CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7494 |
-0.0057 |
-0.8% |
0.7588 |
| High |
0.7558 |
0.7512 |
-0.0046 |
-0.6% |
0.7670 |
| Low |
0.7481 |
0.7472 |
-0.0009 |
-0.1% |
0.7530 |
| Close |
0.7490 |
0.7494 |
0.0004 |
0.1% |
0.7532 |
| Range |
0.0077 |
0.0040 |
-0.0037 |
-48.1% |
0.0140 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
553 |
1,068 |
515 |
93.1% |
1,104 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7593 |
0.7516 |
|
| R3 |
0.7573 |
0.7553 |
0.7505 |
|
| R2 |
0.7533 |
0.7533 |
0.7501 |
|
| R1 |
0.7513 |
0.7513 |
0.7498 |
0.7514 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7493 |
| S1 |
0.7473 |
0.7473 |
0.7490 |
0.7474 |
| S2 |
0.7453 |
0.7453 |
0.7487 |
|
| S3 |
0.7413 |
0.7433 |
0.7483 |
|
| S4 |
0.7373 |
0.7393 |
0.7472 |
|
|
| 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 |
0.7472 |
0.0198 |
2.6% |
0.0070 |
0.9% |
11% |
False |
True |
483 |
| 10 |
0.7697 |
0.7472 |
0.0225 |
3.0% |
0.0063 |
0.8% |
10% |
False |
True |
395 |
| 20 |
0.7728 |
0.7472 |
0.0256 |
3.4% |
0.0066 |
0.9% |
9% |
False |
True |
401 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.5% |
0.0069 |
0.9% |
30% |
False |
False |
286 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.5% |
0.0069 |
0.9% |
52% |
False |
False |
226 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0055 |
0.7% |
61% |
False |
False |
173 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0046 |
0.6% |
60% |
False |
False |
138 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0041 |
0.5% |
60% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7682 |
|
2.618 |
0.7617 |
|
1.618 |
0.7577 |
|
1.000 |
0.7552 |
|
0.618 |
0.7537 |
|
HIGH |
0.7512 |
|
0.618 |
0.7497 |
|
0.500 |
0.7492 |
|
0.382 |
0.7487 |
|
LOW |
0.7472 |
|
0.618 |
0.7447 |
|
1.000 |
0.7432 |
|
1.618 |
0.7407 |
|
2.618 |
0.7367 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7517 |
| PP |
0.7493 |
0.7509 |
| S1 |
0.7492 |
0.7502 |
|