CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7551 |
0.0021 |
0.3% |
0.7588 |
| High |
0.7561 |
0.7558 |
-0.0003 |
0.0% |
0.7670 |
| Low |
0.7505 |
0.7481 |
-0.0024 |
-0.3% |
0.7530 |
| Close |
0.7556 |
0.7490 |
-0.0066 |
-0.9% |
0.7532 |
| Range |
0.0056 |
0.0077 |
0.0021 |
37.5% |
0.0140 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
273 |
553 |
280 |
102.6% |
1,104 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7692 |
0.7532 |
|
| R3 |
0.7664 |
0.7615 |
0.7511 |
|
| R2 |
0.7587 |
0.7587 |
0.7504 |
|
| R1 |
0.7538 |
0.7538 |
0.7497 |
0.7524 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7503 |
| S1 |
0.7461 |
0.7461 |
0.7483 |
0.7447 |
| S2 |
0.7433 |
0.7433 |
0.7476 |
|
| S3 |
0.7356 |
0.7384 |
0.7469 |
|
| S4 |
0.7279 |
0.7307 |
0.7448 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7905 |
0.7609 |
|
| R3 |
0.7857 |
0.7765 |
0.7571 |
|
| R2 |
0.7717 |
0.7717 |
0.7558 |
|
| R1 |
0.7625 |
0.7625 |
0.7545 |
0.7601 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7566 |
| S1 |
0.7485 |
0.7485 |
0.7519 |
0.7461 |
| S2 |
0.7437 |
0.7437 |
0.7506 |
|
| S3 |
0.7297 |
0.7345 |
0.7494 |
|
| S4 |
0.7157 |
0.7205 |
0.7455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7670 |
0.7481 |
0.0189 |
2.5% |
0.0070 |
0.9% |
5% |
False |
True |
330 |
| 10 |
0.7697 |
0.7481 |
0.0216 |
2.9% |
0.0068 |
0.9% |
4% |
False |
True |
350 |
| 20 |
0.7728 |
0.7481 |
0.0247 |
3.3% |
0.0066 |
0.9% |
4% |
False |
True |
357 |
| 40 |
0.7728 |
0.7379 |
0.0349 |
4.7% |
0.0071 |
0.9% |
32% |
False |
False |
266 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.5% |
0.0069 |
0.9% |
51% |
False |
False |
210 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0055 |
0.7% |
61% |
False |
False |
159 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0046 |
0.6% |
60% |
False |
False |
128 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0041 |
0.5% |
60% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7760 |
|
1.618 |
0.7683 |
|
1.000 |
0.7635 |
|
0.618 |
0.7606 |
|
HIGH |
0.7558 |
|
0.618 |
0.7529 |
|
0.500 |
0.7520 |
|
0.382 |
0.7510 |
|
LOW |
0.7481 |
|
0.618 |
0.7433 |
|
1.000 |
0.7404 |
|
1.618 |
0.7356 |
|
2.618 |
0.7279 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7576 |
| PP |
0.7510 |
0.7547 |
| S1 |
0.7500 |
0.7519 |
|