CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7655 |
-0.0009 |
-0.1% |
0.7530 |
| High |
0.7677 |
0.7713 |
0.0036 |
0.5% |
0.7595 |
| Low |
0.7632 |
0.7617 |
-0.0015 |
-0.2% |
0.7472 |
| Close |
0.7653 |
0.7624 |
-0.0029 |
-0.4% |
0.7548 |
| Range |
0.0045 |
0.0096 |
0.0051 |
113.3% |
0.0123 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
2,446 |
5,616 |
3,170 |
129.6% |
4,814 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7878 |
0.7677 |
|
| R3 |
0.7843 |
0.7782 |
0.7650 |
|
| R2 |
0.7747 |
0.7747 |
0.7642 |
|
| R1 |
0.7686 |
0.7686 |
0.7633 |
0.7669 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7643 |
| S1 |
0.7590 |
0.7590 |
0.7615 |
0.7573 |
| S2 |
0.7555 |
0.7555 |
0.7606 |
|
| S3 |
0.7459 |
0.7494 |
0.7598 |
|
| S4 |
0.7363 |
0.7398 |
0.7571 |
|
|
| 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 |
0.7713 |
0.7485 |
0.0228 |
3.0% |
0.0081 |
1.1% |
61% |
True |
False |
3,183 |
| 10 |
0.7713 |
0.7472 |
0.0241 |
3.2% |
0.0075 |
1.0% |
63% |
True |
False |
1,833 |
| 20 |
0.7726 |
0.7472 |
0.0254 |
3.3% |
0.0069 |
0.9% |
60% |
False |
False |
1,141 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
69% |
False |
False |
676 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0073 |
1.0% |
79% |
False |
False |
485 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0059 |
0.8% |
83% |
False |
False |
372 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0049 |
0.6% |
82% |
False |
False |
298 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.6% |
82% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8121 |
|
2.618 |
0.7964 |
|
1.618 |
0.7868 |
|
1.000 |
0.7809 |
|
0.618 |
0.7772 |
|
HIGH |
0.7713 |
|
0.618 |
0.7676 |
|
0.500 |
0.7665 |
|
0.382 |
0.7654 |
|
LOW |
0.7617 |
|
0.618 |
0.7558 |
|
1.000 |
0.7521 |
|
1.618 |
0.7462 |
|
2.618 |
0.7366 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7625 |
| PP |
0.7651 |
0.7624 |
| S1 |
0.7638 |
0.7624 |
|