CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7484 |
0.7435 |
-0.0049 |
-0.7% |
0.7364 |
High |
0.7504 |
0.7438 |
-0.0066 |
-0.9% |
0.7504 |
Low |
0.7420 |
0.7371 |
-0.0049 |
-0.7% |
0.7313 |
Close |
0.7445 |
0.7378 |
-0.0067 |
-0.9% |
0.7378 |
Range |
0.0084 |
0.0067 |
-0.0017 |
-20.2% |
0.0191 |
ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
122,582 |
24,993 |
-97,589 |
-79.6% |
454,612 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7554 |
0.7415 |
|
R3 |
0.7530 |
0.7487 |
0.7396 |
|
R2 |
0.7463 |
0.7463 |
0.7390 |
|
R1 |
0.7420 |
0.7420 |
0.7384 |
0.7408 |
PP |
0.7396 |
0.7396 |
0.7396 |
0.7390 |
S1 |
0.7353 |
0.7353 |
0.7372 |
0.7341 |
S2 |
0.7329 |
0.7329 |
0.7366 |
|
S3 |
0.7262 |
0.7286 |
0.7360 |
|
S4 |
0.7195 |
0.7219 |
0.7341 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7971 |
0.7866 |
0.7483 |
|
R3 |
0.7780 |
0.7675 |
0.7431 |
|
R2 |
0.7589 |
0.7589 |
0.7413 |
|
R1 |
0.7484 |
0.7484 |
0.7396 |
0.7537 |
PP |
0.7398 |
0.7398 |
0.7398 |
0.7425 |
S1 |
0.7293 |
0.7293 |
0.7360 |
0.7346 |
S2 |
0.7207 |
0.7207 |
0.7343 |
|
S3 |
0.7016 |
0.7102 |
0.7325 |
|
S4 |
0.6825 |
0.6911 |
0.7273 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7504 |
0.7313 |
0.0191 |
2.6% |
0.0075 |
1.0% |
34% |
False |
False |
90,922 |
10 |
0.7504 |
0.7145 |
0.0359 |
4.9% |
0.0085 |
1.1% |
65% |
False |
False |
105,382 |
20 |
0.7504 |
0.7140 |
0.0364 |
4.9% |
0.0078 |
1.1% |
65% |
False |
False |
100,898 |
40 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0086 |
1.2% |
35% |
False |
False |
100,887 |
60 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0090 |
1.2% |
35% |
False |
False |
96,663 |
80 |
0.7818 |
0.7034 |
0.0784 |
10.6% |
0.0090 |
1.2% |
44% |
False |
False |
79,491 |
100 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0091 |
1.2% |
57% |
False |
False |
63,663 |
120 |
0.7818 |
0.6787 |
0.1031 |
14.0% |
0.0088 |
1.2% |
57% |
False |
False |
53,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7613 |
1.618 |
0.7546 |
1.000 |
0.7505 |
0.618 |
0.7479 |
HIGH |
0.7438 |
0.618 |
0.7412 |
0.500 |
0.7405 |
0.382 |
0.7397 |
LOW |
0.7371 |
0.618 |
0.7330 |
1.000 |
0.7304 |
1.618 |
0.7263 |
2.618 |
0.7196 |
4.250 |
0.7086 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7438 |
PP |
0.7396 |
0.7418 |
S1 |
0.7387 |
0.7398 |
|