CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7610 |
-0.0003 |
0.0% |
0.7650 |
| High |
0.7629 |
0.7634 |
0.0005 |
0.1% |
0.7743 |
| Low |
0.7584 |
0.7597 |
0.0013 |
0.2% |
0.7593 |
| Close |
0.7605 |
0.7611 |
0.0006 |
0.1% |
0.7615 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-17.8% |
0.0150 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
68,753 |
60,465 |
-8,288 |
-12.1% |
476,776 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7705 |
0.7631 |
|
| R3 |
0.7688 |
0.7668 |
0.7621 |
|
| R2 |
0.7651 |
0.7651 |
0.7618 |
|
| R1 |
0.7631 |
0.7631 |
0.7614 |
0.7641 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7619 |
| S1 |
0.7594 |
0.7594 |
0.7608 |
0.7604 |
| S2 |
0.7577 |
0.7577 |
0.7604 |
|
| S3 |
0.7540 |
0.7557 |
0.7601 |
|
| S4 |
0.7503 |
0.7520 |
0.7591 |
|
|
| 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 |
0.7685 |
0.7578 |
0.0107 |
1.4% |
0.0055 |
0.7% |
31% |
False |
False |
69,620 |
| 10 |
0.7743 |
0.7578 |
0.0165 |
2.2% |
0.0068 |
0.9% |
20% |
False |
False |
82,834 |
| 20 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0074 |
1.0% |
51% |
False |
False |
82,991 |
| 40 |
0.7748 |
0.7351 |
0.0397 |
5.2% |
0.0078 |
1.0% |
65% |
False |
False |
85,379 |
| 60 |
0.7748 |
0.7175 |
0.0573 |
7.5% |
0.0085 |
1.1% |
76% |
False |
False |
83,570 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0081 |
1.1% |
78% |
False |
False |
62,889 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
75% |
False |
False |
50,351 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
75% |
False |
False |
41,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7791 |
|
2.618 |
0.7731 |
|
1.618 |
0.7694 |
|
1.000 |
0.7671 |
|
0.618 |
0.7657 |
|
HIGH |
0.7634 |
|
0.618 |
0.7620 |
|
0.500 |
0.7616 |
|
0.382 |
0.7611 |
|
LOW |
0.7597 |
|
0.618 |
0.7574 |
|
1.000 |
0.7560 |
|
1.618 |
0.7537 |
|
2.618 |
0.7500 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7616 |
0.7617 |
| PP |
0.7614 |
0.7615 |
| S1 |
0.7613 |
0.7613 |
|