CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7566 |
0.7491 |
-0.0075 |
-1.0% |
0.7545 |
| High |
0.7571 |
0.7502 |
-0.0069 |
-0.9% |
0.7661 |
| Low |
0.7459 |
0.7447 |
-0.0012 |
-0.2% |
0.7503 |
| Close |
0.7493 |
0.7459 |
-0.0034 |
-0.5% |
0.7580 |
| Range |
0.0112 |
0.0055 |
-0.0057 |
-50.9% |
0.0158 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
93,970 |
65,982 |
-27,988 |
-29.8% |
455,390 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7602 |
0.7489 |
|
| R3 |
0.7579 |
0.7547 |
0.7474 |
|
| R2 |
0.7524 |
0.7524 |
0.7469 |
|
| R1 |
0.7492 |
0.7492 |
0.7464 |
0.7481 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7464 |
| S1 |
0.7437 |
0.7437 |
0.7454 |
0.7426 |
| S2 |
0.7414 |
0.7414 |
0.7449 |
|
| S3 |
0.7359 |
0.7382 |
0.7444 |
|
| S4 |
0.7304 |
0.7327 |
0.7429 |
|
|
| 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 |
0.7447 |
0.0214 |
2.9% |
0.0076 |
1.0% |
6% |
False |
True |
79,201 |
| 10 |
0.7661 |
0.7447 |
0.0214 |
2.9% |
0.0080 |
1.1% |
6% |
False |
True |
87,870 |
| 20 |
0.7661 |
0.7283 |
0.0378 |
5.1% |
0.0100 |
1.3% |
47% |
False |
False |
99,714 |
| 40 |
0.7661 |
0.7115 |
0.0546 |
7.3% |
0.0090 |
1.2% |
63% |
False |
False |
72,988 |
| 60 |
0.7710 |
0.7115 |
0.0595 |
8.0% |
0.0087 |
1.2% |
58% |
False |
False |
48,794 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0085 |
1.1% |
52% |
False |
False |
36,625 |
| 100 |
0.7777 |
0.7028 |
0.0749 |
10.0% |
0.0080 |
1.1% |
58% |
False |
False |
29,305 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0067 |
0.9% |
61% |
False |
False |
24,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7736 |
|
2.618 |
0.7646 |
|
1.618 |
0.7591 |
|
1.000 |
0.7557 |
|
0.618 |
0.7536 |
|
HIGH |
0.7502 |
|
0.618 |
0.7481 |
|
0.500 |
0.7475 |
|
0.382 |
0.7468 |
|
LOW |
0.7447 |
|
0.618 |
0.7413 |
|
1.000 |
0.7392 |
|
1.618 |
0.7358 |
|
2.618 |
0.7303 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7519 |
| PP |
0.7469 |
0.7499 |
| S1 |
0.7464 |
0.7479 |
|