CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7491 |
0.7461 |
-0.0030 |
-0.4% |
0.7545 |
| High |
0.7502 |
0.7499 |
-0.0003 |
0.0% |
0.7661 |
| Low |
0.7447 |
0.7442 |
-0.0005 |
-0.1% |
0.7503 |
| Close |
0.7459 |
0.7473 |
0.0014 |
0.2% |
0.7580 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0158 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
65,982 |
72,562 |
6,580 |
10.0% |
455,390 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7615 |
0.7504 |
|
| R3 |
0.7585 |
0.7558 |
0.7489 |
|
| R2 |
0.7528 |
0.7528 |
0.7483 |
|
| R1 |
0.7501 |
0.7501 |
0.7478 |
0.7515 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7478 |
| S1 |
0.7444 |
0.7444 |
0.7468 |
0.7458 |
| S2 |
0.7414 |
0.7414 |
0.7463 |
|
| S3 |
0.7357 |
0.7387 |
0.7457 |
|
| S4 |
0.7300 |
0.7330 |
0.7442 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.7976 |
0.7667 |
|
| R3 |
0.7897 |
0.7818 |
0.7623 |
|
| R2 |
0.7739 |
0.7739 |
0.7609 |
|
| R1 |
0.7660 |
0.7660 |
0.7594 |
0.7700 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7601 |
| S1 |
0.7502 |
0.7502 |
0.7566 |
0.7542 |
| S2 |
0.7423 |
0.7423 |
0.7551 |
|
| S3 |
0.7265 |
0.7344 |
0.7537 |
|
| S4 |
0.7107 |
0.7186 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7661 |
0.7442 |
0.0219 |
2.9% |
0.0075 |
1.0% |
14% |
False |
True |
76,969 |
| 10 |
0.7661 |
0.7442 |
0.0219 |
2.9% |
0.0078 |
1.0% |
14% |
False |
True |
85,325 |
| 20 |
0.7661 |
0.7283 |
0.0378 |
5.1% |
0.0098 |
1.3% |
50% |
False |
False |
99,628 |
| 40 |
0.7661 |
0.7122 |
0.0539 |
7.2% |
0.0089 |
1.2% |
65% |
False |
False |
74,760 |
| 60 |
0.7702 |
0.7115 |
0.0587 |
7.9% |
0.0087 |
1.2% |
61% |
False |
False |
50,002 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0084 |
1.1% |
54% |
False |
False |
37,531 |
| 100 |
0.7777 |
0.7114 |
0.0663 |
8.9% |
0.0080 |
1.1% |
54% |
False |
False |
30,030 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0068 |
0.9% |
62% |
False |
False |
25,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7648 |
|
1.618 |
0.7591 |
|
1.000 |
0.7556 |
|
0.618 |
0.7534 |
|
HIGH |
0.7499 |
|
0.618 |
0.7477 |
|
0.500 |
0.7471 |
|
0.382 |
0.7464 |
|
LOW |
0.7442 |
|
0.618 |
0.7407 |
|
1.000 |
0.7385 |
|
1.618 |
0.7350 |
|
2.618 |
0.7293 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7472 |
0.7507 |
| PP |
0.7471 |
0.7495 |
| S1 |
0.7471 |
0.7484 |
|