CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7595 |
0.0069 |
0.9% |
0.7446 |
| High |
0.7627 |
0.7604 |
-0.0023 |
-0.3% |
0.7599 |
| Low |
0.7466 |
0.7558 |
0.0092 |
1.2% |
0.7407 |
| Close |
0.7596 |
0.7569 |
-0.0027 |
-0.4% |
0.7591 |
| Range |
0.0161 |
0.0046 |
-0.0115 |
-71.4% |
0.0192 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
109,047 |
70,775 |
-38,272 |
-35.1% |
412,229 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7688 |
0.7594 |
|
| R3 |
0.7669 |
0.7642 |
0.7582 |
|
| R2 |
0.7623 |
0.7623 |
0.7577 |
|
| R1 |
0.7596 |
0.7596 |
0.7573 |
0.7587 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7572 |
| S1 |
0.7550 |
0.7550 |
0.7565 |
0.7541 |
| S2 |
0.7531 |
0.7531 |
0.7561 |
|
| S3 |
0.7485 |
0.7504 |
0.7556 |
|
| S4 |
0.7439 |
0.7458 |
0.7544 |
|
|
| 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 |
0.7627 |
0.7466 |
0.0161 |
2.1% |
0.0095 |
1.3% |
64% |
False |
False |
85,633 |
| 10 |
0.7627 |
0.7407 |
0.0220 |
2.9% |
0.0087 |
1.2% |
74% |
False |
False |
80,457 |
| 20 |
0.7661 |
0.7407 |
0.0254 |
3.4% |
0.0083 |
1.1% |
64% |
False |
False |
84,163 |
| 40 |
0.7661 |
0.7260 |
0.0401 |
5.3% |
0.0091 |
1.2% |
77% |
False |
False |
91,722 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0085 |
1.1% |
83% |
False |
False |
62,148 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0086 |
1.1% |
69% |
False |
False |
46,674 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
69% |
False |
False |
37,350 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.9% |
0.0074 |
1.0% |
72% |
False |
False |
31,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7724 |
|
1.618 |
0.7678 |
|
1.000 |
0.7650 |
|
0.618 |
0.7632 |
|
HIGH |
0.7604 |
|
0.618 |
0.7586 |
|
0.500 |
0.7581 |
|
0.382 |
0.7576 |
|
LOW |
0.7558 |
|
0.618 |
0.7530 |
|
1.000 |
0.7512 |
|
1.618 |
0.7484 |
|
2.618 |
0.7438 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7562 |
| PP |
0.7577 |
0.7554 |
| S1 |
0.7573 |
0.7547 |
|