CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7507 |
-0.0066 |
-0.9% |
0.7602 |
| High |
0.7576 |
0.7529 |
-0.0047 |
-0.6% |
0.7688 |
| Low |
0.7496 |
0.7487 |
-0.0009 |
-0.1% |
0.7547 |
| Close |
0.7506 |
0.7510 |
0.0004 |
0.1% |
0.7549 |
| Range |
0.0080 |
0.0042 |
-0.0038 |
-47.5% |
0.0141 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
101,564 |
103,340 |
1,776 |
1.7% |
420,597 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7635 |
0.7614 |
0.7533 |
|
| R3 |
0.7593 |
0.7572 |
0.7522 |
|
| R2 |
0.7551 |
0.7551 |
0.7518 |
|
| R1 |
0.7530 |
0.7530 |
0.7514 |
0.7541 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7514 |
| S1 |
0.7488 |
0.7488 |
0.7506 |
0.7499 |
| S2 |
0.7467 |
0.7467 |
0.7502 |
|
| S3 |
0.7425 |
0.7446 |
0.7498 |
|
| S4 |
0.7383 |
0.7404 |
0.7487 |
|
|
| 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 |
0.7487 |
0.0201 |
2.7% |
0.0072 |
1.0% |
11% |
False |
True |
103,020 |
| 10 |
0.7716 |
0.7487 |
0.0229 |
3.0% |
0.0067 |
0.9% |
10% |
False |
True |
89,503 |
| 20 |
0.7748 |
0.7487 |
0.0261 |
3.5% |
0.0070 |
0.9% |
9% |
False |
True |
87,771 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0077 |
1.0% |
30% |
False |
False |
85,967 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.5% |
0.0084 |
1.1% |
51% |
False |
False |
90,405 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0081 |
1.1% |
62% |
False |
False |
68,554 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
60% |
False |
False |
54,894 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0081 |
1.1% |
60% |
False |
False |
45,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7708 |
|
2.618 |
0.7639 |
|
1.618 |
0.7597 |
|
1.000 |
0.7571 |
|
0.618 |
0.7555 |
|
HIGH |
0.7529 |
|
0.618 |
0.7513 |
|
0.500 |
0.7508 |
|
0.382 |
0.7503 |
|
LOW |
0.7487 |
|
0.618 |
0.7461 |
|
1.000 |
0.7445 |
|
1.618 |
0.7419 |
|
2.618 |
0.7377 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7509 |
0.7533 |
| PP |
0.7509 |
0.7525 |
| S1 |
0.7508 |
0.7518 |
|