CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2016 | 
                    31-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7167 | 
                        0.7169 | 
                        0.0002 | 
                        0.0% | 
                        0.7172 | 
                     
                    
                        | High | 
                        0.7167 | 
                        0.7169 | 
                        0.0002 | 
                        0.0% | 
                        0.7172 | 
                     
                    
                        | Low | 
                        0.7151 | 
                        0.7169 | 
                        0.0018 | 
                        0.3% | 
                        0.7121 | 
                     
                    
                        | Close | 
                        0.7151 | 
                        0.7169 | 
                        0.0018 | 
                        0.3% | 
                        0.7151 | 
                     
                    
                        | Range | 
                        0.0016 | 
                        0.0000 | 
                        -0.0016 | 
                        -100.0% | 
                        0.0051 | 
                     
                    
                        | ATR | 
                        0.0039 | 
                        0.0038 | 
                        -0.0002 | 
                        -3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5 | 
                        0 | 
                        -5 | 
                        -100.0% | 
                        133 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
            
                | R3 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
            
                | R2 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
            
                | R1 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
             
            
                | PP | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
             
            
                | S1 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
             
            
                | S2 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
            
                | S3 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
            
                | S4 | 
                0.7169 | 
                0.7169 | 
                0.7169 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7301 | 
                0.7277 | 
                0.7179 | 
                 | 
             
            
                | R3 | 
                0.7250 | 
                0.7226 | 
                0.7165 | 
                 | 
             
            
                | R2 | 
                0.7199 | 
                0.7199 | 
                0.7160 | 
                 | 
             
            
                | R1 | 
                0.7175 | 
                0.7175 | 
                0.7156 | 
                0.7162 | 
             
            
                | PP | 
                0.7148 | 
                0.7148 | 
                0.7148 | 
                0.7141 | 
             
            
                | S1 | 
                0.7124 | 
                0.7124 | 
                0.7146 | 
                0.7111 | 
             
            
                | S2 | 
                0.7097 | 
                0.7097 | 
                0.7142 | 
                 | 
             
            
                | S3 | 
                0.7046 | 
                0.7073 | 
                0.7137 | 
                 | 
             
            
                | S4 | 
                0.6995 | 
                0.7022 | 
                0.7123 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7169 | 
                0.7121 | 
                0.0048 | 
                0.7% | 
                0.0005 | 
                0.1% | 
                100% | 
                True | 
                False | 
                26 | 
                 
                
                | 10 | 
                0.7270 | 
                0.7121 | 
                0.0149 | 
                2.1% | 
                0.0004 | 
                0.1% | 
                32% | 
                False | 
                False | 
                13 | 
                 
                
                | 20 | 
                0.7424 | 
                0.7121 | 
                0.0303 | 
                4.2% | 
                0.0006 | 
                0.1% | 
                16% | 
                False | 
                False | 
                7 | 
                 
                
                | 40 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.6% | 
                0.0008 | 
                0.1% | 
                8% | 
                False | 
                False | 
                4 | 
                 
                
                | 60 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.6% | 
                0.0011 | 
                0.2% | 
                8% | 
                False | 
                False | 
                3 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7169 | 
         
        
            | 
2.618             | 
            0.7169 | 
         
        
            | 
1.618             | 
            0.7169 | 
         
        
            | 
1.000             | 
            0.7169 | 
         
        
            | 
0.618             | 
            0.7169 | 
         
        
            | 
HIGH             | 
            0.7169 | 
         
        
            | 
0.618             | 
            0.7169 | 
         
        
            | 
0.500             | 
            0.7169 | 
         
        
            | 
0.382             | 
            0.7169 | 
         
        
            | 
LOW             | 
            0.7169 | 
         
        
            | 
0.618             | 
            0.7169 | 
         
        
            | 
1.000             | 
            0.7169 | 
         
        
            | 
1.618             | 
            0.7169 | 
         
        
            | 
2.618             | 
            0.7169 | 
         
        
            | 
4.250             | 
            0.7169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7169 | 
                                0.7166 | 
                             
                            
                                | PP | 
                                0.7169 | 
                                0.7163 | 
                             
                            
                                | S1 | 
                                0.7169 | 
                                0.7160 | 
                             
             
         |