CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7227 |
0.0025 |
0.3% |
0.7199 |
| High |
0.7271 |
0.7242 |
-0.0029 |
-0.4% |
0.7226 |
| Low |
0.7199 |
0.7175 |
-0.0024 |
-0.3% |
0.7115 |
| Close |
0.7228 |
0.7196 |
-0.0032 |
-0.4% |
0.7171 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0111 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,628 |
1,766 |
-862 |
-32.8% |
3,757 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7368 |
0.7233 |
|
| R3 |
0.7338 |
0.7301 |
0.7214 |
|
| R2 |
0.7271 |
0.7271 |
0.7208 |
|
| R1 |
0.7234 |
0.7234 |
0.7202 |
0.7219 |
| PP |
0.7204 |
0.7204 |
0.7204 |
0.7197 |
| S1 |
0.7167 |
0.7167 |
0.7190 |
0.7152 |
| S2 |
0.7137 |
0.7137 |
0.7184 |
|
| S3 |
0.7070 |
0.7100 |
0.7178 |
|
| S4 |
0.7003 |
0.7033 |
0.7159 |
|
|
| 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% |
0.0077 |
1.1% |
50% |
False |
False |
2,098 |
| 10 |
0.7271 |
0.7115 |
0.0156 |
2.2% |
0.0066 |
0.9% |
52% |
False |
False |
1,484 |
| 20 |
0.7475 |
0.7115 |
0.0360 |
5.0% |
0.0070 |
1.0% |
22% |
False |
False |
913 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0079 |
1.1% |
12% |
False |
False |
565 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.2% |
0.0077 |
1.1% |
12% |
False |
False |
390 |
| 80 |
0.7777 |
0.6970 |
0.0807 |
11.2% |
0.0062 |
0.9% |
28% |
False |
False |
293 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0051 |
0.7% |
41% |
False |
False |
234 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.7% |
0.0043 |
0.6% |
41% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7417 |
|
1.618 |
0.7350 |
|
1.000 |
0.7309 |
|
0.618 |
0.7283 |
|
HIGH |
0.7242 |
|
0.618 |
0.7216 |
|
0.500 |
0.7209 |
|
0.382 |
0.7201 |
|
LOW |
0.7175 |
|
0.618 |
0.7134 |
|
1.000 |
0.7108 |
|
1.618 |
0.7067 |
|
2.618 |
0.7000 |
|
4.250 |
0.6890 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7209 |
0.7197 |
| PP |
0.7204 |
0.7196 |
| S1 |
0.7200 |
0.7196 |
|