CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7430 |
0.0091 |
1.2% |
0.7155 |
| High |
0.7436 |
0.7453 |
0.0017 |
0.2% |
0.7341 |
| Low |
0.7334 |
0.7402 |
0.0068 |
0.9% |
0.7122 |
| Close |
0.7427 |
0.7449 |
0.0022 |
0.3% |
0.7338 |
| Range |
0.0102 |
0.0051 |
-0.0051 |
-50.0% |
0.0219 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
17,948 |
42,779 |
24,831 |
138.3% |
19,943 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7569 |
0.7477 |
|
| R3 |
0.7537 |
0.7518 |
0.7463 |
|
| R2 |
0.7486 |
0.7486 |
0.7458 |
|
| R1 |
0.7467 |
0.7467 |
0.7454 |
0.7477 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7439 |
| S1 |
0.7416 |
0.7416 |
0.7444 |
0.7426 |
| S2 |
0.7384 |
0.7384 |
0.7440 |
|
| S3 |
0.7333 |
0.7365 |
0.7435 |
|
| S4 |
0.7282 |
0.7314 |
0.7421 |
|
|
| 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 |
0.7453 |
0.7175 |
0.0278 |
3.7% |
0.0086 |
1.2% |
99% |
True |
False |
17,464 |
| 10 |
0.7453 |
0.7122 |
0.0331 |
4.4% |
0.0079 |
1.1% |
99% |
True |
False |
9,630 |
| 20 |
0.7453 |
0.7115 |
0.0338 |
4.5% |
0.0072 |
1.0% |
99% |
True |
False |
5,117 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0079 |
1.1% |
50% |
False |
False |
2,695 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0078 |
1.0% |
50% |
False |
False |
1,813 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0067 |
0.9% |
56% |
False |
False |
1,362 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0054 |
0.7% |
67% |
False |
False |
1,090 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0046 |
0.6% |
67% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7670 |
|
2.618 |
0.7587 |
|
1.618 |
0.7536 |
|
1.000 |
0.7504 |
|
0.618 |
0.7485 |
|
HIGH |
0.7453 |
|
0.618 |
0.7434 |
|
0.500 |
0.7428 |
|
0.382 |
0.7421 |
|
LOW |
0.7402 |
|
0.618 |
0.7370 |
|
1.000 |
0.7351 |
|
1.618 |
0.7319 |
|
2.618 |
0.7268 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7423 |
| PP |
0.7435 |
0.7397 |
| S1 |
0.7428 |
0.7372 |
|