CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7679 |
0.0109 |
1.4% |
0.7551 |
| High |
0.7686 |
0.7696 |
0.0010 |
0.1% |
0.7613 |
| Low |
0.7560 |
0.7649 |
0.0089 |
1.2% |
0.7487 |
| Close |
0.7680 |
0.7670 |
-0.0010 |
-0.1% |
0.7564 |
| Range |
0.0126 |
0.0047 |
-0.0079 |
-62.7% |
0.0126 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
144,968 |
92,559 |
-52,409 |
-36.2% |
527,168 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7788 |
0.7696 |
|
| R3 |
0.7766 |
0.7741 |
0.7683 |
|
| R2 |
0.7719 |
0.7719 |
0.7679 |
|
| R1 |
0.7694 |
0.7694 |
0.7674 |
0.7683 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7666 |
| S1 |
0.7647 |
0.7647 |
0.7666 |
0.7636 |
| S2 |
0.7625 |
0.7625 |
0.7661 |
|
| S3 |
0.7578 |
0.7600 |
0.7657 |
|
| S4 |
0.7531 |
0.7553 |
0.7644 |
|
|
| 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 |
0.7696 |
0.7487 |
0.0209 |
2.7% |
0.0070 |
0.9% |
88% |
True |
False |
114,331 |
| 10 |
0.7696 |
0.7487 |
0.0209 |
2.7% |
0.0071 |
0.9% |
88% |
True |
False |
105,217 |
| 20 |
0.7748 |
0.7487 |
0.0261 |
3.4% |
0.0072 |
0.9% |
70% |
False |
False |
95,965 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0075 |
1.0% |
77% |
False |
False |
87,960 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.4% |
0.0085 |
1.1% |
84% |
False |
False |
93,608 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0082 |
1.1% |
88% |
False |
False |
74,392 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0082 |
1.1% |
84% |
False |
False |
59,568 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0081 |
1.1% |
84% |
False |
False |
49,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7819 |
|
1.618 |
0.7772 |
|
1.000 |
0.7743 |
|
0.618 |
0.7725 |
|
HIGH |
0.7696 |
|
0.618 |
0.7678 |
|
0.500 |
0.7673 |
|
0.382 |
0.7667 |
|
LOW |
0.7649 |
|
0.618 |
0.7620 |
|
1.000 |
0.7602 |
|
1.618 |
0.7573 |
|
2.618 |
0.7526 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7673 |
0.7652 |
| PP |
0.7672 |
0.7633 |
| S1 |
0.7671 |
0.7615 |
|