CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7613 |
-0.0017 |
-0.2% |
0.7650 |
| High |
0.7650 |
0.7629 |
-0.0021 |
-0.3% |
0.7743 |
| Low |
0.7608 |
0.7584 |
-0.0024 |
-0.3% |
0.7593 |
| Close |
0.7618 |
0.7605 |
-0.0013 |
-0.2% |
0.7615 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0150 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
67,143 |
68,753 |
1,610 |
2.4% |
476,776 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7718 |
0.7630 |
|
| R3 |
0.7696 |
0.7673 |
0.7617 |
|
| R2 |
0.7651 |
0.7651 |
0.7613 |
|
| R1 |
0.7628 |
0.7628 |
0.7609 |
0.7617 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7601 |
| S1 |
0.7583 |
0.7583 |
0.7601 |
0.7572 |
| S2 |
0.7561 |
0.7561 |
0.7597 |
|
| S3 |
0.7516 |
0.7538 |
0.7593 |
|
| S4 |
0.7471 |
0.7493 |
0.7580 |
|
|
| 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 |
0.7716 |
0.7578 |
0.0138 |
1.8% |
0.0062 |
0.8% |
20% |
False |
False |
75,985 |
| 10 |
0.7743 |
0.7578 |
0.0165 |
2.2% |
0.0068 |
0.9% |
16% |
False |
False |
83,870 |
| 20 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0076 |
1.0% |
49% |
False |
False |
83,424 |
| 40 |
0.7748 |
0.7351 |
0.0397 |
5.2% |
0.0079 |
1.0% |
64% |
False |
False |
86,279 |
| 60 |
0.7748 |
0.7175 |
0.0573 |
7.5% |
0.0086 |
1.1% |
75% |
False |
False |
82,606 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0084 |
1.1% |
77% |
False |
False |
62,138 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
74% |
False |
False |
49,746 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
74% |
False |
False |
41,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7747 |
|
1.618 |
0.7702 |
|
1.000 |
0.7674 |
|
0.618 |
0.7657 |
|
HIGH |
0.7629 |
|
0.618 |
0.7612 |
|
0.500 |
0.7607 |
|
0.382 |
0.7601 |
|
LOW |
0.7584 |
|
0.618 |
0.7556 |
|
1.000 |
0.7539 |
|
1.618 |
0.7511 |
|
2.618 |
0.7466 |
|
4.250 |
0.7393 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7614 |
| PP |
0.7606 |
0.7611 |
| S1 |
0.7606 |
0.7608 |
|