0.7226 |
-0.0024 |
-0.3% |
0.7177 |
| High |
0.7268 |
0.7367 |
0.0099 |
1.4% |
0.7367 |
| Low |
0.7198 |
0.7216 |
0.0018 |
0.3% |
0.7145 |
| Close |
0.7220 |
0.7363 |
0.0143 |
2.0% |
0.7363 |
| Range |
0.0070 |
0.0151 |
0.0081 |
115.7% |
0.0222 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
6.0% |
0.0000 |
| Volume |
90,239 |
149,239 |
59,000 |
65.4% |
509,684 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7717 |
0.7446 |
|
| R3 |
0.7617 |
0.7566 |
0.7405 |
|
| R2 |
0.7466 |
0.7466 |
0.7391 |
|
| R1 |
0.7415 |
0.7415 |
0.7377 |
0.7441 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7328 |
| S1 |
0.7264 |
0.7264 |
0.7349 |
0.7290 |
| S2 |
0.7164 |
0.7164 |
0.7335 |
|
| S3 |
0.7013 |
0.7113 |
0.7321 |
|
| S4 |
0.6862 |
0.6962 |
0.7280 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7882 |
0.7485 |
|
| R3 |
0.7736 |
0.7660 |
0.7424 |
|
| R2 |
0.7514 |
0.7514 |
0.7404 |
|
| R1 |
0.7438 |
0.7438 |
0.7383 |
0.7476 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7311 |
| S1 |
0.7216 |
0.7216 |
0.7343 |
0.7254 |
| S2 |
0.7070 |
0.7070 |
0.7322 |
|
| S3 |
0.6848 |
0.6994 |
0.7302 |
|
| S4 |
0.6626 |
0.6772 |
0.7241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7367 |
0.7145 |
0.0222 |
3.0% |
0.0095 |
1.3% |
98% |
True |
False |
119,842 |
| 10 |
0.7367 |
0.7140 |
0.0227 |
3.1% |
0.0079 |
1.1% |
98% |
True |
False |
104,210 |
| 20 |
0.7468 |
0.7140 |
0.0328 |
4.5% |
0.0080 |
1.1% |
68% |
False |
False |
103,106 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0088 |
1.2% |
33% |
False |
False |
100,866 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0093 |
1.3% |
33% |
False |
False |
96,385 |
| 80 |
0.7818 |
0.6959 |
0.0859 |
11.7% |
0.0092 |
1.2% |
47% |
False |
False |
73,834 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0092 |
1.3% |
56% |
False |
False |
59,132 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0087 |
1.2% |
56% |
False |
False |
49,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7762 |
|
1.618 |
0.7611 |
|
1.000 |
0.7518 |
|
0.618 |
0.7460 |
|
HIGH |
0.7367 |
|
0.618 |
0.7309 |
|
0.500 |
0.7292 |
|
0.382 |
0.7274 |
|
LOW |
0.7216 |
|
0.618 |
0.7123 |
|
1.000 |
0.7065 |
|
1.618 |
0.6972 |
|
2.618 |
0.6821 |
|
4.250 |
0.6574 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7336 |
| PP |
0.7315 |
0.7309 |
| S1 |
0.7292 |
0.7283 |
|