CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7585 |
0.7623 |
0.0038 |
0.5% |
0.7563 |
High |
0.7644 |
0.7659 |
0.0015 |
0.2% |
0.7634 |
Low |
0.7569 |
0.7595 |
0.0026 |
0.3% |
0.7470 |
Close |
0.7625 |
0.7639 |
0.0014 |
0.2% |
0.7598 |
Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0164 |
ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
124 |
277 |
153 |
123.4% |
1,189 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7823 |
0.7795 |
0.7674 |
|
R3 |
0.7759 |
0.7731 |
0.7657 |
|
R2 |
0.7695 |
0.7695 |
0.7651 |
|
R1 |
0.7667 |
0.7667 |
0.7645 |
0.7681 |
PP |
0.7631 |
0.7631 |
0.7631 |
0.7638 |
S1 |
0.7603 |
0.7603 |
0.7633 |
0.7617 |
S2 |
0.7567 |
0.7567 |
0.7627 |
|
S3 |
0.7503 |
0.7539 |
0.7621 |
|
S4 |
0.7439 |
0.7475 |
0.7604 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8059 |
0.7993 |
0.7688 |
|
R3 |
0.7895 |
0.7829 |
0.7643 |
|
R2 |
0.7731 |
0.7731 |
0.7628 |
|
R1 |
0.7665 |
0.7665 |
0.7613 |
0.7698 |
PP |
0.7567 |
0.7567 |
0.7567 |
0.7584 |
S1 |
0.7501 |
0.7501 |
0.7583 |
0.7534 |
S2 |
0.7403 |
0.7403 |
0.7568 |
|
S3 |
0.7239 |
0.7337 |
0.7553 |
|
S4 |
0.7075 |
0.7173 |
0.7508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7659 |
0.7541 |
0.0118 |
1.5% |
0.0058 |
0.8% |
83% |
True |
False |
200 |
10 |
0.7659 |
0.7394 |
0.0265 |
3.5% |
0.0081 |
1.1% |
92% |
True |
False |
222 |
20 |
0.7659 |
0.7394 |
0.0265 |
3.5% |
0.0072 |
0.9% |
92% |
True |
False |
197 |
40 |
0.7659 |
0.7242 |
0.0417 |
5.5% |
0.0073 |
1.0% |
95% |
True |
False |
154 |
60 |
0.7659 |
0.7121 |
0.0538 |
7.0% |
0.0055 |
0.7% |
96% |
True |
False |
110 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0043 |
0.6% |
84% |
False |
False |
83 |
100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0036 |
0.5% |
84% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7931 |
2.618 |
0.7827 |
1.618 |
0.7763 |
1.000 |
0.7723 |
0.618 |
0.7699 |
HIGH |
0.7659 |
0.618 |
0.7635 |
0.500 |
0.7627 |
0.382 |
0.7619 |
LOW |
0.7595 |
0.618 |
0.7555 |
1.000 |
0.7531 |
1.618 |
0.7491 |
2.618 |
0.7427 |
4.250 |
0.7323 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7635 |
0.7631 |
PP |
0.7631 |
0.7622 |
S1 |
0.7627 |
0.7614 |
|