CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7563 |
0.0023 |
0.3% |
0.7570 |
| High |
0.7566 |
0.7566 |
0.0000 |
0.0% |
0.7730 |
| Low |
0.7492 |
0.7441 |
-0.0051 |
-0.7% |
0.7531 |
| Close |
0.7557 |
0.7452 |
-0.0105 |
-1.4% |
0.7548 |
| Range |
0.0074 |
0.0125 |
0.0051 |
68.9% |
0.0199 |
| ATR |
0.0079 |
0.0083 |
0.0003 |
4.1% |
0.0000 |
| Volume |
137,435 |
172,129 |
34,694 |
25.2% |
492,679 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7782 |
0.7521 |
|
| R3 |
0.7736 |
0.7657 |
0.7486 |
|
| R2 |
0.7611 |
0.7611 |
0.7475 |
|
| R1 |
0.7532 |
0.7532 |
0.7463 |
0.7509 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7475 |
| S1 |
0.7407 |
0.7407 |
0.7441 |
0.7384 |
| S2 |
0.7361 |
0.7361 |
0.7429 |
|
| S3 |
0.7236 |
0.7282 |
0.7418 |
|
| S4 |
0.7111 |
0.7157 |
0.7383 |
|
|
| 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 |
0.7441 |
0.0289 |
3.9% |
0.0093 |
1.3% |
4% |
False |
True |
131,455 |
| 10 |
0.7730 |
0.7441 |
0.0289 |
3.9% |
0.0085 |
1.1% |
4% |
False |
True |
123,793 |
| 20 |
0.7743 |
0.7441 |
0.0302 |
4.1% |
0.0080 |
1.1% |
4% |
False |
True |
108,208 |
| 40 |
0.7748 |
0.7407 |
0.0341 |
4.6% |
0.0079 |
1.1% |
13% |
False |
False |
93,824 |
| 60 |
0.7748 |
0.7283 |
0.0465 |
6.2% |
0.0085 |
1.1% |
36% |
False |
False |
95,952 |
| 80 |
0.7748 |
0.7115 |
0.0633 |
8.5% |
0.0084 |
1.1% |
53% |
False |
False |
81,423 |
| 100 |
0.7748 |
0.7115 |
0.0633 |
8.5% |
0.0083 |
1.1% |
53% |
False |
False |
65,208 |
| 120 |
0.7777 |
0.7115 |
0.0662 |
8.9% |
0.0082 |
1.1% |
51% |
False |
False |
54,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.7893 |
|
1.618 |
0.7768 |
|
1.000 |
0.7691 |
|
0.618 |
0.7643 |
|
HIGH |
0.7566 |
|
0.618 |
0.7518 |
|
0.500 |
0.7504 |
|
0.382 |
0.7489 |
|
LOW |
0.7441 |
|
0.618 |
0.7364 |
|
1.000 |
0.7316 |
|
1.618 |
0.7239 |
|
2.618 |
0.7114 |
|
4.250 |
0.6910 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7504 |
0.7549 |
| PP |
0.7486 |
0.7516 |
| S1 |
0.7469 |
0.7484 |
|