CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7495 |
0.7480 |
-0.0015 |
-0.2% |
0.7573 |
| High |
0.7568 |
0.7537 |
-0.0031 |
-0.4% |
0.7590 |
| Low |
0.7407 |
0.7474 |
0.0067 |
0.9% |
0.7428 |
| Close |
0.7469 |
0.7490 |
0.0021 |
0.3% |
0.7452 |
| Range |
0.0161 |
0.0063 |
-0.0098 |
-60.9% |
0.0162 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
114,453 |
69,116 |
-45,337 |
-39.6% |
354,763 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7653 |
0.7525 |
|
| R3 |
0.7626 |
0.7590 |
0.7507 |
|
| R2 |
0.7563 |
0.7563 |
0.7502 |
|
| R1 |
0.7527 |
0.7527 |
0.7496 |
0.7545 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7510 |
| S1 |
0.7464 |
0.7464 |
0.7484 |
0.7482 |
| S2 |
0.7437 |
0.7437 |
0.7478 |
|
| S3 |
0.7374 |
0.7401 |
0.7473 |
|
| S4 |
0.7311 |
0.7338 |
0.7455 |
|
|
| 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 |
0.7568 |
0.7407 |
0.0161 |
2.1% |
0.0081 |
1.1% |
52% |
False |
False |
74,592 |
| 10 |
0.7661 |
0.7407 |
0.0254 |
3.4% |
0.0078 |
1.0% |
33% |
False |
False |
75,780 |
| 20 |
0.7661 |
0.7351 |
0.0310 |
4.1% |
0.0082 |
1.1% |
45% |
False |
False |
87,766 |
| 40 |
0.7661 |
0.7175 |
0.0486 |
6.5% |
0.0091 |
1.2% |
65% |
False |
False |
83,859 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.3% |
0.0084 |
1.1% |
69% |
False |
False |
56,188 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0085 |
1.1% |
57% |
False |
False |
42,190 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
57% |
False |
False |
33,760 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.8% |
0.0071 |
1.0% |
64% |
False |
False |
28,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7805 |
|
2.618 |
0.7702 |
|
1.618 |
0.7639 |
|
1.000 |
0.7600 |
|
0.618 |
0.7576 |
|
HIGH |
0.7537 |
|
0.618 |
0.7513 |
|
0.500 |
0.7506 |
|
0.382 |
0.7498 |
|
LOW |
0.7474 |
|
0.618 |
0.7435 |
|
1.000 |
0.7411 |
|
1.618 |
0.7372 |
|
2.618 |
0.7309 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7489 |
| PP |
0.7500 |
0.7488 |
| S1 |
0.7495 |
0.7488 |
|