CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7603 |
0.0089 |
1.2% |
0.7441 |
| High |
0.7640 |
0.7620 |
-0.0020 |
-0.3% |
0.7555 |
| Low |
0.7512 |
0.7560 |
0.0048 |
0.6% |
0.7388 |
| Close |
0.7619 |
0.7593 |
-0.0026 |
-0.3% |
0.7551 |
| Range |
0.0128 |
0.0060 |
-0.0068 |
-53.1% |
0.0167 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
104,572 |
94,091 |
-10,481 |
-10.0% |
449,786 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7742 |
0.7626 |
|
| R3 |
0.7711 |
0.7682 |
0.7610 |
|
| R2 |
0.7651 |
0.7651 |
0.7604 |
|
| R1 |
0.7622 |
0.7622 |
0.7599 |
0.7607 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7583 |
| S1 |
0.7562 |
0.7562 |
0.7588 |
0.7547 |
| S2 |
0.7531 |
0.7531 |
0.7582 |
|
| S3 |
0.7471 |
0.7502 |
0.7577 |
|
| S4 |
0.7411 |
0.7442 |
0.7560 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7942 |
0.7643 |
|
| R3 |
0.7832 |
0.7775 |
0.7597 |
|
| R2 |
0.7665 |
0.7665 |
0.7582 |
|
| R1 |
0.7608 |
0.7608 |
0.7566 |
0.7637 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7512 |
| S1 |
0.7441 |
0.7441 |
0.7536 |
0.7470 |
| S2 |
0.7331 |
0.7331 |
0.7520 |
|
| S3 |
0.7164 |
0.7274 |
0.7505 |
|
| S4 |
0.6997 |
0.7107 |
0.7459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7640 |
0.7448 |
0.0192 |
2.5% |
0.0083 |
1.1% |
76% |
False |
False |
96,539 |
| 10 |
0.7640 |
0.7351 |
0.0289 |
3.8% |
0.0088 |
1.2% |
84% |
False |
False |
101,028 |
| 20 |
0.7640 |
0.7260 |
0.0380 |
5.0% |
0.0104 |
1.4% |
88% |
False |
False |
104,792 |
| 40 |
0.7640 |
0.7115 |
0.0525 |
6.9% |
0.0089 |
1.2% |
91% |
False |
False |
63,172 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0086 |
1.1% |
72% |
False |
False |
42,207 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
72% |
False |
False |
31,678 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0076 |
1.0% |
75% |
False |
False |
25,345 |
| 120 |
0.7777 |
0.6900 |
0.0877 |
11.6% |
0.0064 |
0.8% |
79% |
False |
False |
21,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7777 |
|
1.618 |
0.7717 |
|
1.000 |
0.7680 |
|
0.618 |
0.7657 |
|
HIGH |
0.7620 |
|
0.618 |
0.7597 |
|
0.500 |
0.7590 |
|
0.382 |
0.7583 |
|
LOW |
0.7560 |
|
0.618 |
0.7523 |
|
1.000 |
0.7500 |
|
1.618 |
0.7463 |
|
2.618 |
0.7403 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7586 |
| PP |
0.7591 |
0.7579 |
| S1 |
0.7590 |
0.7572 |
|