CME Australian Dollar Future June 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7435 |
0.7374 |
-0.0061 |
-0.8% |
0.7364 |
High |
0.7438 |
0.7411 |
-0.0027 |
-0.4% |
0.7504 |
Low |
0.7371 |
0.7363 |
-0.0008 |
-0.1% |
0.7313 |
Close |
0.7378 |
0.7400 |
0.0022 |
0.3% |
0.7378 |
Range |
0.0067 |
0.0048 |
-0.0019 |
-28.4% |
0.0191 |
ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
24,993 |
3,474 |
-21,519 |
-86.1% |
454,612 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7535 |
0.7516 |
0.7426 |
|
R3 |
0.7487 |
0.7468 |
0.7413 |
|
R2 |
0.7439 |
0.7439 |
0.7409 |
|
R1 |
0.7420 |
0.7420 |
0.7404 |
0.7430 |
PP |
0.7391 |
0.7391 |
0.7391 |
0.7396 |
S1 |
0.7372 |
0.7372 |
0.7396 |
0.7382 |
S2 |
0.7343 |
0.7343 |
0.7391 |
|
S3 |
0.7295 |
0.7324 |
0.7387 |
|
S4 |
0.7247 |
0.7276 |
0.7374 |
|
|
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 |
0.7358 |
0.0146 |
2.0% |
0.0071 |
1.0% |
29% |
False |
False |
70,914 |
10 |
0.7504 |
0.7145 |
0.0359 |
4.9% |
0.0083 |
1.1% |
71% |
False |
False |
96,777 |
20 |
0.7504 |
0.7140 |
0.0364 |
4.9% |
0.0077 |
1.0% |
71% |
False |
False |
95,925 |
40 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0085 |
1.2% |
38% |
False |
False |
98,984 |
60 |
0.7818 |
0.7140 |
0.0678 |
9.2% |
0.0089 |
1.2% |
38% |
False |
False |
94,725 |
80 |
0.7818 |
0.7034 |
0.0784 |
10.6% |
0.0090 |
1.2% |
47% |
False |
False |
79,529 |
100 |
0.7818 |
0.6849 |
0.0969 |
13.1% |
0.0091 |
1.2% |
57% |
False |
False |
63,693 |
120 |
0.7818 |
0.6787 |
0.1031 |
13.9% |
0.0087 |
1.2% |
59% |
False |
False |
53,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7615 |
2.618 |
0.7537 |
1.618 |
0.7489 |
1.000 |
0.7459 |
0.618 |
0.7441 |
HIGH |
0.7411 |
0.618 |
0.7393 |
0.500 |
0.7387 |
0.382 |
0.7381 |
LOW |
0.7363 |
0.618 |
0.7333 |
1.000 |
0.7315 |
1.618 |
0.7285 |
2.618 |
0.7237 |
4.250 |
0.7159 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7396 |
0.7434 |
PP |
0.7391 |
0.7422 |
S1 |
0.7387 |
0.7411 |
|