CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7551 |
0.0015 |
0.2% |
0.7530 |
| High |
0.7595 |
0.7669 |
0.0074 |
1.0% |
0.7595 |
| Low |
0.7518 |
0.7536 |
0.0018 |
0.2% |
0.7472 |
| Close |
0.7548 |
0.7663 |
0.0115 |
1.5% |
0.7548 |
| Range |
0.0077 |
0.0133 |
0.0056 |
72.7% |
0.0123 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
6.6% |
0.0000 |
| Volume |
1,922 |
4,936 |
3,014 |
156.8% |
4,814 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8022 |
0.7975 |
0.7736 |
|
| R3 |
0.7889 |
0.7842 |
0.7700 |
|
| R2 |
0.7756 |
0.7756 |
0.7687 |
|
| R1 |
0.7709 |
0.7709 |
0.7675 |
0.7733 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7634 |
| S1 |
0.7576 |
0.7576 |
0.7651 |
0.7600 |
| S2 |
0.7490 |
0.7490 |
0.7639 |
|
| S3 |
0.7357 |
0.7443 |
0.7626 |
|
| S4 |
0.7224 |
0.7310 |
0.7590 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7851 |
0.7616 |
|
| R3 |
0.7784 |
0.7728 |
0.7582 |
|
| R2 |
0.7661 |
0.7661 |
0.7571 |
|
| R1 |
0.7605 |
0.7605 |
0.7559 |
0.7633 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7553 |
| S1 |
0.7482 |
0.7482 |
0.7537 |
0.7510 |
| S2 |
0.7415 |
0.7415 |
0.7525 |
|
| S3 |
0.7292 |
0.7359 |
0.7514 |
|
| S4 |
0.7169 |
0.7236 |
0.7480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7669 |
0.7472 |
0.0197 |
2.6% |
0.0076 |
1.0% |
97% |
True |
False |
1,895 |
| 10 |
0.7670 |
0.7472 |
0.0198 |
2.6% |
0.0070 |
0.9% |
96% |
False |
False |
1,071 |
| 20 |
0.7728 |
0.7472 |
0.0256 |
3.3% |
0.0070 |
0.9% |
75% |
False |
False |
767 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
81% |
False |
False |
477 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.3% |
0.0072 |
0.9% |
87% |
False |
False |
354 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0058 |
0.8% |
89% |
False |
False |
271 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0048 |
0.6% |
88% |
False |
False |
217 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.5% |
88% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8234 |
|
2.618 |
0.8017 |
|
1.618 |
0.7884 |
|
1.000 |
0.7802 |
|
0.618 |
0.7751 |
|
HIGH |
0.7669 |
|
0.618 |
0.7618 |
|
0.500 |
0.7603 |
|
0.382 |
0.7587 |
|
LOW |
0.7536 |
|
0.618 |
0.7454 |
|
1.000 |
0.7403 |
|
1.618 |
0.7321 |
|
2.618 |
0.7188 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7634 |
| PP |
0.7623 |
0.7606 |
| S1 |
0.7603 |
0.7577 |
|