CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7155 |
0.7202 |
0.0047 |
0.7% |
0.7199 |
| High |
0.7239 |
0.7271 |
0.0032 |
0.4% |
0.7226 |
| Low |
0.7122 |
0.7199 |
0.0077 |
1.1% |
0.7115 |
| Close |
0.7188 |
0.7228 |
0.0040 |
0.6% |
0.7171 |
| Range |
0.0117 |
0.0072 |
-0.0045 |
-38.5% |
0.0111 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
4,941 |
2,628 |
-2,313 |
-46.8% |
3,757 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7410 |
0.7268 |
|
| R3 |
0.7377 |
0.7338 |
0.7248 |
|
| R2 |
0.7305 |
0.7305 |
0.7241 |
|
| R1 |
0.7266 |
0.7266 |
0.7235 |
0.7286 |
| PP |
0.7233 |
0.7233 |
0.7233 |
0.7242 |
| S1 |
0.7194 |
0.7194 |
0.7221 |
0.7214 |
| S2 |
0.7161 |
0.7161 |
0.7215 |
|
| S3 |
0.7089 |
0.7122 |
0.7208 |
|
| S4 |
0.7017 |
0.7050 |
0.7188 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7448 |
0.7232 |
|
| R3 |
0.7393 |
0.7337 |
0.7202 |
|
| R2 |
0.7282 |
0.7282 |
0.7191 |
|
| R1 |
0.7226 |
0.7226 |
0.7181 |
0.7199 |
| PP |
0.7171 |
0.7171 |
0.7171 |
0.7157 |
| S1 |
0.7115 |
0.7115 |
0.7161 |
0.7088 |
| S2 |
0.7060 |
0.7060 |
0.7151 |
|
| S3 |
0.6949 |
0.7004 |
0.7140 |
|
| S4 |
0.6838 |
0.6893 |
0.7110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7271 |
0.7122 |
0.0149 |
2.1% |
0.0072 |
1.0% |
71% |
True |
False |
1,796 |
| 10 |
0.7283 |
0.7115 |
0.0168 |
2.3% |
0.0068 |
0.9% |
67% |
False |
False |
1,353 |
| 20 |
0.7479 |
0.7115 |
0.0364 |
5.0% |
0.0070 |
1.0% |
31% |
False |
False |
845 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0079 |
1.1% |
17% |
False |
False |
522 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0077 |
1.1% |
17% |
False |
False |
360 |
| 80 |
0.7777 |
0.6970 |
0.0807 |
11.2% |
0.0062 |
0.9% |
32% |
False |
False |
270 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0050 |
0.7% |
44% |
False |
False |
216 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0042 |
0.6% |
44% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7577 |
|
2.618 |
0.7459 |
|
1.618 |
0.7387 |
|
1.000 |
0.7343 |
|
0.618 |
0.7315 |
|
HIGH |
0.7271 |
|
0.618 |
0.7243 |
|
0.500 |
0.7235 |
|
0.382 |
0.7227 |
|
LOW |
0.7199 |
|
0.618 |
0.7155 |
|
1.000 |
0.7127 |
|
1.618 |
0.7083 |
|
2.618 |
0.7011 |
|
4.250 |
0.6893 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7235 |
0.7218 |
| PP |
0.7233 |
0.7207 |
| S1 |
0.7230 |
0.7197 |
|