CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7570 |
0.0022 |
0.3% |
0.7551 |
| High |
0.7613 |
0.7686 |
0.0073 |
1.0% |
0.7613 |
| Low |
0.7533 |
0.7560 |
0.0027 |
0.4% |
0.7487 |
| Close |
0.7564 |
0.7680 |
0.0116 |
1.5% |
0.7564 |
| Range |
0.0080 |
0.0126 |
0.0046 |
57.5% |
0.0126 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.2% |
0.0000 |
| Volume |
120,179 |
144,968 |
24,789 |
20.6% |
527,168 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7976 |
0.7749 |
|
| R3 |
0.7894 |
0.7850 |
0.7715 |
|
| R2 |
0.7768 |
0.7768 |
0.7703 |
|
| R1 |
0.7724 |
0.7724 |
0.7692 |
0.7746 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7653 |
| S1 |
0.7598 |
0.7598 |
0.7668 |
0.7620 |
| S2 |
0.7516 |
0.7516 |
0.7657 |
|
| S3 |
0.7390 |
0.7472 |
0.7645 |
|
| S4 |
0.7264 |
0.7346 |
0.7611 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7874 |
0.7633 |
|
| R3 |
0.7807 |
0.7748 |
0.7599 |
|
| R2 |
0.7681 |
0.7681 |
0.7587 |
|
| R1 |
0.7622 |
0.7622 |
0.7576 |
0.7652 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7569 |
| S1 |
0.7496 |
0.7496 |
0.7552 |
0.7526 |
| S2 |
0.7429 |
0.7429 |
0.7541 |
|
| S3 |
0.7303 |
0.7370 |
0.7529 |
|
| S4 |
0.7177 |
0.7244 |
0.7495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7686 |
0.7487 |
0.0199 |
2.6% |
0.0076 |
1.0% |
97% |
True |
False |
116,132 |
| 10 |
0.7688 |
0.7487 |
0.0201 |
2.6% |
0.0071 |
0.9% |
96% |
False |
False |
102,675 |
| 20 |
0.7748 |
0.7487 |
0.0261 |
3.4% |
0.0073 |
0.9% |
74% |
False |
False |
95,096 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0077 |
1.0% |
80% |
False |
False |
88,260 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.4% |
0.0085 |
1.1% |
86% |
False |
False |
93,466 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.2% |
0.0082 |
1.1% |
89% |
False |
False |
73,240 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0082 |
1.1% |
85% |
False |
False |
58,648 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0082 |
1.1% |
85% |
False |
False |
48,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8222 |
|
2.618 |
0.8016 |
|
1.618 |
0.7890 |
|
1.000 |
0.7812 |
|
0.618 |
0.7764 |
|
HIGH |
0.7686 |
|
0.618 |
0.7638 |
|
0.500 |
0.7623 |
|
0.382 |
0.7608 |
|
LOW |
0.7560 |
|
0.618 |
0.7482 |
|
1.000 |
0.7434 |
|
1.618 |
0.7356 |
|
2.618 |
0.7230 |
|
4.250 |
0.7025 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7651 |
| PP |
0.7642 |
0.7623 |
| S1 |
0.7623 |
0.7594 |
|