CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7339 |
0.0137 |
1.9% |
0.7155 |
| High |
0.7341 |
0.7353 |
0.0012 |
0.2% |
0.7341 |
| Low |
0.7193 |
0.7290 |
0.0097 |
1.3% |
0.7122 |
| Close |
0.7338 |
0.7350 |
0.0012 |
0.2% |
0.7338 |
| Range |
0.0148 |
0.0063 |
-0.0085 |
-57.4% |
0.0219 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
10,608 |
14,221 |
3,613 |
34.1% |
19,943 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7498 |
0.7385 |
|
| R3 |
0.7457 |
0.7435 |
0.7367 |
|
| R2 |
0.7394 |
0.7394 |
0.7362 |
|
| R1 |
0.7372 |
0.7372 |
0.7356 |
0.7383 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7337 |
| S1 |
0.7309 |
0.7309 |
0.7344 |
0.7320 |
| S2 |
0.7268 |
0.7268 |
0.7338 |
|
| S3 |
0.7205 |
0.7246 |
0.7333 |
|
| S4 |
0.7142 |
0.7183 |
0.7315 |
|
|
| 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 |
0.7353 |
0.7122 |
0.0231 |
3.1% |
0.0093 |
1.3% |
99% |
True |
False |
6,832 |
| 10 |
0.7353 |
0.7115 |
0.0238 |
3.2% |
0.0077 |
1.0% |
99% |
True |
False |
3,792 |
| 20 |
0.7367 |
0.7115 |
0.0252 |
3.4% |
0.0071 |
1.0% |
93% |
False |
False |
2,122 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0079 |
1.1% |
35% |
False |
False |
1,183 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
9.0% |
0.0078 |
1.1% |
35% |
False |
False |
803 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.2% |
0.0065 |
0.9% |
43% |
False |
False |
603 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0053 |
0.7% |
57% |
False |
False |
482 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.4% |
0.0044 |
0.6% |
57% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7518 |
|
1.618 |
0.7455 |
|
1.000 |
0.7416 |
|
0.618 |
0.7392 |
|
HIGH |
0.7353 |
|
0.618 |
0.7329 |
|
0.500 |
0.7322 |
|
0.382 |
0.7314 |
|
LOW |
0.7290 |
|
0.618 |
0.7251 |
|
1.000 |
0.7227 |
|
1.618 |
0.7188 |
|
2.618 |
0.7125 |
|
4.250 |
0.7022 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7341 |
0.7321 |
| PP |
0.7331 |
0.7293 |
| S1 |
0.7322 |
0.7264 |
|