CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7455 |
0.0094 |
1.3% |
0.7177 |
| High |
0.7463 |
0.7481 |
0.0018 |
0.2% |
0.7367 |
| Low |
0.7358 |
0.7429 |
0.0071 |
1.0% |
0.7145 |
| Close |
0.7454 |
0.7476 |
0.0022 |
0.3% |
0.7363 |
| Range |
0.0105 |
0.0052 |
-0.0053 |
-50.5% |
0.0222 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
99,498 |
104,025 |
4,527 |
4.5% |
509,684 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7618 |
0.7599 |
0.7505 |
|
| R3 |
0.7566 |
0.7547 |
0.7490 |
|
| R2 |
0.7514 |
0.7514 |
0.7486 |
|
| R1 |
0.7495 |
0.7495 |
0.7481 |
0.7505 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7467 |
| S1 |
0.7443 |
0.7443 |
0.7471 |
0.7453 |
| S2 |
0.7410 |
0.7410 |
0.7466 |
|
| S3 |
0.7358 |
0.7391 |
0.7462 |
|
| S4 |
0.7306 |
0.7339 |
0.7447 |
|
|
| 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 |
0.7481 |
0.7198 |
0.0283 |
3.8% |
0.0089 |
1.2% |
98% |
True |
False |
109,303 |
| 10 |
0.7481 |
0.7145 |
0.0336 |
4.5% |
0.0083 |
1.1% |
99% |
True |
False |
109,625 |
| 20 |
0.7481 |
0.7140 |
0.0341 |
4.6% |
0.0077 |
1.0% |
99% |
True |
False |
103,018 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0087 |
1.2% |
50% |
False |
False |
101,827 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0091 |
1.2% |
50% |
False |
False |
97,321 |
| 80 |
0.7818 |
0.7034 |
0.0784 |
10.5% |
0.0091 |
1.2% |
56% |
False |
False |
77,660 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0092 |
1.2% |
67% |
False |
False |
62,192 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0088 |
1.2% |
67% |
False |
False |
51,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7617 |
|
1.618 |
0.7565 |
|
1.000 |
0.7533 |
|
0.618 |
0.7513 |
|
HIGH |
0.7481 |
|
0.618 |
0.7461 |
|
0.500 |
0.7455 |
|
0.382 |
0.7449 |
|
LOW |
0.7429 |
|
0.618 |
0.7397 |
|
1.000 |
0.7377 |
|
1.618 |
0.7345 |
|
2.618 |
0.7293 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7450 |
| PP |
0.7462 |
0.7423 |
| S1 |
0.7455 |
0.7397 |
|