CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7498 |
0.7462 |
-0.0036 |
-0.5% |
0.7441 |
| High |
0.7520 |
0.7555 |
0.0035 |
0.5% |
0.7555 |
| Low |
0.7448 |
0.7452 |
0.0004 |
0.1% |
0.7388 |
| Close |
0.7456 |
0.7551 |
0.0095 |
1.3% |
0.7551 |
| Range |
0.0072 |
0.0103 |
0.0031 |
43.1% |
0.0167 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
98,013 |
111,712 |
13,699 |
14.0% |
449,786 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7793 |
0.7608 |
|
| R3 |
0.7725 |
0.7690 |
0.7579 |
|
| R2 |
0.7622 |
0.7622 |
0.7570 |
|
| R1 |
0.7587 |
0.7587 |
0.7560 |
0.7605 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7528 |
| S1 |
0.7484 |
0.7484 |
0.7542 |
0.7502 |
| S2 |
0.7416 |
0.7416 |
0.7532 |
|
| S3 |
0.7313 |
0.7381 |
0.7523 |
|
| S4 |
0.7210 |
0.7278 |
0.7494 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7942 |
0.7643 |
|
| R3 |
0.7832 |
0.7775 |
0.7597 |
|
| R2 |
0.7665 |
0.7665 |
0.7582 |
|
| R1 |
0.7608 |
0.7608 |
0.7566 |
0.7637 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7512 |
| S1 |
0.7441 |
0.7441 |
0.7536 |
0.7470 |
| S2 |
0.7331 |
0.7331 |
0.7520 |
|
| S3 |
0.7164 |
0.7274 |
0.7505 |
|
| S4 |
0.6997 |
0.7107 |
0.7459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7555 |
0.7388 |
0.0167 |
2.2% |
0.0091 |
1.2% |
98% |
True |
False |
103,545 |
| 10 |
0.7620 |
0.7283 |
0.0337 |
4.5% |
0.0118 |
1.6% |
80% |
False |
False |
115,846 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0101 |
1.3% |
81% |
False |
False |
104,994 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.7% |
0.0087 |
1.2% |
86% |
False |
False |
56,368 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0086 |
1.1% |
66% |
False |
False |
37,671 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0085 |
1.1% |
66% |
False |
False |
28,267 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0074 |
1.0% |
70% |
False |
False |
22,615 |
| 120 |
0.7777 |
0.6828 |
0.0949 |
12.6% |
0.0062 |
0.8% |
76% |
False |
False |
18,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7825 |
|
1.618 |
0.7722 |
|
1.000 |
0.7658 |
|
0.618 |
0.7619 |
|
HIGH |
0.7555 |
|
0.618 |
0.7516 |
|
0.500 |
0.7504 |
|
0.382 |
0.7491 |
|
LOW |
0.7452 |
|
0.618 |
0.7388 |
|
1.000 |
0.7349 |
|
1.618 |
0.7285 |
|
2.618 |
0.7182 |
|
4.250 |
0.7014 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7525 |
| PP |
0.7519 |
0.7498 |
| S1 |
0.7504 |
0.7472 |
|