CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7548 |
0.0036 |
0.5% |
0.7551 |
| High |
0.7556 |
0.7613 |
0.0057 |
0.8% |
0.7613 |
| Low |
0.7502 |
0.7533 |
0.0031 |
0.4% |
0.7487 |
| Close |
0.7552 |
0.7564 |
0.0012 |
0.2% |
0.7564 |
| Range |
0.0054 |
0.0080 |
0.0026 |
48.1% |
0.0126 |
| ATR |
0.0073 |
0.0073 |
0.0001 |
0.7% |
0.0000 |
| Volume |
110,611 |
120,179 |
9,568 |
8.7% |
527,168 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7767 |
0.7608 |
|
| R3 |
0.7730 |
0.7687 |
0.7586 |
|
| R2 |
0.7650 |
0.7650 |
0.7579 |
|
| R1 |
0.7607 |
0.7607 |
0.7571 |
0.7629 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7581 |
| S1 |
0.7527 |
0.7527 |
0.7557 |
0.7549 |
| S2 |
0.7490 |
0.7490 |
0.7549 |
|
| S3 |
0.7410 |
0.7447 |
0.7542 |
|
| S4 |
0.7330 |
0.7367 |
0.7520 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7874 |
0.7633 |
|
| R3 |
0.7807 |
0.7748 |
0.7599 |
|
| R2 |
0.7681 |
0.7681 |
0.7587 |
|
| R1 |
0.7622 |
0.7622 |
0.7576 |
0.7652 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7569 |
| S1 |
0.7496 |
0.7496 |
0.7552 |
0.7526 |
| S2 |
0.7429 |
0.7429 |
0.7541 |
|
| S3 |
0.7303 |
0.7370 |
0.7529 |
|
| S4 |
0.7177 |
0.7244 |
0.7495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7613 |
0.7487 |
0.0126 |
1.7% |
0.0063 |
0.8% |
61% |
True |
False |
105,433 |
| 10 |
0.7688 |
0.7487 |
0.0201 |
2.7% |
0.0064 |
0.8% |
38% |
False |
False |
94,776 |
| 20 |
0.7748 |
0.7487 |
0.0261 |
3.5% |
0.0070 |
0.9% |
30% |
False |
False |
90,876 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0076 |
1.0% |
46% |
False |
False |
86,494 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.5% |
0.0084 |
1.1% |
62% |
False |
False |
92,660 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0081 |
1.1% |
71% |
False |
False |
71,431 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
68% |
False |
False |
57,200 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
68% |
False |
False |
47,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7953 |
|
2.618 |
0.7822 |
|
1.618 |
0.7742 |
|
1.000 |
0.7693 |
|
0.618 |
0.7662 |
|
HIGH |
0.7613 |
|
0.618 |
0.7582 |
|
0.500 |
0.7573 |
|
0.382 |
0.7564 |
|
LOW |
0.7533 |
|
0.618 |
0.7484 |
|
1.000 |
0.7453 |
|
1.618 |
0.7404 |
|
2.618 |
0.7324 |
|
4.250 |
0.7193 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7559 |
| PP |
0.7570 |
0.7555 |
| S1 |
0.7567 |
0.7550 |
|