CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7691 |
0.7652 |
-0.0039 |
-0.5% |
0.7598 |
| High |
0.7703 |
0.7716 |
0.0013 |
0.2% |
0.7748 |
| Low |
0.7602 |
0.7642 |
0.0040 |
0.5% |
0.7588 |
| Close |
0.7644 |
0.7686 |
0.0042 |
0.5% |
0.7641 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.7% |
0.0160 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
108,091 |
92,293 |
-15,798 |
-14.6% |
392,983 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7869 |
0.7727 |
|
| R3 |
0.7829 |
0.7795 |
0.7706 |
|
| R2 |
0.7755 |
0.7755 |
0.7700 |
|
| R1 |
0.7721 |
0.7721 |
0.7693 |
0.7738 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7690 |
| S1 |
0.7647 |
0.7647 |
0.7679 |
0.7664 |
| S2 |
0.7607 |
0.7607 |
0.7672 |
|
| S3 |
0.7533 |
0.7573 |
0.7666 |
|
| S4 |
0.7459 |
0.7499 |
0.7645 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8050 |
0.7729 |
|
| R3 |
0.7979 |
0.7890 |
0.7685 |
|
| R2 |
0.7819 |
0.7819 |
0.7670 |
|
| R1 |
0.7730 |
0.7730 |
0.7656 |
0.7775 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7681 |
| S1 |
0.7570 |
0.7570 |
0.7626 |
0.7615 |
| S2 |
0.7499 |
0.7499 |
0.7612 |
|
| S3 |
0.7339 |
0.7410 |
0.7597 |
|
| S4 |
0.7179 |
0.7250 |
0.7553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7743 |
0.7602 |
0.0141 |
1.8% |
0.0081 |
1.1% |
60% |
False |
False |
96,049 |
| 10 |
0.7748 |
0.7588 |
0.0160 |
2.1% |
0.0074 |
1.0% |
61% |
False |
False |
87,350 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0081 |
1.1% |
82% |
False |
False |
84,234 |
| 40 |
0.7748 |
0.7283 |
0.0465 |
6.0% |
0.0090 |
1.2% |
87% |
False |
False |
91,931 |
| 60 |
0.7748 |
0.7122 |
0.0626 |
8.1% |
0.0087 |
1.1% |
90% |
False |
False |
77,918 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.2% |
0.0086 |
1.1% |
90% |
False |
False |
58,560 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0084 |
1.1% |
86% |
False |
False |
46,872 |
| 120 |
0.7777 |
0.7114 |
0.0663 |
8.6% |
0.0080 |
1.0% |
86% |
False |
False |
39,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7910 |
|
1.618 |
0.7836 |
|
1.000 |
0.7790 |
|
0.618 |
0.7762 |
|
HIGH |
0.7716 |
|
0.618 |
0.7688 |
|
0.500 |
0.7679 |
|
0.382 |
0.7670 |
|
LOW |
0.7642 |
|
0.618 |
0.7596 |
|
1.000 |
0.7568 |
|
1.618 |
0.7522 |
|
2.618 |
0.7448 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7684 |
0.7682 |
| PP |
0.7681 |
0.7677 |
| S1 |
0.7679 |
0.7673 |
|