CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7598 |
0.7647 |
0.0049 |
0.6% |
0.7584 |
| High |
0.7664 |
0.7678 |
0.0014 |
0.2% |
0.7655 |
| Low |
0.7588 |
0.7612 |
0.0024 |
0.3% |
0.7466 |
| Close |
0.7644 |
0.7658 |
0.0014 |
0.2% |
0.7617 |
| Range |
0.0076 |
0.0066 |
-0.0010 |
-13.2% |
0.0189 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
60,560 |
75,191 |
14,631 |
24.2% |
419,857 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7819 |
0.7694 |
|
| R3 |
0.7781 |
0.7753 |
0.7676 |
|
| R2 |
0.7715 |
0.7715 |
0.7670 |
|
| R1 |
0.7687 |
0.7687 |
0.7664 |
0.7701 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7657 |
| S1 |
0.7621 |
0.7621 |
0.7652 |
0.7635 |
| S2 |
0.7583 |
0.7583 |
0.7646 |
|
| S3 |
0.7517 |
0.7555 |
0.7640 |
|
| S4 |
0.7451 |
0.7489 |
0.7622 |
|
|
| 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 |
0.7678 |
0.7558 |
0.0120 |
1.6% |
0.0062 |
0.8% |
83% |
True |
False |
75,042 |
| 10 |
0.7678 |
0.7407 |
0.0271 |
3.5% |
0.0090 |
1.2% |
93% |
True |
False |
84,705 |
| 20 |
0.7678 |
0.7407 |
0.0271 |
3.5% |
0.0079 |
1.0% |
93% |
True |
False |
79,955 |
| 40 |
0.7678 |
0.7260 |
0.0418 |
5.5% |
0.0092 |
1.2% |
95% |
True |
False |
92,430 |
| 60 |
0.7678 |
0.7115 |
0.0563 |
7.4% |
0.0085 |
1.1% |
96% |
True |
False |
67,202 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0085 |
1.1% |
82% |
False |
False |
50,469 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0083 |
1.1% |
82% |
False |
False |
40,392 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0076 |
1.0% |
84% |
False |
False |
33,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7959 |
|
2.618 |
0.7851 |
|
1.618 |
0.7785 |
|
1.000 |
0.7744 |
|
0.618 |
0.7719 |
|
HIGH |
0.7678 |
|
0.618 |
0.7653 |
|
0.500 |
0.7645 |
|
0.382 |
0.7637 |
|
LOW |
0.7612 |
|
0.618 |
0.7571 |
|
1.000 |
0.7546 |
|
1.618 |
0.7505 |
|
2.618 |
0.7439 |
|
4.250 |
0.7332 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7650 |
| PP |
0.7649 |
0.7641 |
| S1 |
0.7645 |
0.7633 |
|