CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7526 |
-0.0058 |
-0.8% |
0.7446 |
| High |
0.7604 |
0.7627 |
0.0023 |
0.3% |
0.7599 |
| Low |
0.7516 |
0.7466 |
-0.0050 |
-0.7% |
0.7407 |
| Close |
0.7553 |
0.7596 |
0.0043 |
0.6% |
0.7591 |
| Range |
0.0088 |
0.0161 |
0.0073 |
83.0% |
0.0192 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.8% |
0.0000 |
| Volume |
71,349 |
109,047 |
37,698 |
52.8% |
412,229 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7982 |
0.7685 |
|
| R3 |
0.7885 |
0.7821 |
0.7640 |
|
| R2 |
0.7724 |
0.7724 |
0.7626 |
|
| R1 |
0.7660 |
0.7660 |
0.7611 |
0.7692 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7579 |
| S1 |
0.7499 |
0.7499 |
0.7581 |
0.7531 |
| S2 |
0.7402 |
0.7402 |
0.7566 |
|
| S3 |
0.7241 |
0.7338 |
0.7552 |
|
| S4 |
0.7080 |
0.7177 |
0.7507 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8042 |
0.7697 |
|
| R3 |
0.7916 |
0.7850 |
0.7644 |
|
| R2 |
0.7724 |
0.7724 |
0.7626 |
|
| R1 |
0.7658 |
0.7658 |
0.7609 |
0.7691 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7549 |
| S1 |
0.7466 |
0.7466 |
0.7573 |
0.7499 |
| S2 |
0.7340 |
0.7340 |
0.7556 |
|
| S3 |
0.7148 |
0.7274 |
0.7538 |
|
| S4 |
0.6956 |
0.7082 |
0.7485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7627 |
0.7407 |
0.0220 |
2.9% |
0.0118 |
1.6% |
86% |
True |
False |
94,369 |
| 10 |
0.7627 |
0.7407 |
0.0220 |
2.9% |
0.0088 |
1.2% |
86% |
True |
False |
79,978 |
| 20 |
0.7661 |
0.7388 |
0.0273 |
3.6% |
0.0087 |
1.1% |
76% |
False |
False |
86,275 |
| 40 |
0.7661 |
0.7260 |
0.0401 |
5.3% |
0.0093 |
1.2% |
84% |
False |
False |
90,401 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0086 |
1.1% |
88% |
False |
False |
60,975 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0086 |
1.1% |
73% |
False |
False |
45,792 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
73% |
False |
False |
36,642 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0074 |
1.0% |
76% |
False |
False |
30,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8048 |
|
1.618 |
0.7887 |
|
1.000 |
0.7788 |
|
0.618 |
0.7726 |
|
HIGH |
0.7627 |
|
0.618 |
0.7565 |
|
0.500 |
0.7547 |
|
0.382 |
0.7528 |
|
LOW |
0.7466 |
|
0.618 |
0.7367 |
|
1.000 |
0.7305 |
|
1.618 |
0.7206 |
|
2.618 |
0.7045 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7580 |
0.7580 |
| PP |
0.7563 |
0.7563 |
| S1 |
0.7547 |
0.7547 |
|