CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7584 |
0.0090 |
1.2% |
0.7446 |
| High |
0.7599 |
0.7604 |
0.0005 |
0.1% |
0.7599 |
| Low |
0.7481 |
0.7516 |
0.0035 |
0.5% |
0.7407 |
| Close |
0.7591 |
0.7553 |
-0.0038 |
-0.5% |
0.7591 |
| Range |
0.0118 |
0.0088 |
-0.0030 |
-25.4% |
0.0192 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
107,881 |
71,349 |
-36,532 |
-33.9% |
412,229 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7775 |
0.7601 |
|
| R3 |
0.7734 |
0.7687 |
0.7577 |
|
| R2 |
0.7646 |
0.7646 |
0.7569 |
|
| R1 |
0.7599 |
0.7599 |
0.7561 |
0.7579 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7547 |
| S1 |
0.7511 |
0.7511 |
0.7545 |
0.7491 |
| S2 |
0.7470 |
0.7470 |
0.7537 |
|
| S3 |
0.7382 |
0.7423 |
0.7529 |
|
| S4 |
0.7294 |
0.7335 |
0.7505 |
|
|
| 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 |
0.7604 |
0.7407 |
0.0197 |
2.6% |
0.0102 |
1.3% |
74% |
True |
False |
87,230 |
| 10 |
0.7604 |
0.7407 |
0.0197 |
2.6% |
0.0083 |
1.1% |
74% |
True |
False |
78,470 |
| 20 |
0.7661 |
0.7388 |
0.0273 |
3.6% |
0.0084 |
1.1% |
60% |
False |
False |
87,175 |
| 40 |
0.7661 |
0.7260 |
0.0401 |
5.3% |
0.0090 |
1.2% |
73% |
False |
False |
88,031 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0085 |
1.1% |
80% |
False |
False |
59,165 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0085 |
1.1% |
66% |
False |
False |
44,430 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0083 |
1.1% |
66% |
False |
False |
35,552 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0073 |
1.0% |
70% |
False |
False |
29,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7978 |
|
2.618 |
0.7834 |
|
1.618 |
0.7746 |
|
1.000 |
0.7692 |
|
0.618 |
0.7658 |
|
HIGH |
0.7604 |
|
0.618 |
0.7570 |
|
0.500 |
0.7560 |
|
0.382 |
0.7550 |
|
LOW |
0.7516 |
|
0.618 |
0.7462 |
|
1.000 |
0.7428 |
|
1.618 |
0.7374 |
|
2.618 |
0.7286 |
|
4.250 |
0.7142 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7560 |
0.7548 |
| PP |
0.7558 |
0.7544 |
| S1 |
0.7555 |
0.7539 |
|