CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7494 |
0.0014 |
0.2% |
0.7446 |
| High |
0.7537 |
0.7599 |
0.0062 |
0.8% |
0.7599 |
| Low |
0.7474 |
0.7481 |
0.0007 |
0.1% |
0.7407 |
| Close |
0.7490 |
0.7591 |
0.0101 |
1.3% |
0.7591 |
| Range |
0.0063 |
0.0118 |
0.0055 |
87.3% |
0.0192 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.6% |
0.0000 |
| Volume |
69,116 |
107,881 |
38,765 |
56.1% |
412,229 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7911 |
0.7869 |
0.7656 |
|
| R3 |
0.7793 |
0.7751 |
0.7623 |
|
| R2 |
0.7675 |
0.7675 |
0.7613 |
|
| R1 |
0.7633 |
0.7633 |
0.7602 |
0.7654 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7568 |
| S1 |
0.7515 |
0.7515 |
0.7580 |
0.7536 |
| S2 |
0.7439 |
0.7439 |
0.7569 |
|
| S3 |
0.7321 |
0.7397 |
0.7559 |
|
| S4 |
0.7203 |
0.7279 |
0.7526 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8042 |
0.7697 |
|
| R3 |
0.7916 |
0.7850 |
0.7644 |
|
| R2 |
0.7724 |
0.7724 |
0.7626 |
|
| R1 |
0.7658 |
0.7658 |
0.7609 |
0.7691 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7549 |
| S1 |
0.7466 |
0.7466 |
0.7573 |
0.7499 |
| S2 |
0.7340 |
0.7340 |
0.7556 |
|
| S3 |
0.7148 |
0.7274 |
0.7538 |
|
| S4 |
0.6956 |
0.7082 |
0.7485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7599 |
0.7407 |
0.0192 |
2.5% |
0.0091 |
1.2% |
96% |
True |
False |
82,445 |
| 10 |
0.7599 |
0.7407 |
0.0192 |
2.5% |
0.0078 |
1.0% |
96% |
True |
False |
76,699 |
| 20 |
0.7661 |
0.7388 |
0.0273 |
3.6% |
0.0083 |
1.1% |
74% |
False |
False |
87,005 |
| 40 |
0.7661 |
0.7193 |
0.0468 |
6.2% |
0.0092 |
1.2% |
85% |
False |
False |
86,512 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0085 |
1.1% |
87% |
False |
False |
57,979 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
72% |
False |
False |
43,539 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
72% |
False |
False |
34,839 |
| 120 |
0.7777 |
0.6970 |
0.0807 |
10.6% |
0.0072 |
1.0% |
77% |
False |
False |
29,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.7908 |
|
1.618 |
0.7790 |
|
1.000 |
0.7717 |
|
0.618 |
0.7672 |
|
HIGH |
0.7599 |
|
0.618 |
0.7554 |
|
0.500 |
0.7540 |
|
0.382 |
0.7526 |
|
LOW |
0.7481 |
|
0.618 |
0.7408 |
|
1.000 |
0.7363 |
|
1.618 |
0.7290 |
|
2.618 |
0.7172 |
|
4.250 |
0.6980 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7562 |
| PP |
0.7557 |
0.7532 |
| S1 |
0.7540 |
0.7503 |
|