CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7499 |
0.0005 |
0.1% |
0.7588 |
| High |
0.7512 |
0.7539 |
0.0027 |
0.4% |
0.7670 |
| Low |
0.7472 |
0.7485 |
0.0013 |
0.2% |
0.7530 |
| Close |
0.7494 |
0.7536 |
0.0042 |
0.6% |
0.7532 |
| Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0140 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,068 |
998 |
-70 |
-6.6% |
1,104 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7663 |
0.7566 |
|
| R3 |
0.7628 |
0.7609 |
0.7551 |
|
| R2 |
0.7574 |
0.7574 |
0.7546 |
|
| R1 |
0.7555 |
0.7555 |
0.7541 |
0.7565 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7525 |
| S1 |
0.7501 |
0.7501 |
0.7531 |
0.7511 |
| S2 |
0.7466 |
0.7466 |
0.7526 |
|
| S3 |
0.7412 |
0.7447 |
0.7521 |
|
| S4 |
0.7358 |
0.7393 |
0.7506 |
|
|
| 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% |
0.0073 |
1.0% |
32% |
False |
False |
661 |
| 10 |
0.7670 |
0.7472 |
0.0198 |
2.6% |
0.0061 |
0.8% |
32% |
False |
False |
440 |
| 20 |
0.7728 |
0.7472 |
0.0256 |
3.4% |
0.0066 |
0.9% |
25% |
False |
False |
441 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0069 |
0.9% |
43% |
False |
False |
308 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
60% |
False |
False |
241 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0056 |
0.7% |
68% |
False |
False |
185 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0047 |
0.6% |
67% |
False |
False |
148 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0041 |
0.5% |
67% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7680 |
|
1.618 |
0.7626 |
|
1.000 |
0.7593 |
|
0.618 |
0.7572 |
|
HIGH |
0.7539 |
|
0.618 |
0.7518 |
|
0.500 |
0.7512 |
|
0.382 |
0.7506 |
|
LOW |
0.7485 |
|
0.618 |
0.7452 |
|
1.000 |
0.7431 |
|
1.618 |
0.7398 |
|
2.618 |
0.7344 |
|
4.250 |
0.7255 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7528 |
0.7529 |
| PP |
0.7520 |
0.7522 |
| S1 |
0.7512 |
0.7515 |
|