CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7551 |
-0.0064 |
-0.8% |
0.7602 |
| High |
0.7688 |
0.7578 |
-0.0110 |
-1.4% |
0.7688 |
| Low |
0.7547 |
0.7520 |
-0.0027 |
-0.4% |
0.7547 |
| Close |
0.7549 |
0.7572 |
0.0023 |
0.3% |
0.7549 |
| Range |
0.0141 |
0.0058 |
-0.0083 |
-58.9% |
0.0141 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
158,260 |
91,474 |
-66,786 |
-42.2% |
420,597 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7709 |
0.7604 |
|
| R3 |
0.7673 |
0.7651 |
0.7588 |
|
| R2 |
0.7615 |
0.7615 |
0.7583 |
|
| R1 |
0.7593 |
0.7593 |
0.7577 |
0.7604 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7562 |
| S1 |
0.7535 |
0.7535 |
0.7567 |
0.7546 |
| S2 |
0.7499 |
0.7499 |
0.7561 |
|
| S3 |
0.7441 |
0.7477 |
0.7556 |
|
| S4 |
0.7383 |
0.7419 |
0.7540 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7924 |
0.7627 |
|
| R3 |
0.7877 |
0.7783 |
0.7588 |
|
| R2 |
0.7736 |
0.7736 |
0.7575 |
|
| R1 |
0.7642 |
0.7642 |
0.7562 |
0.7619 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7583 |
| S1 |
0.7501 |
0.7501 |
0.7536 |
0.7478 |
| S2 |
0.7454 |
0.7454 |
0.7523 |
|
| S3 |
0.7313 |
0.7360 |
0.7510 |
|
| S4 |
0.7172 |
0.7219 |
0.7471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7520 |
0.0168 |
2.2% |
0.0065 |
0.9% |
31% |
False |
True |
89,219 |
| 10 |
0.7743 |
0.7520 |
0.0223 |
2.9% |
0.0074 |
1.0% |
23% |
False |
True |
92,622 |
| 20 |
0.7748 |
0.7466 |
0.0282 |
3.7% |
0.0074 |
1.0% |
38% |
False |
False |
86,516 |
| 40 |
0.7748 |
0.7388 |
0.0360 |
4.8% |
0.0079 |
1.0% |
51% |
False |
False |
86,846 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.4% |
0.0085 |
1.1% |
64% |
False |
False |
87,526 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0082 |
1.1% |
72% |
False |
False |
66,003 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0083 |
1.1% |
69% |
False |
False |
52,847 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
69% |
False |
False |
44,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7730 |
|
1.618 |
0.7672 |
|
1.000 |
0.7636 |
|
0.618 |
0.7614 |
|
HIGH |
0.7578 |
|
0.618 |
0.7556 |
|
0.500 |
0.7549 |
|
0.382 |
0.7542 |
|
LOW |
0.7520 |
|
0.618 |
0.7484 |
|
1.000 |
0.7462 |
|
1.618 |
0.7426 |
|
2.618 |
0.7368 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7604 |
| PP |
0.7557 |
0.7593 |
| S1 |
0.7549 |
0.7583 |
|