CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7364 |
0.0138 |
1.9% |
0.7177 |
| High |
0.7367 |
0.7379 |
0.0012 |
0.2% |
0.7367 |
| Low |
0.7216 |
0.7313 |
0.0097 |
1.3% |
0.7145 |
| Close |
0.7363 |
0.7376 |
0.0013 |
0.2% |
0.7363 |
| Range |
0.0151 |
0.0066 |
-0.0085 |
-56.3% |
0.0222 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
149,239 |
103,514 |
-45,725 |
-30.6% |
509,684 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7531 |
0.7412 |
|
| R3 |
0.7488 |
0.7465 |
0.7394 |
|
| R2 |
0.7422 |
0.7422 |
0.7388 |
|
| R1 |
0.7399 |
0.7399 |
0.7382 |
0.7411 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7362 |
| S1 |
0.7333 |
0.7333 |
0.7370 |
0.7345 |
| S2 |
0.7290 |
0.7290 |
0.7364 |
|
| S3 |
0.7224 |
0.7267 |
0.7358 |
|
| S4 |
0.7158 |
0.7201 |
0.7340 |
|
|
| 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 |
0.7379 |
0.7145 |
0.0234 |
3.2% |
0.0096 |
1.3% |
99% |
True |
False |
122,639 |
| 10 |
0.7379 |
0.7140 |
0.0239 |
3.2% |
0.0082 |
1.1% |
99% |
True |
False |
107,513 |
| 20 |
0.7395 |
0.7140 |
0.0255 |
3.5% |
0.0077 |
1.0% |
93% |
False |
False |
102,035 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0088 |
1.2% |
35% |
False |
False |
101,446 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0092 |
1.3% |
35% |
False |
False |
96,980 |
| 80 |
0.7818 |
0.6959 |
0.0859 |
11.6% |
0.0092 |
1.2% |
49% |
False |
False |
75,124 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0092 |
1.3% |
57% |
False |
False |
60,165 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0088 |
1.2% |
57% |
False |
False |
50,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7660 |
|
2.618 |
0.7552 |
|
1.618 |
0.7486 |
|
1.000 |
0.7445 |
|
0.618 |
0.7420 |
|
HIGH |
0.7379 |
|
0.618 |
0.7354 |
|
0.500 |
0.7346 |
|
0.382 |
0.7338 |
|
LOW |
0.7313 |
|
0.618 |
0.7272 |
|
1.000 |
0.7247 |
|
1.618 |
0.7206 |
|
2.618 |
0.7140 |
|
4.250 |
0.7033 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7347 |
| PP |
0.7356 |
0.7318 |
| S1 |
0.7346 |
0.7289 |
|