CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7367 |
0.0054 |
0.7% |
0.7400 |
| High |
0.7394 |
0.7436 |
0.0042 |
0.6% |
0.7620 |
| Low |
0.7311 |
0.7360 |
0.0049 |
0.7% |
0.7283 |
| Close |
0.7346 |
0.7418 |
0.0072 |
1.0% |
0.7480 |
| Range |
0.0083 |
0.0076 |
-0.0007 |
-8.4% |
0.0337 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
90,308 |
96,481 |
6,173 |
6.8% |
550,399 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7601 |
0.7460 |
|
| R3 |
0.7557 |
0.7525 |
0.7439 |
|
| R2 |
0.7481 |
0.7481 |
0.7432 |
|
| R1 |
0.7449 |
0.7449 |
0.7425 |
0.7465 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7413 |
| S1 |
0.7373 |
0.7373 |
0.7411 |
0.7389 |
| S2 |
0.7329 |
0.7329 |
0.7404 |
|
| S3 |
0.7253 |
0.7297 |
0.7397 |
|
| S4 |
0.7177 |
0.7221 |
0.7376 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8472 |
0.8313 |
0.7665 |
|
| R3 |
0.8135 |
0.7976 |
0.7573 |
|
| R2 |
0.7798 |
0.7798 |
0.7542 |
|
| R1 |
0.7639 |
0.7639 |
0.7511 |
0.7719 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7501 |
| S1 |
0.7302 |
0.7302 |
0.7449 |
0.7382 |
| S2 |
0.7124 |
0.7124 |
0.7418 |
|
| S3 |
0.6787 |
0.6965 |
0.7387 |
|
| S4 |
0.6450 |
0.6628 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0146 |
2.0% |
40% |
False |
False |
122,041 |
| 10 |
0.7620 |
0.7260 |
0.0360 |
4.9% |
0.0116 |
1.6% |
44% |
False |
False |
107,665 |
| 20 |
0.7620 |
0.7175 |
0.0445 |
6.0% |
0.0099 |
1.3% |
55% |
False |
False |
79,952 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.8% |
0.0085 |
1.1% |
60% |
False |
False |
40,399 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0086 |
1.2% |
46% |
False |
False |
26,999 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0082 |
1.1% |
46% |
False |
False |
20,258 |
| 100 |
0.7777 |
0.6970 |
0.0807 |
10.9% |
0.0069 |
0.9% |
56% |
False |
False |
16,207 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0059 |
0.8% |
64% |
False |
False |
13,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7635 |
|
1.618 |
0.7559 |
|
1.000 |
0.7512 |
|
0.618 |
0.7483 |
|
HIGH |
0.7436 |
|
0.618 |
0.7407 |
|
0.500 |
0.7398 |
|
0.382 |
0.7389 |
|
LOW |
0.7360 |
|
0.618 |
0.7313 |
|
1.000 |
0.7284 |
|
1.618 |
0.7237 |
|
2.618 |
0.7161 |
|
4.250 |
0.7037 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7402 |
| PP |
0.7405 |
0.7385 |
| S1 |
0.7398 |
0.7369 |
|