CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7462 |
0.7545 |
0.0083 |
1.1% |
0.7441 |
| High |
0.7555 |
0.7557 |
0.0002 |
0.0% |
0.7555 |
| Low |
0.7452 |
0.7503 |
0.0051 |
0.7% |
0.7388 |
| Close |
0.7551 |
0.7516 |
-0.0035 |
-0.5% |
0.7551 |
| Range |
0.0103 |
0.0054 |
-0.0049 |
-47.6% |
0.0167 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
111,712 |
74,308 |
-37,404 |
-33.5% |
449,786 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7687 |
0.7656 |
0.7546 |
|
| R3 |
0.7633 |
0.7602 |
0.7531 |
|
| R2 |
0.7579 |
0.7579 |
0.7526 |
|
| R1 |
0.7548 |
0.7548 |
0.7521 |
0.7537 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7520 |
| S1 |
0.7494 |
0.7494 |
0.7511 |
0.7483 |
| S2 |
0.7471 |
0.7471 |
0.7506 |
|
| S3 |
0.7417 |
0.7440 |
0.7501 |
|
| S4 |
0.7363 |
0.7386 |
0.7486 |
|
|
| 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 |
0.7557 |
0.7388 |
0.0169 |
2.2% |
0.0089 |
1.2% |
76% |
True |
False |
104,818 |
| 10 |
0.7557 |
0.7302 |
0.0255 |
3.4% |
0.0090 |
1.2% |
84% |
True |
False |
101,905 |
| 20 |
0.7620 |
0.7260 |
0.0360 |
4.8% |
0.0101 |
1.3% |
71% |
False |
False |
103,878 |
| 40 |
0.7620 |
0.7115 |
0.0505 |
6.7% |
0.0087 |
1.2% |
79% |
False |
False |
58,221 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0086 |
1.1% |
61% |
False |
False |
38,906 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0084 |
1.1% |
61% |
False |
False |
29,195 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.0% |
0.0074 |
1.0% |
65% |
False |
False |
23,358 |
| 120 |
0.7777 |
0.6828 |
0.0949 |
12.6% |
0.0063 |
0.8% |
72% |
False |
False |
19,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7787 |
|
2.618 |
0.7698 |
|
1.618 |
0.7644 |
|
1.000 |
0.7611 |
|
0.618 |
0.7590 |
|
HIGH |
0.7557 |
|
0.618 |
0.7536 |
|
0.500 |
0.7530 |
|
0.382 |
0.7524 |
|
LOW |
0.7503 |
|
0.618 |
0.7470 |
|
1.000 |
0.7449 |
|
1.618 |
0.7416 |
|
2.618 |
0.7362 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7512 |
| PP |
0.7525 |
0.7507 |
| S1 |
0.7521 |
0.7503 |
|