CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7652 |
0.7680 |
0.0028 |
0.4% |
0.7650 |
| High |
0.7716 |
0.7685 |
-0.0031 |
-0.4% |
0.7743 |
| Low |
0.7642 |
0.7593 |
-0.0049 |
-0.6% |
0.7593 |
| Close |
0.7686 |
0.7615 |
-0.0071 |
-0.9% |
0.7615 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0150 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
| Volume |
92,293 |
85,763 |
-6,530 |
-7.1% |
476,776 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7853 |
0.7666 |
|
| R3 |
0.7815 |
0.7761 |
0.7640 |
|
| R2 |
0.7723 |
0.7723 |
0.7632 |
|
| R1 |
0.7669 |
0.7669 |
0.7623 |
0.7650 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7622 |
| S1 |
0.7577 |
0.7577 |
0.7607 |
0.7558 |
| S2 |
0.7539 |
0.7539 |
0.7598 |
|
| S3 |
0.7447 |
0.7485 |
0.7590 |
|
| S4 |
0.7355 |
0.7393 |
0.7564 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8008 |
0.7698 |
|
| R3 |
0.7950 |
0.7858 |
0.7656 |
|
| R2 |
0.7800 |
0.7800 |
0.7643 |
|
| R1 |
0.7708 |
0.7708 |
0.7629 |
0.7679 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7636 |
| S1 |
0.7558 |
0.7558 |
0.7601 |
0.7529 |
| S2 |
0.7500 |
0.7500 |
0.7588 |
|
| S3 |
0.7350 |
0.7408 |
0.7574 |
|
| S4 |
0.7200 |
0.7258 |
0.7533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7743 |
0.7593 |
0.0150 |
2.0% |
0.0084 |
1.1% |
15% |
False |
True |
95,355 |
| 10 |
0.7748 |
0.7588 |
0.0160 |
2.1% |
0.0077 |
1.0% |
17% |
False |
False |
86,975 |
| 20 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0082 |
1.1% |
61% |
False |
False |
85,092 |
| 40 |
0.7748 |
0.7283 |
0.0465 |
6.1% |
0.0089 |
1.2% |
71% |
False |
False |
91,761 |
| 60 |
0.7748 |
0.7122 |
0.0626 |
8.2% |
0.0087 |
1.1% |
79% |
False |
False |
79,343 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0084 |
1.1% |
79% |
False |
False |
59,621 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0084 |
1.1% |
76% |
False |
False |
47,729 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
76% |
False |
False |
39,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7926 |
|
1.618 |
0.7834 |
|
1.000 |
0.7777 |
|
0.618 |
0.7742 |
|
HIGH |
0.7685 |
|
0.618 |
0.7650 |
|
0.500 |
0.7639 |
|
0.382 |
0.7628 |
|
LOW |
0.7593 |
|
0.618 |
0.7536 |
|
1.000 |
0.7501 |
|
1.618 |
0.7444 |
|
2.618 |
0.7352 |
|
4.250 |
0.7202 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7655 |
| PP |
0.7631 |
0.7641 |
| S1 |
0.7623 |
0.7628 |
|