CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7669 |
0.7691 |
0.0022 |
0.3% |
0.7598 |
| High |
0.7743 |
0.7703 |
-0.0040 |
-0.5% |
0.7748 |
| Low |
0.7646 |
0.7602 |
-0.0044 |
-0.6% |
0.7588 |
| Close |
0.7695 |
0.7644 |
-0.0051 |
-0.7% |
0.7641 |
| Range |
0.0097 |
0.0101 |
0.0004 |
4.1% |
0.0160 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.8% |
0.0000 |
| Volume |
128,010 |
108,091 |
-19,919 |
-15.6% |
392,983 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7899 |
0.7700 |
|
| R3 |
0.7852 |
0.7798 |
0.7672 |
|
| R2 |
0.7751 |
0.7751 |
0.7663 |
|
| R1 |
0.7697 |
0.7697 |
0.7653 |
0.7674 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7638 |
| S1 |
0.7596 |
0.7596 |
0.7635 |
0.7573 |
| S2 |
0.7549 |
0.7549 |
0.7625 |
|
| S3 |
0.7448 |
0.7495 |
0.7616 |
|
| S4 |
0.7347 |
0.7394 |
0.7588 |
|
|
| 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 |
0.7743 |
0.7602 |
0.0141 |
1.8% |
0.0073 |
1.0% |
30% |
False |
True |
91,754 |
| 10 |
0.7748 |
0.7575 |
0.0173 |
2.3% |
0.0073 |
0.9% |
40% |
False |
False |
86,038 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0080 |
1.0% |
70% |
False |
False |
83,248 |
| 40 |
0.7748 |
0.7283 |
0.0465 |
6.1% |
0.0090 |
1.2% |
78% |
False |
False |
91,481 |
| 60 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0087 |
1.1% |
84% |
False |
False |
76,408 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0085 |
1.1% |
84% |
False |
False |
57,408 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
80% |
False |
False |
45,949 |
| 120 |
0.7777 |
0.7028 |
0.0749 |
9.8% |
0.0080 |
1.0% |
82% |
False |
False |
38,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8132 |
|
2.618 |
0.7967 |
|
1.618 |
0.7866 |
|
1.000 |
0.7804 |
|
0.618 |
0.7765 |
|
HIGH |
0.7703 |
|
0.618 |
0.7664 |
|
0.500 |
0.7653 |
|
0.382 |
0.7641 |
|
LOW |
0.7602 |
|
0.618 |
0.7540 |
|
1.000 |
0.7501 |
|
1.618 |
0.7439 |
|
2.618 |
0.7338 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7673 |
| PP |
0.7650 |
0.7663 |
| S1 |
0.7647 |
0.7654 |
|