CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7617 |
0.7598 |
-0.0019 |
-0.2% |
0.7584 |
| High |
0.7655 |
0.7664 |
0.0009 |
0.1% |
0.7655 |
| Low |
0.7588 |
0.7588 |
0.0000 |
0.0% |
0.7466 |
| Close |
0.7617 |
0.7644 |
0.0027 |
0.4% |
0.7617 |
| Range |
0.0067 |
0.0076 |
0.0009 |
13.4% |
0.0189 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
89,511 |
60,560 |
-28,951 |
-32.3% |
419,857 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7860 |
0.7828 |
0.7686 |
|
| R3 |
0.7784 |
0.7752 |
0.7665 |
|
| R2 |
0.7708 |
0.7708 |
0.7658 |
|
| R1 |
0.7676 |
0.7676 |
0.7651 |
0.7692 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7640 |
| S1 |
0.7600 |
0.7600 |
0.7637 |
0.7616 |
| S2 |
0.7556 |
0.7556 |
0.7630 |
|
| S3 |
0.7480 |
0.7524 |
0.7623 |
|
| S4 |
0.7404 |
0.7448 |
0.7602 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8071 |
0.7721 |
|
| R3 |
0.7957 |
0.7882 |
0.7669 |
|
| R2 |
0.7768 |
0.7768 |
0.7652 |
|
| R1 |
0.7693 |
0.7693 |
0.7634 |
0.7731 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7598 |
| S1 |
0.7504 |
0.7504 |
0.7600 |
0.7542 |
| S2 |
0.7390 |
0.7390 |
0.7582 |
|
| S3 |
0.7201 |
0.7315 |
0.7565 |
|
| S4 |
0.7012 |
0.7126 |
0.7513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7664 |
0.7466 |
0.0198 |
2.6% |
0.0081 |
1.1% |
90% |
True |
False |
81,813 |
| 10 |
0.7664 |
0.7407 |
0.0257 |
3.4% |
0.0091 |
1.2% |
92% |
True |
False |
84,522 |
| 20 |
0.7664 |
0.7407 |
0.0257 |
3.4% |
0.0082 |
1.1% |
92% |
True |
False |
81,424 |
| 40 |
0.7664 |
0.7260 |
0.0404 |
5.3% |
0.0091 |
1.2% |
95% |
True |
False |
92,651 |
| 60 |
0.7664 |
0.7115 |
0.0549 |
7.2% |
0.0085 |
1.1% |
96% |
True |
False |
65,955 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0085 |
1.1% |
80% |
False |
False |
49,536 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
80% |
False |
False |
39,641 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0076 |
1.0% |
82% |
False |
False |
33,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7987 |
|
2.618 |
0.7863 |
|
1.618 |
0.7787 |
|
1.000 |
0.7740 |
|
0.618 |
0.7711 |
|
HIGH |
0.7664 |
|
0.618 |
0.7635 |
|
0.500 |
0.7626 |
|
0.382 |
0.7617 |
|
LOW |
0.7588 |
|
0.618 |
0.7541 |
|
1.000 |
0.7512 |
|
1.618 |
0.7465 |
|
2.618 |
0.7389 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7636 |
| PP |
0.7632 |
0.7628 |
| S1 |
0.7626 |
0.7620 |
|