CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7446 |
-0.0034 |
-0.5% |
0.7573 |
| High |
0.7493 |
0.7478 |
-0.0015 |
-0.2% |
0.7590 |
| Low |
0.7428 |
0.7441 |
0.0013 |
0.2% |
0.7428 |
| Close |
0.7452 |
0.7454 |
0.0002 |
0.0% |
0.7452 |
| Range |
0.0065 |
0.0037 |
-0.0028 |
-43.1% |
0.0162 |
| ATR |
0.0086 |
0.0083 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
68,614 |
47,424 |
-21,190 |
-30.9% |
354,763 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7548 |
0.7474 |
|
| R3 |
0.7532 |
0.7511 |
0.7464 |
|
| R2 |
0.7495 |
0.7495 |
0.7461 |
|
| R1 |
0.7474 |
0.7474 |
0.7457 |
0.7485 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7463 |
| S1 |
0.7437 |
0.7437 |
0.7451 |
0.7448 |
| S2 |
0.7421 |
0.7421 |
0.7447 |
|
| S3 |
0.7384 |
0.7400 |
0.7444 |
|
| S4 |
0.7347 |
0.7363 |
0.7434 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7876 |
0.7541 |
|
| R3 |
0.7814 |
0.7714 |
0.7497 |
|
| R2 |
0.7652 |
0.7652 |
0.7482 |
|
| R1 |
0.7552 |
0.7552 |
0.7467 |
0.7521 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7475 |
| S1 |
0.7390 |
0.7390 |
0.7437 |
0.7359 |
| S2 |
0.7328 |
0.7328 |
0.7422 |
|
| S3 |
0.7166 |
0.7228 |
0.7407 |
|
| S4 |
0.7004 |
0.7066 |
0.7363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7571 |
0.7428 |
0.0143 |
1.9% |
0.0065 |
0.9% |
18% |
False |
False |
69,710 |
| 10 |
0.7661 |
0.7428 |
0.0233 |
3.1% |
0.0073 |
1.0% |
11% |
False |
False |
78,326 |
| 20 |
0.7661 |
0.7302 |
0.0359 |
4.8% |
0.0081 |
1.1% |
42% |
False |
False |
90,116 |
| 40 |
0.7661 |
0.7122 |
0.0539 |
7.2% |
0.0089 |
1.2% |
62% |
False |
False |
77,632 |
| 60 |
0.7670 |
0.7115 |
0.0555 |
7.4% |
0.0085 |
1.1% |
61% |
False |
False |
51,918 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0084 |
1.1% |
51% |
False |
False |
38,980 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0081 |
1.1% |
51% |
False |
False |
31,191 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0069 |
0.9% |
60% |
False |
False |
25,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7575 |
|
1.618 |
0.7538 |
|
1.000 |
0.7515 |
|
0.618 |
0.7501 |
|
HIGH |
0.7478 |
|
0.618 |
0.7464 |
|
0.500 |
0.7460 |
|
0.382 |
0.7455 |
|
LOW |
0.7441 |
|
0.618 |
0.7418 |
|
1.000 |
0.7404 |
|
1.618 |
0.7381 |
|
2.618 |
0.7344 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7460 |
0.7464 |
| PP |
0.7458 |
0.7460 |
| S1 |
0.7456 |
0.7457 |
|