CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7679 |
0.7672 |
-0.0007 |
-0.1% |
0.7551 |
| High |
0.7696 |
0.7730 |
0.0034 |
0.4% |
0.7613 |
| Low |
0.7649 |
0.7635 |
-0.0014 |
-0.2% |
0.7487 |
| Close |
0.7670 |
0.7641 |
-0.0029 |
-0.4% |
0.7564 |
| Range |
0.0047 |
0.0095 |
0.0048 |
102.1% |
0.0126 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.9% |
0.0000 |
| Volume |
92,559 |
118,084 |
25,525 |
27.6% |
527,168 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7954 |
0.7892 |
0.7693 |
|
| R3 |
0.7859 |
0.7797 |
0.7667 |
|
| R2 |
0.7764 |
0.7764 |
0.7658 |
|
| R1 |
0.7702 |
0.7702 |
0.7650 |
0.7686 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7660 |
| S1 |
0.7607 |
0.7607 |
0.7632 |
0.7591 |
| S2 |
0.7574 |
0.7574 |
0.7624 |
|
| S3 |
0.7479 |
0.7512 |
0.7615 |
|
| S4 |
0.7384 |
0.7417 |
0.7589 |
|
|
| 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 |
0.7730 |
0.7502 |
0.0228 |
3.0% |
0.0080 |
1.1% |
61% |
True |
False |
117,280 |
| 10 |
0.7730 |
0.7487 |
0.0243 |
3.2% |
0.0076 |
1.0% |
63% |
True |
False |
110,150 |
| 20 |
0.7743 |
0.7487 |
0.0256 |
3.4% |
0.0072 |
0.9% |
60% |
False |
False |
97,010 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0076 |
1.0% |
69% |
False |
False |
88,560 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.4% |
0.0085 |
1.1% |
78% |
False |
False |
93,970 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.3% |
0.0082 |
1.1% |
83% |
False |
False |
75,866 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0082 |
1.1% |
79% |
False |
False |
60,748 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.7% |
0.0081 |
1.1% |
79% |
False |
False |
50,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8134 |
|
2.618 |
0.7979 |
|
1.618 |
0.7884 |
|
1.000 |
0.7825 |
|
0.618 |
0.7789 |
|
HIGH |
0.7730 |
|
0.618 |
0.7694 |
|
0.500 |
0.7683 |
|
0.382 |
0.7671 |
|
LOW |
0.7635 |
|
0.618 |
0.7576 |
|
1.000 |
0.7540 |
|
1.618 |
0.7481 |
|
2.618 |
0.7386 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7645 |
| PP |
0.7669 |
0.7644 |
| S1 |
0.7655 |
0.7642 |
|