CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7514 |
-0.0031 |
-0.4% |
0.7441 |
| High |
0.7557 |
0.7640 |
0.0083 |
1.1% |
0.7555 |
| Low |
0.7503 |
0.7512 |
0.0009 |
0.1% |
0.7388 |
| Close |
0.7516 |
0.7619 |
0.0103 |
1.4% |
0.7551 |
| Range |
0.0054 |
0.0128 |
0.0074 |
137.0% |
0.0167 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
74,308 |
104,572 |
30,264 |
40.7% |
449,786 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7925 |
0.7689 |
|
| R3 |
0.7846 |
0.7797 |
0.7654 |
|
| R2 |
0.7718 |
0.7718 |
0.7642 |
|
| R1 |
0.7669 |
0.7669 |
0.7631 |
0.7694 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7603 |
| S1 |
0.7541 |
0.7541 |
0.7607 |
0.7566 |
| S2 |
0.7462 |
0.7462 |
0.7596 |
|
| S3 |
0.7334 |
0.7413 |
0.7584 |
|
| S4 |
0.7206 |
0.7285 |
0.7549 |
|
|
| 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 |
0.7640 |
0.7388 |
0.0252 |
3.3% |
0.0096 |
1.3% |
92% |
True |
False |
100,321 |
| 10 |
0.7640 |
0.7311 |
0.0329 |
4.3% |
0.0090 |
1.2% |
94% |
True |
False |
100,650 |
| 20 |
0.7640 |
0.7260 |
0.0380 |
5.0% |
0.0104 |
1.4% |
94% |
True |
False |
104,904 |
| 40 |
0.7640 |
0.7115 |
0.0525 |
6.9% |
0.0088 |
1.2% |
96% |
True |
False |
60,825 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0087 |
1.1% |
76% |
False |
False |
40,641 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
76% |
False |
False |
30,502 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0076 |
1.0% |
79% |
False |
False |
24,404 |
| 120 |
0.7777 |
0.6900 |
0.0877 |
11.5% |
0.0064 |
0.8% |
82% |
False |
False |
20,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.7975 |
|
1.618 |
0.7847 |
|
1.000 |
0.7768 |
|
0.618 |
0.7719 |
|
HIGH |
0.7640 |
|
0.618 |
0.7591 |
|
0.500 |
0.7576 |
|
0.382 |
0.7561 |
|
LOW |
0.7512 |
|
0.618 |
0.7433 |
|
1.000 |
0.7384 |
|
1.618 |
0.7305 |
|
2.618 |
0.7177 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7595 |
| PP |
0.7590 |
0.7570 |
| S1 |
0.7576 |
0.7546 |
|