CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7664 |
0.0113 |
1.5% |
0.7530 |
| High |
0.7669 |
0.7677 |
0.0008 |
0.1% |
0.7595 |
| Low |
0.7536 |
0.7632 |
0.0096 |
1.3% |
0.7472 |
| Close |
0.7663 |
0.7653 |
-0.0010 |
-0.1% |
0.7548 |
| Range |
0.0133 |
0.0045 |
-0.0088 |
-66.2% |
0.0123 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
4,936 |
2,446 |
-2,490 |
-50.4% |
4,814 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7766 |
0.7678 |
|
| R3 |
0.7744 |
0.7721 |
0.7665 |
|
| R2 |
0.7699 |
0.7699 |
0.7661 |
|
| R1 |
0.7676 |
0.7676 |
0.7657 |
0.7665 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7649 |
| S1 |
0.7631 |
0.7631 |
0.7649 |
0.7620 |
| S2 |
0.7609 |
0.7609 |
0.7645 |
|
| S3 |
0.7564 |
0.7586 |
0.7641 |
|
| S4 |
0.7519 |
0.7541 |
0.7628 |
|
|
| 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 |
0.7677 |
0.7472 |
0.0205 |
2.7% |
0.0070 |
0.9% |
88% |
True |
False |
2,274 |
| 10 |
0.7677 |
0.7472 |
0.0205 |
2.7% |
0.0070 |
0.9% |
88% |
True |
False |
1,302 |
| 20 |
0.7728 |
0.7472 |
0.0256 |
3.3% |
0.0069 |
0.9% |
71% |
False |
False |
876 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0070 |
0.9% |
78% |
False |
False |
537 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0072 |
0.9% |
85% |
False |
False |
394 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0058 |
0.8% |
88% |
False |
False |
302 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0049 |
0.6% |
86% |
False |
False |
241 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.5% |
86% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7868 |
|
2.618 |
0.7795 |
|
1.618 |
0.7750 |
|
1.000 |
0.7722 |
|
0.618 |
0.7705 |
|
HIGH |
0.7677 |
|
0.618 |
0.7660 |
|
0.500 |
0.7655 |
|
0.382 |
0.7649 |
|
LOW |
0.7632 |
|
0.618 |
0.7604 |
|
1.000 |
0.7587 |
|
1.618 |
0.7559 |
|
2.618 |
0.7514 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7655 |
0.7635 |
| PP |
0.7654 |
0.7616 |
| S1 |
0.7654 |
0.7598 |
|