CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7423 |
-0.0001 |
0.0% |
0.7413 |
| High |
0.7452 |
0.7483 |
0.0031 |
0.4% |
0.7483 |
| Low |
0.7351 |
0.7416 |
0.0065 |
0.9% |
0.7302 |
| Close |
0.7424 |
0.7463 |
0.0039 |
0.5% |
0.7463 |
| Range |
0.0101 |
0.0067 |
-0.0034 |
-33.7% |
0.0181 |
| ATR |
0.0104 |
0.0102 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
123,104 |
67,942 |
-55,162 |
-44.8% |
494,958 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7626 |
0.7500 |
|
| R3 |
0.7588 |
0.7559 |
0.7481 |
|
| R2 |
0.7521 |
0.7521 |
0.7475 |
|
| R1 |
0.7492 |
0.7492 |
0.7469 |
0.7507 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7461 |
| S1 |
0.7425 |
0.7425 |
0.7457 |
0.7440 |
| S2 |
0.7387 |
0.7387 |
0.7451 |
|
| S3 |
0.7320 |
0.7358 |
0.7445 |
|
| S4 |
0.7253 |
0.7291 |
0.7426 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7892 |
0.7563 |
|
| R3 |
0.7778 |
0.7711 |
0.7513 |
|
| R2 |
0.7597 |
0.7597 |
0.7496 |
|
| R1 |
0.7530 |
0.7530 |
0.7480 |
0.7564 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7433 |
| S1 |
0.7349 |
0.7349 |
0.7446 |
0.7383 |
| S2 |
0.7235 |
0.7235 |
0.7430 |
|
| S3 |
0.7054 |
0.7168 |
0.7413 |
|
| S4 |
0.6873 |
0.6987 |
0.7363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7483 |
0.7302 |
0.0181 |
2.4% |
0.0091 |
1.2% |
89% |
True |
False |
98,991 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0113 |
1.5% |
53% |
False |
False |
104,535 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0097 |
1.3% |
56% |
False |
False |
88,886 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.8% |
0.0086 |
1.2% |
69% |
False |
False |
45,159 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0085 |
1.1% |
53% |
False |
False |
30,181 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0083 |
1.1% |
53% |
False |
False |
22,646 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.0% |
0.0070 |
0.9% |
58% |
False |
False |
18,117 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.2% |
0.0060 |
0.8% |
68% |
False |
False |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7658 |
|
1.618 |
0.7591 |
|
1.000 |
0.7550 |
|
0.618 |
0.7524 |
|
HIGH |
0.7483 |
|
0.618 |
0.7457 |
|
0.500 |
0.7450 |
|
0.382 |
0.7442 |
|
LOW |
0.7416 |
|
0.618 |
0.7375 |
|
1.000 |
0.7349 |
|
1.618 |
0.7308 |
|
2.618 |
0.7241 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7459 |
0.7448 |
| PP |
0.7454 |
0.7432 |
| S1 |
0.7450 |
0.7417 |
|