CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7702 |
0.0041 |
0.5% |
0.7584 |
| High |
0.7748 |
0.7717 |
-0.0031 |
-0.4% |
0.7655 |
| Low |
0.7654 |
0.7683 |
0.0029 |
0.4% |
0.7466 |
| Close |
0.7701 |
0.7697 |
-0.0004 |
-0.1% |
0.7617 |
| Range |
0.0094 |
0.0034 |
-0.0060 |
-63.8% |
0.0189 |
| ATR |
0.0085 |
0.0082 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
97,178 |
70,819 |
-26,359 |
-27.1% |
419,857 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7783 |
0.7716 |
|
| R3 |
0.7767 |
0.7749 |
0.7706 |
|
| R2 |
0.7733 |
0.7733 |
0.7703 |
|
| R1 |
0.7715 |
0.7715 |
0.7700 |
0.7707 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7695 |
| S1 |
0.7681 |
0.7681 |
0.7694 |
0.7673 |
| S2 |
0.7665 |
0.7665 |
0.7691 |
|
| S3 |
0.7631 |
0.7647 |
0.7688 |
|
| S4 |
0.7597 |
0.7613 |
0.7678 |
|
|
| 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 |
0.7748 |
0.7588 |
0.0160 |
2.1% |
0.0067 |
0.9% |
68% |
False |
False |
78,651 |
| 10 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0081 |
1.0% |
82% |
False |
False |
83,148 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0079 |
1.0% |
85% |
False |
False |
79,464 |
| 40 |
0.7748 |
0.7260 |
0.0488 |
6.3% |
0.0090 |
1.2% |
90% |
False |
False |
91,586 |
| 60 |
0.7748 |
0.7115 |
0.0633 |
8.2% |
0.0085 |
1.1% |
92% |
False |
False |
69,990 |
| 80 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0084 |
1.1% |
88% |
False |
False |
52,565 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0083 |
1.1% |
88% |
False |
False |
42,072 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.7% |
0.0077 |
1.0% |
89% |
False |
False |
35,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7806 |
|
1.618 |
0.7772 |
|
1.000 |
0.7751 |
|
0.618 |
0.7738 |
|
HIGH |
0.7717 |
|
0.618 |
0.7704 |
|
0.500 |
0.7700 |
|
0.382 |
0.7696 |
|
LOW |
0.7683 |
|
0.618 |
0.7662 |
|
1.000 |
0.7649 |
|
1.618 |
0.7628 |
|
2.618 |
0.7594 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7700 |
0.7691 |
| PP |
0.7699 |
0.7686 |
| S1 |
0.7698 |
0.7680 |
|