CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7540 |
-0.0101 |
-1.3% |
0.7570 |
| High |
0.7656 |
0.7566 |
-0.0090 |
-1.2% |
0.7730 |
| Low |
0.7531 |
0.7492 |
-0.0039 |
-0.5% |
0.7531 |
| Close |
0.7548 |
0.7557 |
0.0009 |
0.1% |
0.7548 |
| Range |
0.0125 |
0.0074 |
-0.0051 |
-40.8% |
0.0199 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
137,068 |
137,435 |
367 |
0.3% |
492,679 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7733 |
0.7598 |
|
| R3 |
0.7686 |
0.7659 |
0.7577 |
|
| R2 |
0.7612 |
0.7612 |
0.7571 |
|
| R1 |
0.7585 |
0.7585 |
0.7564 |
0.7599 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7545 |
| S1 |
0.7511 |
0.7511 |
0.7550 |
0.7525 |
| S2 |
0.7464 |
0.7464 |
0.7543 |
|
| S3 |
0.7390 |
0.7437 |
0.7537 |
|
| S4 |
0.7316 |
0.7363 |
0.7516 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8073 |
0.7657 |
|
| R3 |
0.8001 |
0.7874 |
0.7603 |
|
| R2 |
0.7802 |
0.7802 |
0.7584 |
|
| R1 |
0.7675 |
0.7675 |
0.7566 |
0.7639 |
| PP |
0.7603 |
0.7603 |
0.7603 |
0.7585 |
| S1 |
0.7476 |
0.7476 |
0.7530 |
0.7440 |
| S2 |
0.7404 |
0.7404 |
0.7512 |
|
| S3 |
0.7205 |
0.7277 |
0.7493 |
|
| S4 |
0.7006 |
0.7078 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7730 |
0.7492 |
0.0238 |
3.1% |
0.0093 |
1.2% |
27% |
False |
True |
126,022 |
| 10 |
0.7730 |
0.7487 |
0.0243 |
3.2% |
0.0078 |
1.0% |
29% |
False |
False |
115,728 |
| 20 |
0.7743 |
0.7487 |
0.0256 |
3.4% |
0.0076 |
1.0% |
27% |
False |
False |
102,732 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0077 |
1.0% |
44% |
False |
False |
90,862 |
| 60 |
0.7748 |
0.7283 |
0.0465 |
6.2% |
0.0084 |
1.1% |
59% |
False |
False |
94,370 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0083 |
1.1% |
70% |
False |
False |
79,285 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0083 |
1.1% |
67% |
False |
False |
63,490 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
67% |
False |
False |
52,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7881 |
|
2.618 |
0.7760 |
|
1.618 |
0.7686 |
|
1.000 |
0.7640 |
|
0.618 |
0.7612 |
|
HIGH |
0.7566 |
|
0.618 |
0.7538 |
|
0.500 |
0.7529 |
|
0.382 |
0.7520 |
|
LOW |
0.7492 |
|
0.618 |
0.7446 |
|
1.000 |
0.7418 |
|
1.618 |
0.7372 |
|
2.618 |
0.7298 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7611 |
| PP |
0.7538 |
0.7593 |
| S1 |
0.7529 |
0.7575 |
|