CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7538 |
0.0018 |
0.2% |
0.7526 |
| High |
0.7548 |
0.7614 |
0.0066 |
0.9% |
0.7550 |
| Low |
0.7514 |
0.7518 |
0.0004 |
0.1% |
0.7423 |
| Close |
0.7534 |
0.7586 |
0.0052 |
0.7% |
0.7462 |
| Range |
0.0034 |
0.0096 |
0.0062 |
182.4% |
0.0127 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.2% |
0.0000 |
| Volume |
64,359 |
116,303 |
51,944 |
80.7% |
250,608 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7819 |
0.7639 |
|
| R3 |
0.7765 |
0.7723 |
0.7612 |
|
| R2 |
0.7669 |
0.7669 |
0.7604 |
|
| R1 |
0.7627 |
0.7627 |
0.7595 |
0.7648 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7583 |
| S1 |
0.7531 |
0.7531 |
0.7577 |
0.7552 |
| S2 |
0.7477 |
0.7477 |
0.7568 |
|
| S3 |
0.7381 |
0.7435 |
0.7560 |
|
| S4 |
0.7285 |
0.7339 |
0.7533 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7788 |
0.7532 |
|
| R3 |
0.7732 |
0.7661 |
0.7497 |
|
| R2 |
0.7605 |
0.7605 |
0.7485 |
|
| R1 |
0.7534 |
0.7534 |
0.7474 |
0.7506 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7465 |
| S1 |
0.7407 |
0.7407 |
0.7450 |
0.7379 |
| S2 |
0.7351 |
0.7351 |
0.7439 |
|
| S3 |
0.7224 |
0.7280 |
0.7427 |
|
| S4 |
0.7097 |
0.7153 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7614 |
0.7429 |
0.0185 |
2.4% |
0.0069 |
0.9% |
85% |
True |
False |
79,971 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0080 |
1.1% |
56% |
False |
False |
52,344 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0075 |
1.0% |
56% |
False |
False |
26,823 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0075 |
1.0% |
57% |
False |
False |
13,579 |
| 60 |
0.7728 |
0.7323 |
0.0405 |
5.3% |
0.0071 |
0.9% |
65% |
False |
False |
9,098 |
| 80 |
0.7728 |
0.7160 |
0.0568 |
7.5% |
0.0068 |
0.9% |
75% |
False |
False |
6,843 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0055 |
0.7% |
77% |
False |
False |
5,476 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0048 |
0.6% |
75% |
False |
False |
4,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7865 |
|
1.618 |
0.7769 |
|
1.000 |
0.7710 |
|
0.618 |
0.7673 |
|
HIGH |
0.7614 |
|
0.618 |
0.7577 |
|
0.500 |
0.7566 |
|
0.382 |
0.7555 |
|
LOW |
0.7518 |
|
0.618 |
0.7459 |
|
1.000 |
0.7422 |
|
1.618 |
0.7363 |
|
2.618 |
0.7267 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7571 |
| PP |
0.7573 |
0.7556 |
| S1 |
0.7566 |
0.7542 |
|