CME Australian Dollar Future September 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7647 |
0.7661 |
0.0014 |
0.2% |
0.7584 |
High |
0.7678 |
0.7748 |
0.0070 |
0.9% |
0.7655 |
Low |
0.7612 |
0.7654 |
0.0042 |
0.6% |
0.7466 |
Close |
0.7658 |
0.7701 |
0.0043 |
0.6% |
0.7617 |
Range |
0.0066 |
0.0094 |
0.0028 |
42.4% |
0.0189 |
ATR |
0.0085 |
0.0085 |
0.0001 |
0.8% |
0.0000 |
Volume |
75,191 |
97,178 |
21,987 |
29.2% |
419,857 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7983 |
0.7936 |
0.7753 |
|
R3 |
0.7889 |
0.7842 |
0.7727 |
|
R2 |
0.7795 |
0.7795 |
0.7718 |
|
R1 |
0.7748 |
0.7748 |
0.7710 |
0.7772 |
PP |
0.7701 |
0.7701 |
0.7701 |
0.7713 |
S1 |
0.7654 |
0.7654 |
0.7692 |
0.7678 |
S2 |
0.7607 |
0.7607 |
0.7684 |
|
S3 |
0.7513 |
0.7560 |
0.7675 |
|
S4 |
0.7419 |
0.7466 |
0.7649 |
|
|
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 |
0.7748 |
0.7575 |
0.0173 |
2.2% |
0.0072 |
0.9% |
73% |
True |
False |
80,323 |
10 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0084 |
1.1% |
83% |
True |
False |
82,978 |
20 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0081 |
1.0% |
86% |
True |
False |
80,109 |
40 |
0.7748 |
0.7260 |
0.0488 |
6.3% |
0.0092 |
1.2% |
90% |
True |
False |
92,450 |
60 |
0.7748 |
0.7115 |
0.0633 |
8.2% |
0.0086 |
1.1% |
93% |
True |
False |
68,818 |
80 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0085 |
1.1% |
89% |
False |
False |
51,682 |
100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0083 |
1.1% |
89% |
False |
False |
41,364 |
120 |
0.7777 |
0.7028 |
0.0749 |
9.7% |
0.0077 |
1.0% |
90% |
False |
False |
34,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8148 |
2.618 |
0.7994 |
1.618 |
0.7900 |
1.000 |
0.7842 |
0.618 |
0.7806 |
HIGH |
0.7748 |
0.618 |
0.7712 |
0.500 |
0.7701 |
0.382 |
0.7690 |
LOW |
0.7654 |
0.618 |
0.7596 |
1.000 |
0.7560 |
1.618 |
0.7502 |
2.618 |
0.7408 |
4.250 |
0.7255 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7701 |
0.7690 |
PP |
0.7701 |
0.7679 |
S1 |
0.7701 |
0.7668 |
|