CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7454 |
0.0024 |
0.3% |
0.7155 |
| High |
0.7453 |
0.7478 |
0.0025 |
0.3% |
0.7341 |
| Low |
0.7402 |
0.7393 |
-0.0009 |
-0.1% |
0.7122 |
| Close |
0.7449 |
0.7418 |
-0.0031 |
-0.4% |
0.7338 |
| Range |
0.0051 |
0.0085 |
0.0034 |
66.7% |
0.0219 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
42,779 |
52,665 |
9,886 |
23.1% |
19,943 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7636 |
0.7465 |
|
| R3 |
0.7600 |
0.7551 |
0.7441 |
|
| R2 |
0.7515 |
0.7515 |
0.7434 |
|
| R1 |
0.7466 |
0.7466 |
0.7426 |
0.7448 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7421 |
| S1 |
0.7381 |
0.7381 |
0.7410 |
0.7363 |
| S2 |
0.7345 |
0.7345 |
0.7402 |
|
| S3 |
0.7260 |
0.7296 |
0.7395 |
|
| S4 |
0.7175 |
0.7211 |
0.7371 |
|
|
| 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 |
0.7478 |
0.7193 |
0.0285 |
3.8% |
0.0090 |
1.2% |
79% |
True |
False |
27,644 |
| 10 |
0.7478 |
0.7122 |
0.0356 |
4.8% |
0.0083 |
1.1% |
83% |
True |
False |
14,871 |
| 20 |
0.7478 |
0.7115 |
0.0363 |
4.9% |
0.0073 |
1.0% |
83% |
True |
False |
7,743 |
| 40 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0079 |
1.1% |
46% |
False |
False |
4,010 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0079 |
1.1% |
46% |
False |
False |
2,691 |
| 80 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0068 |
0.9% |
52% |
False |
False |
2,020 |
| 100 |
0.7777 |
0.6828 |
0.0949 |
12.8% |
0.0055 |
0.7% |
62% |
False |
False |
1,616 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0046 |
0.6% |
64% |
False |
False |
1,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7701 |
|
1.618 |
0.7616 |
|
1.000 |
0.7563 |
|
0.618 |
0.7531 |
|
HIGH |
0.7478 |
|
0.618 |
0.7446 |
|
0.500 |
0.7436 |
|
0.382 |
0.7425 |
|
LOW |
0.7393 |
|
0.618 |
0.7340 |
|
1.000 |
0.7308 |
|
1.618 |
0.7255 |
|
2.618 |
0.7170 |
|
4.250 |
0.7032 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7414 |
| PP |
0.7430 |
0.7410 |
| S1 |
0.7424 |
0.7406 |
|