CME Australian Dollar Future December 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 | 
                        0.7346 | 
                        0.7425 | 
                        0.0079 | 
                        1.1% | 
                        0.7169 | 
                     
                    
                        | High | 
                        0.7405 | 
                        0.7429 | 
                        0.0024 | 
                        0.3% | 
                        0.7317 | 
                     
                    
                        | Low | 
                        0.7346 | 
                        0.7420 | 
                        0.0074 | 
                        1.0% | 
                        0.7160 | 
                     
                    
                        | Close | 
                        0.7405 | 
                        0.7427 | 
                        0.0022 | 
                        0.3% | 
                        0.7317 | 
                     
                    
                        | Range | 
                        0.0059 | 
                        0.0009 | 
                        -0.0050 | 
                        -84.7% | 
                        0.0157 | 
                     
                    
                        | ATR | 
                        0.0047 | 
                        0.0045 | 
                        -0.0002 | 
                        -3.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        117 | 
                        132 | 
                        15 | 
                        12.8% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7452 | 
                0.7449 | 
                0.7432 | 
                 | 
             
            
                | R3 | 
                0.7443 | 
                0.7440 | 
                0.7429 | 
                 | 
             
            
                | R2 | 
                0.7434 | 
                0.7434 | 
                0.7429 | 
                 | 
             
            
                | R1 | 
                0.7431 | 
                0.7431 | 
                0.7428 | 
                0.7433 | 
             
            
                | PP | 
                0.7425 | 
                0.7425 | 
                0.7425 | 
                0.7426 | 
             
            
                | S1 | 
                0.7422 | 
                0.7422 | 
                0.7426 | 
                0.7424 | 
             
            
                | S2 | 
                0.7416 | 
                0.7416 | 
                0.7425 | 
                 | 
             
            
                | S3 | 
                0.7407 | 
                0.7413 | 
                0.7425 | 
                 | 
             
            
                | S4 | 
                0.7398 | 
                0.7404 | 
                0.7422 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7736 | 
                0.7683 | 
                0.7403 | 
                 | 
             
            
                | R3 | 
                0.7579 | 
                0.7526 | 
                0.7360 | 
                 | 
             
            
                | R2 | 
                0.7422 | 
                0.7422 | 
                0.7346 | 
                 | 
             
            
                | R1 | 
                0.7369 | 
                0.7369 | 
                0.7331 | 
                0.7396 | 
             
            
                | PP | 
                0.7265 | 
                0.7265 | 
                0.7265 | 
                0.7278 | 
             
            
                | S1 | 
                0.7212 | 
                0.7212 | 
                0.7303 | 
                0.7239 | 
             
            
                | S2 | 
                0.7108 | 
                0.7108 | 
                0.7288 | 
                 | 
             
            
                | S3 | 
                0.6951 | 
                0.7055 | 
                0.7274 | 
                 | 
             
            
                | S4 | 
                0.6794 | 
                0.6898 | 
                0.7231 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7429 | 
                0.7160 | 
                0.0269 | 
                3.6% | 
                0.0033 | 
                0.4% | 
                99% | 
                True | 
                False | 
                52 | 
                 
                
                | 10 | 
                0.7429 | 
                0.7149 | 
                0.0280 | 
                3.8% | 
                0.0019 | 
                0.3% | 
                99% | 
                True | 
                False | 
                26 | 
                 
                
                | 20 | 
                0.7429 | 
                0.7121 | 
                0.0308 | 
                4.1% | 
                0.0014 | 
                0.2% | 
                99% | 
                True | 
                False | 
                20 | 
                 
                
                | 40 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0012 | 
                0.2% | 
                50% | 
                False | 
                False | 
                10 | 
                 
                
                | 60 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0012 | 
                0.2% | 
                50% | 
                False | 
                False | 
                7 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7467 | 
         
        
            | 
2.618             | 
            0.7453 | 
         
        
            | 
1.618             | 
            0.7444 | 
         
        
            | 
1.000             | 
            0.7438 | 
         
        
            | 
0.618             | 
            0.7435 | 
         
        
            | 
HIGH             | 
            0.7429 | 
         
        
            | 
0.618             | 
            0.7426 | 
         
        
            | 
0.500             | 
            0.7425 | 
         
        
            | 
0.382             | 
            0.7423 | 
         
        
            | 
LOW             | 
            0.7420 | 
         
        
            | 
0.618             | 
            0.7414 | 
         
        
            | 
1.000             | 
            0.7411 | 
         
        
            | 
1.618             | 
            0.7405 | 
         
        
            | 
2.618             | 
            0.7396 | 
         
        
            | 
4.250             | 
            0.7382 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7426 | 
                                0.7411 | 
                             
                            
                                | PP | 
                                0.7425 | 
                                0.7395 | 
                             
                            
                                | S1 | 
                                0.7425 | 
                                0.7379 | 
                             
             
         |