CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7536 |
0.0037 |
0.5% |
0.7530 |
| High |
0.7539 |
0.7595 |
0.0056 |
0.7% |
0.7595 |
| Low |
0.7485 |
0.7518 |
0.0033 |
0.4% |
0.7472 |
| Close |
0.7536 |
0.7548 |
0.0012 |
0.2% |
0.7548 |
| Range |
0.0054 |
0.0077 |
0.0023 |
42.6% |
0.0123 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
0.9% |
0.0000 |
| Volume |
998 |
1,922 |
924 |
92.6% |
4,814 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7785 |
0.7743 |
0.7590 |
|
| R3 |
0.7708 |
0.7666 |
0.7569 |
|
| R2 |
0.7631 |
0.7631 |
0.7562 |
|
| R1 |
0.7589 |
0.7589 |
0.7555 |
0.7610 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7564 |
| S1 |
0.7512 |
0.7512 |
0.7541 |
0.7533 |
| S2 |
0.7477 |
0.7477 |
0.7534 |
|
| S3 |
0.7400 |
0.7435 |
0.7527 |
|
| S4 |
0.7323 |
0.7358 |
0.7506 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7851 |
0.7616 |
|
| R3 |
0.7784 |
0.7728 |
0.7582 |
|
| R2 |
0.7661 |
0.7661 |
0.7571 |
|
| R1 |
0.7605 |
0.7605 |
0.7559 |
0.7633 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7553 |
| S1 |
0.7482 |
0.7482 |
0.7537 |
0.7510 |
| S2 |
0.7415 |
0.7415 |
0.7525 |
|
| S3 |
0.7292 |
0.7359 |
0.7514 |
|
| S4 |
0.7169 |
0.7236 |
0.7480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7595 |
0.7472 |
0.0123 |
1.6% |
0.0061 |
0.8% |
62% |
True |
False |
962 |
| 10 |
0.7670 |
0.7472 |
0.0198 |
2.6% |
0.0062 |
0.8% |
38% |
False |
False |
591 |
| 20 |
0.7728 |
0.7472 |
0.0256 |
3.4% |
0.0067 |
0.9% |
30% |
False |
False |
527 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0069 |
0.9% |
46% |
False |
False |
354 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
63% |
False |
False |
272 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0057 |
0.8% |
70% |
False |
False |
209 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0047 |
0.6% |
69% |
False |
False |
168 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0041 |
0.5% |
69% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7922 |
|
2.618 |
0.7797 |
|
1.618 |
0.7720 |
|
1.000 |
0.7672 |
|
0.618 |
0.7643 |
|
HIGH |
0.7595 |
|
0.618 |
0.7566 |
|
0.500 |
0.7557 |
|
0.382 |
0.7547 |
|
LOW |
0.7518 |
|
0.618 |
0.7470 |
|
1.000 |
0.7441 |
|
1.618 |
0.7393 |
|
2.618 |
0.7316 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7543 |
| PP |
0.7554 |
0.7538 |
| S1 |
0.7551 |
0.7534 |
|