CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7613 |
0.0021 |
0.3% |
0.7545 |
| High |
0.7635 |
0.7661 |
0.0026 |
0.3% |
0.7661 |
| Low |
0.7574 |
0.7543 |
-0.0031 |
-0.4% |
0.7503 |
| Close |
0.7621 |
0.7580 |
-0.0041 |
-0.5% |
0.7580 |
| Range |
0.0061 |
0.0118 |
0.0057 |
93.4% |
0.0158 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.8% |
0.0000 |
| Volume |
83,723 |
98,696 |
14,973 |
17.9% |
455,390 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7882 |
0.7645 |
|
| R3 |
0.7831 |
0.7764 |
0.7612 |
|
| R2 |
0.7713 |
0.7713 |
0.7602 |
|
| R1 |
0.7646 |
0.7646 |
0.7591 |
0.7621 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7582 |
| S1 |
0.7528 |
0.7528 |
0.7569 |
0.7503 |
| S2 |
0.7477 |
0.7477 |
0.7558 |
|
| S3 |
0.7359 |
0.7410 |
0.7548 |
|
| S4 |
0.7241 |
0.7292 |
0.7515 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.7976 |
0.7667 |
|
| R3 |
0.7897 |
0.7818 |
0.7623 |
|
| R2 |
0.7739 |
0.7739 |
0.7609 |
|
| R1 |
0.7660 |
0.7660 |
0.7594 |
0.7700 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7601 |
| S1 |
0.7502 |
0.7502 |
0.7566 |
0.7542 |
| S2 |
0.7423 |
0.7423 |
0.7551 |
|
| S3 |
0.7265 |
0.7344 |
0.7537 |
|
| S4 |
0.7107 |
0.7186 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7661 |
0.7503 |
0.0158 |
2.1% |
0.0084 |
1.1% |
49% |
True |
False |
91,078 |
| 10 |
0.7661 |
0.7388 |
0.0273 |
3.6% |
0.0088 |
1.2% |
70% |
True |
False |
97,311 |
| 20 |
0.7661 |
0.7283 |
0.0378 |
5.0% |
0.0099 |
1.3% |
79% |
True |
False |
101,388 |
| 40 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0089 |
1.2% |
85% |
True |
False |
67,708 |
| 60 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0087 |
1.1% |
70% |
False |
False |
45,242 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
70% |
False |
False |
33,957 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0078 |
1.0% |
74% |
False |
False |
27,169 |
| 120 |
0.7777 |
0.6946 |
0.0831 |
11.0% |
0.0066 |
0.9% |
76% |
False |
False |
22,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.7970 |
|
1.618 |
0.7852 |
|
1.000 |
0.7779 |
|
0.618 |
0.7734 |
|
HIGH |
0.7661 |
|
0.618 |
0.7616 |
|
0.500 |
0.7602 |
|
0.382 |
0.7588 |
|
LOW |
0.7543 |
|
0.618 |
0.7470 |
|
1.000 |
0.7425 |
|
1.618 |
0.7352 |
|
2.618 |
0.7234 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7602 |
| PP |
0.7595 |
0.7595 |
| S1 |
0.7587 |
0.7587 |
|