CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7441 |
0.0018 |
0.2% |
0.7413 |
| High |
0.7483 |
0.7527 |
0.0044 |
0.6% |
0.7483 |
| Low |
0.7416 |
0.7433 |
0.0017 |
0.2% |
0.7302 |
| Close |
0.7463 |
0.7440 |
-0.0023 |
-0.3% |
0.7463 |
| Range |
0.0067 |
0.0094 |
0.0027 |
40.3% |
0.0181 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
67,942 |
127,057 |
59,115 |
87.0% |
494,958 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7688 |
0.7492 |
|
| R3 |
0.7655 |
0.7594 |
0.7466 |
|
| R2 |
0.7561 |
0.7561 |
0.7457 |
|
| R1 |
0.7500 |
0.7500 |
0.7449 |
0.7484 |
| PP |
0.7467 |
0.7467 |
0.7467 |
0.7458 |
| S1 |
0.7406 |
0.7406 |
0.7431 |
0.7390 |
| S2 |
0.7373 |
0.7373 |
0.7423 |
|
| S3 |
0.7279 |
0.7312 |
0.7414 |
|
| S4 |
0.7185 |
0.7218 |
0.7388 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7892 |
0.7563 |
|
| R3 |
0.7778 |
0.7711 |
0.7513 |
|
| R2 |
0.7597 |
0.7597 |
0.7496 |
|
| R1 |
0.7530 |
0.7530 |
0.7480 |
0.7564 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7433 |
| S1 |
0.7349 |
0.7349 |
0.7446 |
0.7383 |
| S2 |
0.7235 |
0.7235 |
0.7430 |
|
| S3 |
0.7054 |
0.7168 |
0.7413 |
|
| S4 |
0.6873 |
0.6987 |
0.7363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7527 |
0.7311 |
0.0216 |
2.9% |
0.0084 |
1.1% |
60% |
True |
False |
100,978 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0115 |
1.5% |
47% |
False |
False |
109,233 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0098 |
1.3% |
50% |
False |
False |
94,527 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.8% |
0.0085 |
1.1% |
64% |
False |
False |
48,324 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0086 |
1.2% |
49% |
False |
False |
32,298 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0083 |
1.1% |
49% |
False |
False |
24,234 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.1% |
0.0071 |
1.0% |
55% |
False |
False |
19,388 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0060 |
0.8% |
66% |
False |
False |
16,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7773 |
|
1.618 |
0.7679 |
|
1.000 |
0.7621 |
|
0.618 |
0.7585 |
|
HIGH |
0.7527 |
|
0.618 |
0.7491 |
|
0.500 |
0.7480 |
|
0.382 |
0.7469 |
|
LOW |
0.7433 |
|
0.618 |
0.7375 |
|
1.000 |
0.7339 |
|
1.618 |
0.7281 |
|
2.618 |
0.7187 |
|
4.250 |
0.7034 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7440 |
| PP |
0.7467 |
0.7439 |
| S1 |
0.7453 |
0.7439 |
|