CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7498 |
0.0056 |
0.8% |
0.7413 |
| High |
0.7509 |
0.7520 |
0.0011 |
0.1% |
0.7483 |
| Low |
0.7388 |
0.7448 |
0.0060 |
0.8% |
0.7302 |
| Close |
0.7499 |
0.7456 |
-0.0043 |
-0.6% |
0.7463 |
| Range |
0.0121 |
0.0072 |
-0.0049 |
-40.5% |
0.0181 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
113,004 |
98,013 |
-14,991 |
-13.3% |
494,958 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7645 |
0.7496 |
|
| R3 |
0.7619 |
0.7573 |
0.7476 |
|
| R2 |
0.7547 |
0.7547 |
0.7469 |
|
| R1 |
0.7501 |
0.7501 |
0.7463 |
0.7488 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7468 |
| S1 |
0.7429 |
0.7429 |
0.7449 |
0.7416 |
| S2 |
0.7403 |
0.7403 |
0.7443 |
|
| S3 |
0.7331 |
0.7357 |
0.7436 |
|
| S4 |
0.7259 |
0.7285 |
0.7416 |
|
|
| 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 |
2.4% |
0.0091 |
1.2% |
60% |
False |
False |
105,824 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0119 |
1.6% |
51% |
False |
False |
113,932 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0100 |
1.3% |
54% |
False |
False |
102,042 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.8% |
0.0086 |
1.2% |
68% |
False |
False |
53,579 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0086 |
1.2% |
52% |
False |
False |
35,810 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0084 |
1.1% |
52% |
False |
False |
26,870 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.0% |
0.0073 |
1.0% |
57% |
False |
False |
21,498 |
| 120 |
0.7777 |
0.6789 |
0.0988 |
13.3% |
0.0062 |
0.8% |
68% |
False |
False |
17,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7826 |
|
2.618 |
0.7708 |
|
1.618 |
0.7636 |
|
1.000 |
0.7592 |
|
0.618 |
0.7564 |
|
HIGH |
0.7520 |
|
0.618 |
0.7492 |
|
0.500 |
0.7484 |
|
0.382 |
0.7476 |
|
LOW |
0.7448 |
|
0.618 |
0.7404 |
|
1.000 |
0.7376 |
|
1.618 |
0.7332 |
|
2.618 |
0.7260 |
|
4.250 |
0.7142 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7484 |
0.7458 |
| PP |
0.7475 |
0.7457 |
| S1 |
0.7465 |
0.7457 |
|