CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7625 |
-0.0030 |
-0.4% |
0.7551 |
| High |
0.7713 |
0.7639 |
-0.0074 |
-1.0% |
0.7713 |
| Low |
0.7617 |
0.7519 |
-0.0098 |
-1.3% |
0.7519 |
| Close |
0.7624 |
0.7531 |
-0.0093 |
-1.2% |
0.7531 |
| Range |
0.0096 |
0.0120 |
0.0024 |
25.0% |
0.0194 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.5% |
0.0000 |
| Volume |
5,616 |
9,353 |
3,737 |
66.5% |
22,351 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7847 |
0.7597 |
|
| R3 |
0.7803 |
0.7727 |
0.7564 |
|
| R2 |
0.7683 |
0.7683 |
0.7553 |
|
| R1 |
0.7607 |
0.7607 |
0.7542 |
0.7585 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7552 |
| S1 |
0.7487 |
0.7487 |
0.7520 |
0.7465 |
| S2 |
0.7443 |
0.7443 |
0.7509 |
|
| S3 |
0.7323 |
0.7367 |
0.7498 |
|
| S4 |
0.7203 |
0.7247 |
0.7465 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8044 |
0.7638 |
|
| R3 |
0.7976 |
0.7850 |
0.7584 |
|
| R2 |
0.7782 |
0.7782 |
0.7567 |
|
| R1 |
0.7656 |
0.7656 |
0.7549 |
0.7622 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7571 |
| S1 |
0.7462 |
0.7462 |
0.7513 |
0.7428 |
| S2 |
0.7394 |
0.7394 |
0.7495 |
|
| S3 |
0.7200 |
0.7268 |
0.7478 |
|
| S4 |
0.7006 |
0.7074 |
0.7424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7713 |
0.7518 |
0.0195 |
2.6% |
0.0094 |
1.3% |
7% |
False |
False |
4,854 |
| 10 |
0.7713 |
0.7472 |
0.0241 |
3.2% |
0.0084 |
1.1% |
24% |
False |
False |
2,757 |
| 20 |
0.7726 |
0.7472 |
0.0254 |
3.4% |
0.0074 |
1.0% |
23% |
False |
False |
1,593 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0073 |
1.0% |
41% |
False |
False |
909 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.5% |
0.0074 |
1.0% |
59% |
False |
False |
639 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0061 |
0.8% |
68% |
False |
False |
489 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0051 |
0.7% |
68% |
False |
False |
391 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0043 |
0.6% |
66% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8149 |
|
2.618 |
0.7953 |
|
1.618 |
0.7833 |
|
1.000 |
0.7759 |
|
0.618 |
0.7713 |
|
HIGH |
0.7639 |
|
0.618 |
0.7593 |
|
0.500 |
0.7579 |
|
0.382 |
0.7565 |
|
LOW |
0.7519 |
|
0.618 |
0.7445 |
|
1.000 |
0.7399 |
|
1.618 |
0.7325 |
|
2.618 |
0.7205 |
|
4.250 |
0.7009 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7616 |
| PP |
0.7563 |
0.7588 |
| S1 |
0.7547 |
0.7559 |
|