CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7361 |
-0.0003 |
0.0% |
0.7177 |
| High |
0.7379 |
0.7463 |
0.0084 |
1.1% |
0.7367 |
| Low |
0.7313 |
0.7358 |
0.0045 |
0.6% |
0.7145 |
| Close |
0.7376 |
0.7454 |
0.0078 |
1.1% |
0.7363 |
| Range |
0.0066 |
0.0105 |
0.0039 |
59.1% |
0.0222 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.6% |
0.0000 |
| Volume |
103,514 |
99,498 |
-4,016 |
-3.9% |
509,684 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7702 |
0.7512 |
|
| R3 |
0.7635 |
0.7597 |
0.7483 |
|
| R2 |
0.7530 |
0.7530 |
0.7473 |
|
| R1 |
0.7492 |
0.7492 |
0.7464 |
0.7511 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7435 |
| S1 |
0.7387 |
0.7387 |
0.7444 |
0.7406 |
| S2 |
0.7320 |
0.7320 |
0.7435 |
|
| S3 |
0.7215 |
0.7282 |
0.7425 |
|
| S4 |
0.7110 |
0.7177 |
0.7396 |
|
|
| 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 |
0.7463 |
0.7198 |
0.0265 |
3.6% |
0.0093 |
1.2% |
97% |
True |
False |
112,445 |
| 10 |
0.7463 |
0.7140 |
0.0323 |
4.3% |
0.0086 |
1.2% |
97% |
True |
False |
109,986 |
| 20 |
0.7463 |
0.7140 |
0.0323 |
4.3% |
0.0078 |
1.0% |
97% |
True |
False |
102,571 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0088 |
1.2% |
46% |
False |
False |
101,778 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0092 |
1.2% |
46% |
False |
False |
96,855 |
| 80 |
0.7818 |
0.7028 |
0.0790 |
10.6% |
0.0091 |
1.2% |
54% |
False |
False |
76,364 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0092 |
1.2% |
65% |
False |
False |
61,155 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0088 |
1.2% |
65% |
False |
False |
50,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7738 |
|
1.618 |
0.7633 |
|
1.000 |
0.7568 |
|
0.618 |
0.7528 |
|
HIGH |
0.7463 |
|
0.618 |
0.7423 |
|
0.500 |
0.7411 |
|
0.382 |
0.7398 |
|
LOW |
0.7358 |
|
0.618 |
0.7293 |
|
1.000 |
0.7253 |
|
1.618 |
0.7188 |
|
2.618 |
0.7083 |
|
4.250 |
0.6912 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7416 |
| PP |
0.7425 |
0.7378 |
| S1 |
0.7411 |
0.7340 |
|