CME Australian Dollar Future December 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 | 
                        0.7425 | 
                        0.7425 | 
                        0.0000 | 
                        0.0% | 
                        0.7169 | 
                     
                    
                        | High | 
                        0.7429 | 
                        0.7425 | 
                        -0.0004 | 
                        -0.1% | 
                        0.7317 | 
                     
                    
                        | Low | 
                        0.7420 | 
                        0.7378 | 
                        -0.0042 | 
                        -0.6% | 
                        0.7160 | 
                     
                    
                        | Close | 
                        0.7427 | 
                        0.7397 | 
                        -0.0030 | 
                        -0.4% | 
                        0.7317 | 
                     
                    
                        | Range | 
                        0.0009 | 
                        0.0047 | 
                        0.0038 | 
                        422.2% | 
                        0.0157 | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0045 | 
                        0.0000 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        132 | 
                        36 | 
                        -96 | 
                        -72.7% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7541 | 
                0.7516 | 
                0.7423 | 
                 | 
             
            
                | R3 | 
                0.7494 | 
                0.7469 | 
                0.7410 | 
                 | 
             
            
                | R2 | 
                0.7447 | 
                0.7447 | 
                0.7406 | 
                 | 
             
            
                | R1 | 
                0.7422 | 
                0.7422 | 
                0.7401 | 
                0.7411 | 
             
            
                | PP | 
                0.7400 | 
                0.7400 | 
                0.7400 | 
                0.7395 | 
             
            
                | S1 | 
                0.7375 | 
                0.7375 | 
                0.7393 | 
                0.7364 | 
             
            
                | S2 | 
                0.7353 | 
                0.7353 | 
                0.7388 | 
                 | 
             
            
                | S3 | 
                0.7306 | 
                0.7328 | 
                0.7384 | 
                 | 
             
            
                | S4 | 
                0.7259 | 
                0.7281 | 
                0.7371 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7260 | 
                0.0169 | 
                2.3% | 
                0.0037 | 
                0.5% | 
                81% | 
                False | 
                False | 
                58 | 
                 
                
                | 10 | 
                0.7429 | 
                0.7151 | 
                0.0278 | 
                3.8% | 
                0.0024 | 
                0.3% | 
                88% | 
                False | 
                False | 
                30 | 
                 
                
                | 20 | 
                0.7429 | 
                0.7121 | 
                0.0308 | 
                4.2% | 
                0.0016 | 
                0.2% | 
                90% | 
                False | 
                False | 
                21 | 
                 
                
                | 40 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0013 | 
                0.2% | 
                45% | 
                False | 
                False | 
                11 | 
                 
                
                | 60 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0013 | 
                0.2% | 
                45% | 
                False | 
                False | 
                8 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7625 | 
         
        
            | 
2.618             | 
            0.7548 | 
         
        
            | 
1.618             | 
            0.7501 | 
         
        
            | 
1.000             | 
            0.7472 | 
         
        
            | 
0.618             | 
            0.7454 | 
         
        
            | 
HIGH             | 
            0.7425 | 
         
        
            | 
0.618             | 
            0.7407 | 
         
        
            | 
0.500             | 
            0.7402 | 
         
        
            | 
0.382             | 
            0.7396 | 
         
        
            | 
LOW             | 
            0.7378 | 
         
        
            | 
0.618             | 
            0.7349 | 
         
        
            | 
1.000             | 
            0.7331 | 
         
        
            | 
1.618             | 
            0.7302 | 
         
        
            | 
2.618             | 
            0.7255 | 
         
        
            | 
4.250             | 
            0.7178 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7402 | 
                                0.7394 | 
                             
                            
                                | PP | 
                                0.7400 | 
                                0.7391 | 
                             
                            
                                | S1 | 
                                0.7399 | 
                                0.7388 | 
                             
             
         |