CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7227 |
0.7202 |
-0.0025 |
-0.3% |
0.7155 |
| High |
0.7242 |
0.7341 |
0.0099 |
1.4% |
0.7341 |
| Low |
0.7175 |
0.7193 |
0.0018 |
0.3% |
0.7122 |
| Close |
0.7196 |
0.7338 |
0.0142 |
2.0% |
0.7338 |
| Range |
0.0067 |
0.0148 |
0.0081 |
120.9% |
0.0219 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
6.9% |
0.0000 |
| Volume |
1,766 |
10,608 |
8,842 |
500.7% |
19,943 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7684 |
0.7419 |
|
| R3 |
0.7587 |
0.7536 |
0.7379 |
|
| R2 |
0.7439 |
0.7439 |
0.7365 |
|
| R1 |
0.7388 |
0.7388 |
0.7352 |
0.7414 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7303 |
| S1 |
0.7240 |
0.7240 |
0.7324 |
0.7266 |
| S2 |
0.7143 |
0.7143 |
0.7311 |
|
| S3 |
0.6995 |
0.7092 |
0.7297 |
|
| S4 |
0.6847 |
0.6944 |
0.7257 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7850 |
0.7458 |
|
| R3 |
0.7705 |
0.7631 |
0.7398 |
|
| R2 |
0.7486 |
0.7486 |
0.7378 |
|
| R1 |
0.7412 |
0.7412 |
0.7358 |
0.7449 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7286 |
| S1 |
0.7193 |
0.7193 |
0.7318 |
0.7230 |
| S2 |
0.7048 |
0.7048 |
0.7298 |
|
| S3 |
0.6829 |
0.6974 |
0.7278 |
|
| S4 |
0.6610 |
0.6755 |
0.7218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7122 |
0.0219 |
3.0% |
0.0092 |
1.3% |
99% |
True |
False |
4,044 |
| 10 |
0.7341 |
0.7115 |
0.0226 |
3.1% |
0.0074 |
1.0% |
99% |
True |
False |
2,435 |
| 20 |
0.7435 |
0.7115 |
0.0320 |
4.4% |
0.0075 |
1.0% |
70% |
False |
False |
1,433 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0080 |
1.1% |
34% |
False |
False |
829 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
34% |
False |
False |
566 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0064 |
0.9% |
41% |
False |
False |
425 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0052 |
0.7% |
56% |
False |
False |
340 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0044 |
0.6% |
56% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7970 |
|
2.618 |
0.7728 |
|
1.618 |
0.7580 |
|
1.000 |
0.7489 |
|
0.618 |
0.7432 |
|
HIGH |
0.7341 |
|
0.618 |
0.7284 |
|
0.500 |
0.7267 |
|
0.382 |
0.7250 |
|
LOW |
0.7193 |
|
0.618 |
0.7102 |
|
1.000 |
0.7045 |
|
1.618 |
0.6954 |
|
2.618 |
0.6806 |
|
4.250 |
0.6564 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7314 |
0.7311 |
| PP |
0.7291 |
0.7285 |
| S1 |
0.7267 |
0.7258 |
|