CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7694 |
-0.0008 |
-0.1% |
0.7598 |
| High |
0.7717 |
0.7717 |
0.0000 |
0.0% |
0.7748 |
| Low |
0.7683 |
0.7638 |
-0.0045 |
-0.6% |
0.7588 |
| Close |
0.7697 |
0.7641 |
-0.0056 |
-0.7% |
0.7641 |
| Range |
0.0034 |
0.0079 |
0.0045 |
132.4% |
0.0160 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
70,819 |
89,235 |
18,416 |
26.0% |
392,983 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7902 |
0.7851 |
0.7684 |
|
| R3 |
0.7823 |
0.7772 |
0.7663 |
|
| R2 |
0.7744 |
0.7744 |
0.7655 |
|
| R1 |
0.7693 |
0.7693 |
0.7648 |
0.7679 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7659 |
| S1 |
0.7614 |
0.7614 |
0.7634 |
0.7600 |
| S2 |
0.7586 |
0.7586 |
0.7627 |
|
| S3 |
0.7507 |
0.7535 |
0.7619 |
|
| S4 |
0.7428 |
0.7456 |
0.7598 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8050 |
0.7729 |
|
| R3 |
0.7979 |
0.7890 |
0.7685 |
|
| R2 |
0.7819 |
0.7819 |
0.7670 |
|
| R1 |
0.7730 |
0.7730 |
0.7656 |
0.7775 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7681 |
| S1 |
0.7570 |
0.7570 |
0.7626 |
0.7615 |
| S2 |
0.7499 |
0.7499 |
0.7612 |
|
| S3 |
0.7339 |
0.7410 |
0.7597 |
|
| S4 |
0.7179 |
0.7250 |
0.7553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7748 |
0.7588 |
0.0160 |
2.1% |
0.0070 |
0.9% |
33% |
False |
False |
78,596 |
| 10 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0077 |
1.0% |
62% |
False |
False |
81,284 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0077 |
1.0% |
69% |
False |
False |
78,991 |
| 40 |
0.7748 |
0.7283 |
0.0465 |
6.1% |
0.0088 |
1.2% |
77% |
False |
False |
90,189 |
| 60 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0085 |
1.1% |
83% |
False |
False |
71,469 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
79% |
False |
False |
53,679 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
79% |
False |
False |
42,964 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0078 |
1.0% |
82% |
False |
False |
35,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8053 |
|
2.618 |
0.7924 |
|
1.618 |
0.7845 |
|
1.000 |
0.7796 |
|
0.618 |
0.7766 |
|
HIGH |
0.7717 |
|
0.618 |
0.7687 |
|
0.500 |
0.7678 |
|
0.382 |
0.7668 |
|
LOW |
0.7638 |
|
0.618 |
0.7589 |
|
1.000 |
0.7559 |
|
1.618 |
0.7510 |
|
2.618 |
0.7431 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7693 |
| PP |
0.7665 |
0.7676 |
| S1 |
0.7653 |
0.7658 |
|