CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7480 |
0.0019 |
0.3% |
0.7573 |
| High |
0.7499 |
0.7493 |
-0.0006 |
-0.1% |
0.7590 |
| Low |
0.7442 |
0.7428 |
-0.0014 |
-0.2% |
0.7428 |
| Close |
0.7473 |
0.7452 |
-0.0021 |
-0.3% |
0.7452 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0162 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
72,562 |
68,614 |
-3,948 |
-5.4% |
354,763 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7617 |
0.7488 |
|
| R3 |
0.7588 |
0.7552 |
0.7470 |
|
| R2 |
0.7523 |
0.7523 |
0.7464 |
|
| R1 |
0.7487 |
0.7487 |
0.7458 |
0.7473 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7450 |
| S1 |
0.7422 |
0.7422 |
0.7446 |
0.7408 |
| S2 |
0.7393 |
0.7393 |
0.7440 |
|
| S3 |
0.7328 |
0.7357 |
0.7434 |
|
| S4 |
0.7263 |
0.7292 |
0.7416 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7876 |
0.7541 |
|
| R3 |
0.7814 |
0.7714 |
0.7497 |
|
| R2 |
0.7652 |
0.7652 |
0.7482 |
|
| R1 |
0.7552 |
0.7552 |
0.7467 |
0.7521 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7475 |
| S1 |
0.7390 |
0.7390 |
0.7437 |
0.7359 |
| S2 |
0.7328 |
0.7328 |
0.7422 |
|
| S3 |
0.7166 |
0.7228 |
0.7407 |
|
| S4 |
0.7004 |
0.7066 |
0.7363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7590 |
0.7428 |
0.0162 |
2.2% |
0.0064 |
0.9% |
15% |
False |
True |
70,952 |
| 10 |
0.7661 |
0.7428 |
0.0233 |
3.1% |
0.0074 |
1.0% |
10% |
False |
True |
81,015 |
| 20 |
0.7661 |
0.7283 |
0.0378 |
5.1% |
0.0096 |
1.3% |
45% |
False |
False |
98,431 |
| 40 |
0.7661 |
0.7122 |
0.0539 |
7.2% |
0.0090 |
1.2% |
61% |
False |
False |
76,469 |
| 60 |
0.7670 |
0.7115 |
0.0555 |
7.4% |
0.0085 |
1.1% |
61% |
False |
False |
51,130 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0084 |
1.1% |
51% |
False |
False |
38,389 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0081 |
1.1% |
51% |
False |
False |
30,716 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0069 |
0.9% |
60% |
False |
False |
25,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7663 |
|
1.618 |
0.7598 |
|
1.000 |
0.7558 |
|
0.618 |
0.7533 |
|
HIGH |
0.7493 |
|
0.618 |
0.7468 |
|
0.500 |
0.7461 |
|
0.382 |
0.7453 |
|
LOW |
0.7428 |
|
0.618 |
0.7388 |
|
1.000 |
0.7363 |
|
1.618 |
0.7323 |
|
2.618 |
0.7258 |
|
4.250 |
0.7152 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7465 |
| PP |
0.7458 |
0.7461 |
| S1 |
0.7455 |
0.7456 |
|