CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7573 |
0.0022 |
0.3% |
0.7602 |
| High |
0.7578 |
0.7576 |
-0.0002 |
0.0% |
0.7688 |
| Low |
0.7520 |
0.7496 |
-0.0024 |
-0.3% |
0.7547 |
| Close |
0.7572 |
0.7506 |
-0.0066 |
-0.9% |
0.7549 |
| Range |
0.0058 |
0.0080 |
0.0022 |
37.9% |
0.0141 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91,474 |
101,564 |
10,090 |
11.0% |
420,597 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7766 |
0.7716 |
0.7550 |
|
| R3 |
0.7686 |
0.7636 |
0.7528 |
|
| R2 |
0.7606 |
0.7606 |
0.7521 |
|
| R1 |
0.7556 |
0.7556 |
0.7513 |
0.7541 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7519 |
| S1 |
0.7476 |
0.7476 |
0.7499 |
0.7461 |
| S2 |
0.7446 |
0.7446 |
0.7491 |
|
| S3 |
0.7366 |
0.7396 |
0.7484 |
|
| S4 |
0.7286 |
0.7316 |
0.7462 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7924 |
0.7627 |
|
| R3 |
0.7877 |
0.7783 |
0.7588 |
|
| R2 |
0.7736 |
0.7736 |
0.7575 |
|
| R1 |
0.7642 |
0.7642 |
0.7562 |
0.7619 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7583 |
| S1 |
0.7501 |
0.7501 |
0.7536 |
0.7478 |
| S2 |
0.7454 |
0.7454 |
0.7523 |
|
| S3 |
0.7313 |
0.7360 |
0.7510 |
|
| S4 |
0.7172 |
0.7219 |
0.7471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7496 |
0.0192 |
2.6% |
0.0072 |
1.0% |
5% |
False |
True |
96,103 |
| 10 |
0.7716 |
0.7496 |
0.0220 |
2.9% |
0.0073 |
1.0% |
5% |
False |
True |
89,978 |
| 20 |
0.7748 |
0.7496 |
0.0252 |
3.4% |
0.0070 |
0.9% |
4% |
False |
True |
86,142 |
| 40 |
0.7748 |
0.7388 |
0.0360 |
4.8% |
0.0079 |
1.0% |
33% |
False |
False |
86,209 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.5% |
0.0085 |
1.1% |
50% |
False |
False |
88,982 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0082 |
1.1% |
62% |
False |
False |
67,267 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0083 |
1.1% |
59% |
False |
False |
53,862 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
59% |
False |
False |
44,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7916 |
|
2.618 |
0.7785 |
|
1.618 |
0.7705 |
|
1.000 |
0.7656 |
|
0.618 |
0.7625 |
|
HIGH |
0.7576 |
|
0.618 |
0.7545 |
|
0.500 |
0.7536 |
|
0.382 |
0.7527 |
|
LOW |
0.7496 |
|
0.618 |
0.7447 |
|
1.000 |
0.7416 |
|
1.618 |
0.7367 |
|
2.618 |
0.7287 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7536 |
0.7592 |
| PP |
0.7526 |
0.7563 |
| S1 |
0.7516 |
0.7535 |
|