CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7641 |
-0.0031 |
-0.4% |
0.7570 |
| High |
0.7730 |
0.7656 |
-0.0074 |
-1.0% |
0.7730 |
| Low |
0.7635 |
0.7531 |
-0.0104 |
-1.4% |
0.7531 |
| Close |
0.7641 |
0.7548 |
-0.0093 |
-1.2% |
0.7548 |
| Range |
0.0095 |
0.0125 |
0.0030 |
31.6% |
0.0199 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.6% |
0.0000 |
| Volume |
118,084 |
137,068 |
18,984 |
16.1% |
492,679 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7876 |
0.7617 |
|
| R3 |
0.7828 |
0.7751 |
0.7582 |
|
| R2 |
0.7703 |
0.7703 |
0.7571 |
|
| R1 |
0.7626 |
0.7626 |
0.7559 |
0.7602 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7567 |
| S1 |
0.7501 |
0.7501 |
0.7537 |
0.7477 |
| S2 |
0.7453 |
0.7453 |
0.7525 |
|
| S3 |
0.7328 |
0.7376 |
0.7514 |
|
| S4 |
0.7203 |
0.7251 |
0.7479 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8073 |
0.7657 |
|
| R3 |
0.8001 |
0.7874 |
0.7603 |
|
| R2 |
0.7802 |
0.7802 |
0.7584 |
|
| R1 |
0.7675 |
0.7675 |
0.7566 |
0.7639 |
| PP |
0.7603 |
0.7603 |
0.7603 |
0.7585 |
| S1 |
0.7476 |
0.7476 |
0.7530 |
0.7440 |
| S2 |
0.7404 |
0.7404 |
0.7512 |
|
| S3 |
0.7205 |
0.7277 |
0.7493 |
|
| S4 |
0.7006 |
0.7078 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7730 |
0.7531 |
0.0199 |
2.6% |
0.0095 |
1.3% |
9% |
False |
True |
122,571 |
| 10 |
0.7730 |
0.7487 |
0.0243 |
3.2% |
0.0085 |
1.1% |
25% |
False |
False |
117,810 |
| 20 |
0.7743 |
0.7487 |
0.0256 |
3.4% |
0.0076 |
1.0% |
24% |
False |
False |
100,322 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.5% |
0.0078 |
1.0% |
41% |
False |
False |
89,893 |
| 60 |
0.7748 |
0.7260 |
0.0488 |
6.5% |
0.0086 |
1.1% |
59% |
False |
False |
94,498 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.4% |
0.0083 |
1.1% |
68% |
False |
False |
77,573 |
| 100 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0083 |
1.1% |
65% |
False |
False |
62,117 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.8% |
0.0082 |
1.1% |
65% |
False |
False |
51,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.7983 |
|
1.618 |
0.7858 |
|
1.000 |
0.7781 |
|
0.618 |
0.7733 |
|
HIGH |
0.7656 |
|
0.618 |
0.7608 |
|
0.500 |
0.7594 |
|
0.382 |
0.7579 |
|
LOW |
0.7531 |
|
0.618 |
0.7454 |
|
1.000 |
0.7406 |
|
1.618 |
0.7329 |
|
2.618 |
0.7204 |
|
4.250 |
0.7000 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7631 |
| PP |
0.7578 |
0.7603 |
| S1 |
0.7563 |
0.7576 |
|