CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7563 |
0.7460 |
-0.0103 |
-1.4% |
0.7570 |
| High |
0.7566 |
0.7494 |
-0.0072 |
-1.0% |
0.7730 |
| Low |
0.7441 |
0.7450 |
0.0009 |
0.1% |
0.7531 |
| Close |
0.7452 |
0.7470 |
0.0018 |
0.2% |
0.7548 |
| Range |
0.0125 |
0.0044 |
-0.0081 |
-64.8% |
0.0199 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
172,129 |
139,851 |
-32,278 |
-18.8% |
492,679 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7581 |
0.7494 |
|
| R3 |
0.7559 |
0.7537 |
0.7482 |
|
| R2 |
0.7515 |
0.7515 |
0.7478 |
|
| R1 |
0.7493 |
0.7493 |
0.7474 |
0.7504 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7477 |
| S1 |
0.7449 |
0.7449 |
0.7466 |
0.7460 |
| S2 |
0.7427 |
0.7427 |
0.7462 |
|
| S3 |
0.7383 |
0.7405 |
0.7458 |
|
| S4 |
0.7339 |
0.7361 |
0.7446 |
|
|
| 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 |
0.7441 |
0.0289 |
3.9% |
0.0093 |
1.2% |
10% |
False |
False |
140,913 |
| 10 |
0.7730 |
0.7441 |
0.0289 |
3.9% |
0.0081 |
1.1% |
10% |
False |
False |
127,622 |
| 20 |
0.7730 |
0.7441 |
0.0289 |
3.9% |
0.0077 |
1.0% |
10% |
False |
False |
108,800 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.6% |
0.0077 |
1.0% |
18% |
False |
False |
94,971 |
| 60 |
0.7748 |
0.7283 |
0.0465 |
6.2% |
0.0085 |
1.1% |
40% |
False |
False |
96,948 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.5% |
0.0084 |
1.1% |
56% |
False |
False |
83,163 |
| 100 |
0.7748 |
0.7115 |
0.0633 |
8.5% |
0.0083 |
1.1% |
56% |
False |
False |
66,606 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0082 |
1.1% |
54% |
False |
False |
55,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7609 |
|
1.618 |
0.7565 |
|
1.000 |
0.7538 |
|
0.618 |
0.7521 |
|
HIGH |
0.7494 |
|
0.618 |
0.7477 |
|
0.500 |
0.7472 |
|
0.382 |
0.7467 |
|
LOW |
0.7450 |
|
0.618 |
0.7423 |
|
1.000 |
0.7406 |
|
1.618 |
0.7379 |
|
2.618 |
0.7335 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7472 |
0.7504 |
| PP |
0.7471 |
0.7492 |
| S1 |
0.7471 |
0.7481 |
|