CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7473 |
0.0013 |
0.2% |
0.7570 |
| High |
0.7494 |
0.7522 |
0.0028 |
0.4% |
0.7730 |
| Low |
0.7450 |
0.7445 |
-0.0005 |
-0.1% |
0.7531 |
| Close |
0.7470 |
0.7515 |
0.0045 |
0.6% |
0.7548 |
| Range |
0.0044 |
0.0077 |
0.0033 |
75.0% |
0.0199 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
139,851 |
142,493 |
2,642 |
1.9% |
492,679 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7697 |
0.7557 |
|
| R3 |
0.7648 |
0.7620 |
0.7536 |
|
| R2 |
0.7571 |
0.7571 |
0.7529 |
|
| R1 |
0.7543 |
0.7543 |
0.7522 |
0.7557 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7501 |
| S1 |
0.7466 |
0.7466 |
0.7508 |
0.7480 |
| S2 |
0.7417 |
0.7417 |
0.7501 |
|
| S3 |
0.7340 |
0.7389 |
0.7494 |
|
| S4 |
0.7263 |
0.7312 |
0.7473 |
|
|
| 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 |
0.7656 |
0.7441 |
0.0215 |
2.9% |
0.0089 |
1.2% |
34% |
False |
False |
145,795 |
| 10 |
0.7730 |
0.7441 |
0.0289 |
3.8% |
0.0085 |
1.1% |
26% |
False |
False |
131,537 |
| 20 |
0.7730 |
0.7441 |
0.0289 |
3.8% |
0.0076 |
1.0% |
26% |
False |
False |
110,520 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0078 |
1.0% |
32% |
False |
False |
96,884 |
| 60 |
0.7748 |
0.7283 |
0.0465 |
6.2% |
0.0085 |
1.1% |
50% |
False |
False |
97,827 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0084 |
1.1% |
63% |
False |
False |
84,936 |
| 100 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0083 |
1.1% |
63% |
False |
False |
68,030 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0083 |
1.1% |
60% |
False |
False |
56,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7724 |
|
1.618 |
0.7647 |
|
1.000 |
0.7599 |
|
0.618 |
0.7570 |
|
HIGH |
0.7522 |
|
0.618 |
0.7493 |
|
0.500 |
0.7484 |
|
0.382 |
0.7474 |
|
LOW |
0.7445 |
|
0.618 |
0.7397 |
|
1.000 |
0.7368 |
|
1.618 |
0.7320 |
|
2.618 |
0.7243 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7511 |
| PP |
0.7494 |
0.7507 |
| S1 |
0.7484 |
0.7504 |
|