CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7603 |
0.7592 |
-0.0011 |
-0.1% |
0.7441 |
| High |
0.7620 |
0.7635 |
0.0015 |
0.2% |
0.7555 |
| Low |
0.7560 |
0.7574 |
0.0014 |
0.2% |
0.7388 |
| Close |
0.7593 |
0.7621 |
0.0028 |
0.4% |
0.7551 |
| Range |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0167 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
94,091 |
83,723 |
-10,368 |
-11.0% |
449,786 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7768 |
0.7655 |
|
| R3 |
0.7732 |
0.7707 |
0.7638 |
|
| R2 |
0.7671 |
0.7671 |
0.7632 |
|
| R1 |
0.7646 |
0.7646 |
0.7627 |
0.7659 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7616 |
| S1 |
0.7585 |
0.7585 |
0.7615 |
0.7598 |
| S2 |
0.7549 |
0.7549 |
0.7610 |
|
| S3 |
0.7488 |
0.7524 |
0.7604 |
|
| S4 |
0.7427 |
0.7463 |
0.7587 |
|
|
| 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 |
0.7452 |
0.0188 |
2.5% |
0.0081 |
1.1% |
90% |
False |
False |
93,681 |
| 10 |
0.7640 |
0.7351 |
0.0289 |
3.8% |
0.0086 |
1.1% |
93% |
False |
False |
99,752 |
| 20 |
0.7640 |
0.7260 |
0.0380 |
5.0% |
0.0101 |
1.3% |
95% |
False |
False |
103,708 |
| 40 |
0.7640 |
0.7115 |
0.0525 |
6.9% |
0.0088 |
1.2% |
96% |
False |
False |
65,252 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0086 |
1.1% |
76% |
False |
False |
43,599 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
76% |
False |
False |
32,724 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0077 |
1.0% |
79% |
False |
False |
26,182 |
| 120 |
0.7777 |
0.6900 |
0.0877 |
11.5% |
0.0065 |
0.9% |
82% |
False |
False |
21,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7795 |
|
1.618 |
0.7734 |
|
1.000 |
0.7696 |
|
0.618 |
0.7673 |
|
HIGH |
0.7635 |
|
0.618 |
0.7612 |
|
0.500 |
0.7605 |
|
0.382 |
0.7597 |
|
LOW |
0.7574 |
|
0.618 |
0.7536 |
|
1.000 |
0.7513 |
|
1.618 |
0.7475 |
|
2.618 |
0.7414 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7616 |
0.7606 |
| PP |
0.7610 |
0.7591 |
| S1 |
0.7605 |
0.7576 |
|