CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7617 |
0.0039 |
0.5% |
0.7584 |
| High |
0.7631 |
0.7655 |
0.0024 |
0.3% |
0.7655 |
| Low |
0.7575 |
0.7588 |
0.0013 |
0.2% |
0.7466 |
| Close |
0.7624 |
0.7617 |
-0.0007 |
-0.1% |
0.7617 |
| Range |
0.0056 |
0.0067 |
0.0011 |
19.6% |
0.0189 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
79,175 |
89,511 |
10,336 |
13.1% |
419,857 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7786 |
0.7654 |
|
| R3 |
0.7754 |
0.7719 |
0.7635 |
|
| R2 |
0.7687 |
0.7687 |
0.7629 |
|
| R1 |
0.7652 |
0.7652 |
0.7623 |
0.7651 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7619 |
| S1 |
0.7585 |
0.7585 |
0.7611 |
0.7584 |
| S2 |
0.7553 |
0.7553 |
0.7605 |
|
| S3 |
0.7486 |
0.7518 |
0.7599 |
|
| S4 |
0.7419 |
0.7451 |
0.7580 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8071 |
0.7721 |
|
| R3 |
0.7957 |
0.7882 |
0.7669 |
|
| R2 |
0.7768 |
0.7768 |
0.7652 |
|
| R1 |
0.7693 |
0.7693 |
0.7634 |
0.7731 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7598 |
| S1 |
0.7504 |
0.7504 |
0.7600 |
0.7542 |
| S2 |
0.7390 |
0.7390 |
0.7582 |
|
| S3 |
0.7201 |
0.7315 |
0.7565 |
|
| S4 |
0.7012 |
0.7126 |
0.7513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7655 |
0.7466 |
0.0189 |
2.5% |
0.0084 |
1.1% |
80% |
True |
False |
83,971 |
| 10 |
0.7655 |
0.7407 |
0.0248 |
3.3% |
0.0088 |
1.1% |
85% |
True |
False |
83,208 |
| 20 |
0.7661 |
0.7407 |
0.0254 |
3.3% |
0.0081 |
1.1% |
83% |
False |
False |
82,111 |
| 40 |
0.7661 |
0.7260 |
0.0401 |
5.3% |
0.0091 |
1.2% |
89% |
False |
False |
93,553 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0085 |
1.1% |
92% |
False |
False |
64,949 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
76% |
False |
False |
48,781 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
76% |
False |
False |
39,036 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0075 |
1.0% |
79% |
False |
False |
32,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7940 |
|
2.618 |
0.7830 |
|
1.618 |
0.7763 |
|
1.000 |
0.7722 |
|
0.618 |
0.7696 |
|
HIGH |
0.7655 |
|
0.618 |
0.7629 |
|
0.500 |
0.7622 |
|
0.382 |
0.7614 |
|
LOW |
0.7588 |
|
0.618 |
0.7547 |
|
1.000 |
0.7521 |
|
1.618 |
0.7480 |
|
2.618 |
0.7413 |
|
4.250 |
0.7303 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7614 |
| PP |
0.7620 |
0.7610 |
| S1 |
0.7619 |
0.7607 |
|