CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7578 |
-0.0017 |
-0.2% |
0.7446 |
| High |
0.7604 |
0.7631 |
0.0027 |
0.4% |
0.7599 |
| Low |
0.7558 |
0.7575 |
0.0017 |
0.2% |
0.7407 |
| Close |
0.7569 |
0.7624 |
0.0055 |
0.7% |
0.7591 |
| Range |
0.0046 |
0.0056 |
0.0010 |
21.7% |
0.0192 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
70,775 |
79,175 |
8,400 |
11.9% |
412,229 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7757 |
0.7655 |
|
| R3 |
0.7722 |
0.7701 |
0.7639 |
|
| R2 |
0.7666 |
0.7666 |
0.7634 |
|
| R1 |
0.7645 |
0.7645 |
0.7629 |
0.7656 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7615 |
| S1 |
0.7589 |
0.7589 |
0.7619 |
0.7600 |
| S2 |
0.7554 |
0.7554 |
0.7614 |
|
| S3 |
0.7498 |
0.7533 |
0.7609 |
|
| S4 |
0.7442 |
0.7477 |
0.7593 |
|
|
| 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 |
0.7631 |
0.7466 |
0.0165 |
2.2% |
0.0094 |
1.2% |
96% |
True |
False |
87,645 |
| 10 |
0.7631 |
0.7407 |
0.0224 |
2.9% |
0.0087 |
1.1% |
97% |
True |
False |
81,118 |
| 20 |
0.7661 |
0.7407 |
0.0254 |
3.3% |
0.0083 |
1.1% |
85% |
False |
False |
83,222 |
| 40 |
0.7661 |
0.7260 |
0.0401 |
5.3% |
0.0092 |
1.2% |
91% |
False |
False |
92,632 |
| 60 |
0.7661 |
0.7115 |
0.0546 |
7.2% |
0.0085 |
1.1% |
93% |
False |
False |
63,460 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
77% |
False |
False |
47,663 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
77% |
False |
False |
38,141 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0075 |
1.0% |
80% |
False |
False |
31,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7778 |
|
1.618 |
0.7722 |
|
1.000 |
0.7687 |
|
0.618 |
0.7666 |
|
HIGH |
0.7631 |
|
0.618 |
0.7610 |
|
0.500 |
0.7603 |
|
0.382 |
0.7596 |
|
LOW |
0.7575 |
|
0.618 |
0.7540 |
|
1.000 |
0.7519 |
|
1.618 |
0.7484 |
|
2.618 |
0.7428 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7599 |
| PP |
0.7610 |
0.7574 |
| S1 |
0.7603 |
0.7549 |
|