CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7442 |
0.0001 |
0.0% |
0.7413 |
| High |
0.7527 |
0.7509 |
-0.0018 |
-0.2% |
0.7483 |
| Low |
0.7433 |
0.7388 |
-0.0045 |
-0.6% |
0.7302 |
| Close |
0.7440 |
0.7499 |
0.0059 |
0.8% |
0.7463 |
| Range |
0.0094 |
0.0121 |
0.0027 |
28.7% |
0.0181 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.4% |
0.0000 |
| Volume |
127,057 |
113,004 |
-14,053 |
-11.1% |
494,958 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7785 |
0.7566 |
|
| R3 |
0.7707 |
0.7664 |
0.7532 |
|
| R2 |
0.7586 |
0.7586 |
0.7521 |
|
| R1 |
0.7543 |
0.7543 |
0.7510 |
0.7565 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7476 |
| S1 |
0.7422 |
0.7422 |
0.7488 |
0.7444 |
| S2 |
0.7344 |
0.7344 |
0.7477 |
|
| S3 |
0.7223 |
0.7301 |
0.7466 |
|
| S4 |
0.7102 |
0.7180 |
0.7432 |
|
|
| 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 |
0.7351 |
0.0176 |
2.3% |
0.0092 |
1.2% |
84% |
False |
False |
105,517 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0120 |
1.6% |
64% |
False |
False |
111,557 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0099 |
1.3% |
66% |
False |
False |
99,280 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.7% |
0.0086 |
1.1% |
76% |
False |
False |
51,140 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0086 |
1.2% |
58% |
False |
False |
34,178 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0084 |
1.1% |
58% |
False |
False |
25,646 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.0% |
0.0073 |
1.0% |
63% |
False |
False |
20,518 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.2% |
0.0061 |
0.8% |
72% |
False |
False |
17,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8023 |
|
2.618 |
0.7826 |
|
1.618 |
0.7705 |
|
1.000 |
0.7630 |
|
0.618 |
0.7584 |
|
HIGH |
0.7509 |
|
0.618 |
0.7463 |
|
0.500 |
0.7449 |
|
0.382 |
0.7434 |
|
LOW |
0.7388 |
|
0.618 |
0.7313 |
|
1.000 |
0.7267 |
|
1.618 |
0.7192 |
|
2.618 |
0.7071 |
|
4.250 |
0.6874 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7485 |
| PP |
0.7465 |
0.7471 |
| S1 |
0.7449 |
0.7458 |
|