CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7650 |
-0.0044 |
-0.6% |
0.7598 |
| High |
0.7717 |
0.7684 |
-0.0033 |
-0.4% |
0.7748 |
| Low |
0.7638 |
0.7629 |
-0.0009 |
-0.1% |
0.7588 |
| Close |
0.7641 |
0.7671 |
0.0030 |
0.4% |
0.7641 |
| Range |
0.0079 |
0.0055 |
-0.0024 |
-30.4% |
0.0160 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
89,235 |
62,619 |
-26,616 |
-29.8% |
392,983 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7804 |
0.7701 |
|
| R3 |
0.7771 |
0.7749 |
0.7686 |
|
| R2 |
0.7716 |
0.7716 |
0.7681 |
|
| R1 |
0.7694 |
0.7694 |
0.7676 |
0.7705 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7667 |
| S1 |
0.7639 |
0.7639 |
0.7666 |
0.7650 |
| S2 |
0.7606 |
0.7606 |
0.7661 |
|
| S3 |
0.7551 |
0.7584 |
0.7656 |
|
| S4 |
0.7496 |
0.7529 |
0.7641 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8050 |
0.7729 |
|
| R3 |
0.7979 |
0.7890 |
0.7685 |
|
| R2 |
0.7819 |
0.7819 |
0.7670 |
|
| R1 |
0.7730 |
0.7730 |
0.7656 |
0.7775 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7681 |
| S1 |
0.7570 |
0.7570 |
0.7626 |
0.7615 |
| S2 |
0.7499 |
0.7499 |
0.7612 |
|
| S3 |
0.7339 |
0.7410 |
0.7597 |
|
| S4 |
0.7179 |
0.7250 |
0.7553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7748 |
0.7612 |
0.0136 |
1.8% |
0.0066 |
0.9% |
43% |
False |
False |
79,008 |
| 10 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0073 |
1.0% |
73% |
False |
False |
80,411 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.4% |
0.0078 |
1.0% |
77% |
False |
False |
79,440 |
| 40 |
0.7748 |
0.7283 |
0.0465 |
6.1% |
0.0088 |
1.2% |
83% |
False |
False |
89,824 |
| 60 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0085 |
1.1% |
88% |
False |
False |
72,495 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0084 |
1.1% |
88% |
False |
False |
54,458 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.6% |
0.0083 |
1.1% |
84% |
False |
False |
43,589 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0078 |
1.0% |
86% |
False |
False |
36,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7828 |
|
1.618 |
0.7773 |
|
1.000 |
0.7739 |
|
0.618 |
0.7718 |
|
HIGH |
0.7684 |
|
0.618 |
0.7663 |
|
0.500 |
0.7657 |
|
0.382 |
0.7650 |
|
LOW |
0.7629 |
|
0.618 |
0.7595 |
|
1.000 |
0.7574 |
|
1.618 |
0.7540 |
|
2.618 |
0.7485 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7673 |
| PP |
0.7661 |
0.7672 |
| S1 |
0.7657 |
0.7672 |
|