CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7473 |
0.7517 |
0.0044 |
0.6% |
0.7540 |
| High |
0.7522 |
0.7527 |
0.0005 |
0.1% |
0.7566 |
| Low |
0.7445 |
0.7475 |
0.0030 |
0.4% |
0.7441 |
| Close |
0.7515 |
0.7479 |
-0.0036 |
-0.5% |
0.7479 |
| Range |
0.0077 |
0.0052 |
-0.0025 |
-32.5% |
0.0125 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
142,493 |
17,515 |
-124,978 |
-87.7% |
609,423 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7650 |
0.7616 |
0.7508 |
|
| R3 |
0.7598 |
0.7564 |
0.7493 |
|
| R2 |
0.7546 |
0.7546 |
0.7489 |
|
| R1 |
0.7512 |
0.7512 |
0.7484 |
0.7503 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7489 |
| S1 |
0.7460 |
0.7460 |
0.7474 |
0.7451 |
| S2 |
0.7442 |
0.7442 |
0.7469 |
|
| S3 |
0.7390 |
0.7408 |
0.7465 |
|
| S4 |
0.7338 |
0.7356 |
0.7450 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7800 |
0.7548 |
|
| R3 |
0.7745 |
0.7675 |
0.7513 |
|
| R2 |
0.7620 |
0.7620 |
0.7502 |
|
| R1 |
0.7550 |
0.7550 |
0.7490 |
0.7523 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7482 |
| S1 |
0.7425 |
0.7425 |
0.7468 |
0.7398 |
| S2 |
0.7370 |
0.7370 |
0.7456 |
|
| S3 |
0.7245 |
0.7300 |
0.7445 |
|
| S4 |
0.7120 |
0.7175 |
0.7410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7566 |
0.7441 |
0.0125 |
1.7% |
0.0074 |
1.0% |
30% |
False |
False |
121,884 |
| 10 |
0.7730 |
0.7441 |
0.0289 |
3.9% |
0.0085 |
1.1% |
13% |
False |
False |
122,228 |
| 20 |
0.7730 |
0.7441 |
0.0289 |
3.9% |
0.0075 |
1.0% |
13% |
False |
False |
106,781 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.6% |
0.0078 |
1.0% |
21% |
False |
False |
95,508 |
| 60 |
0.7748 |
0.7283 |
0.0465 |
6.2% |
0.0085 |
1.1% |
42% |
False |
False |
96,881 |
| 80 |
0.7748 |
0.7122 |
0.0626 |
8.4% |
0.0084 |
1.1% |
57% |
False |
False |
85,134 |
| 100 |
0.7748 |
0.7115 |
0.0633 |
8.5% |
0.0083 |
1.1% |
58% |
False |
False |
68,205 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0082 |
1.1% |
55% |
False |
False |
56,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7663 |
|
1.618 |
0.7611 |
|
1.000 |
0.7579 |
|
0.618 |
0.7559 |
|
HIGH |
0.7527 |
|
0.618 |
0.7507 |
|
0.500 |
0.7501 |
|
0.382 |
0.7495 |
|
LOW |
0.7475 |
|
0.618 |
0.7443 |
|
1.000 |
0.7423 |
|
1.618 |
0.7391 |
|
2.618 |
0.7339 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7486 |
| PP |
0.7494 |
0.7484 |
| S1 |
0.7486 |
0.7481 |
|