CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7680 |
0.7602 |
-0.0078 |
-1.0% |
0.7650 |
| High |
0.7685 |
0.7635 |
-0.0050 |
-0.7% |
0.7743 |
| Low |
0.7593 |
0.7578 |
-0.0015 |
-0.2% |
0.7593 |
| Close |
0.7615 |
0.7625 |
0.0010 |
0.1% |
0.7615 |
| Range |
0.0092 |
0.0057 |
-0.0035 |
-38.0% |
0.0150 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
85,763 |
65,976 |
-19,787 |
-23.1% |
476,776 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7761 |
0.7656 |
|
| R3 |
0.7727 |
0.7704 |
0.7641 |
|
| R2 |
0.7670 |
0.7670 |
0.7635 |
|
| R1 |
0.7647 |
0.7647 |
0.7630 |
0.7659 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7618 |
| S1 |
0.7590 |
0.7590 |
0.7620 |
0.7602 |
| S2 |
0.7556 |
0.7556 |
0.7615 |
|
| S3 |
0.7499 |
0.7533 |
0.7609 |
|
| S4 |
0.7442 |
0.7476 |
0.7594 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8008 |
0.7698 |
|
| R3 |
0.7950 |
0.7858 |
0.7656 |
|
| R2 |
0.7800 |
0.7800 |
0.7643 |
|
| R1 |
0.7708 |
0.7708 |
0.7629 |
0.7679 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7636 |
| S1 |
0.7558 |
0.7558 |
0.7601 |
0.7529 |
| S2 |
0.7500 |
0.7500 |
0.7588 |
|
| S3 |
0.7350 |
0.7408 |
0.7574 |
|
| S4 |
0.7200 |
0.7258 |
0.7533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7743 |
0.7578 |
0.0165 |
2.2% |
0.0084 |
1.1% |
28% |
False |
True |
96,026 |
| 10 |
0.7748 |
0.7578 |
0.0170 |
2.2% |
0.0075 |
1.0% |
28% |
False |
True |
87,517 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0083 |
1.1% |
64% |
False |
False |
86,019 |
| 40 |
0.7748 |
0.7302 |
0.0446 |
5.8% |
0.0082 |
1.1% |
72% |
False |
False |
88,067 |
| 60 |
0.7748 |
0.7122 |
0.0626 |
8.2% |
0.0087 |
1.1% |
80% |
False |
False |
80,428 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0084 |
1.1% |
81% |
False |
False |
60,443 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
77% |
False |
False |
48,388 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
77% |
False |
False |
40,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7877 |
|
2.618 |
0.7784 |
|
1.618 |
0.7727 |
|
1.000 |
0.7692 |
|
0.618 |
0.7670 |
|
HIGH |
0.7635 |
|
0.618 |
0.7613 |
|
0.500 |
0.7607 |
|
0.382 |
0.7600 |
|
LOW |
0.7578 |
|
0.618 |
0.7543 |
|
1.000 |
0.7521 |
|
1.618 |
0.7486 |
|
2.618 |
0.7429 |
|
4.250 |
0.7336 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7647 |
| PP |
0.7613 |
0.7640 |
| S1 |
0.7607 |
0.7632 |
|