CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7526 |
-0.0099 |
-1.3% |
0.7551 |
| High |
0.7639 |
0.7548 |
-0.0091 |
-1.2% |
0.7713 |
| Low |
0.7519 |
0.7476 |
-0.0043 |
-0.6% |
0.7519 |
| Close |
0.7531 |
0.7540 |
0.0009 |
0.1% |
0.7531 |
| Range |
0.0120 |
0.0072 |
-0.0048 |
-40.0% |
0.0194 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
9,353 |
17,062 |
7,709 |
82.4% |
22,351 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7711 |
0.7580 |
|
| R3 |
0.7665 |
0.7639 |
0.7560 |
|
| R2 |
0.7593 |
0.7593 |
0.7553 |
|
| R1 |
0.7567 |
0.7567 |
0.7547 |
0.7580 |
| PP |
0.7521 |
0.7521 |
0.7521 |
0.7528 |
| S1 |
0.7495 |
0.7495 |
0.7533 |
0.7508 |
| S2 |
0.7449 |
0.7449 |
0.7527 |
|
| S3 |
0.7377 |
0.7423 |
0.7520 |
|
| S4 |
0.7305 |
0.7351 |
0.7500 |
|
|
| 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 |
0.7476 |
0.0237 |
3.1% |
0.0093 |
1.2% |
27% |
False |
True |
7,882 |
| 10 |
0.7713 |
0.7472 |
0.0241 |
3.2% |
0.0077 |
1.0% |
28% |
False |
False |
4,422 |
| 20 |
0.7726 |
0.7472 |
0.0254 |
3.4% |
0.0073 |
1.0% |
27% |
False |
False |
2,370 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0072 |
1.0% |
44% |
False |
False |
1,333 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0073 |
1.0% |
59% |
False |
False |
923 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0062 |
0.8% |
69% |
False |
False |
702 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0051 |
0.7% |
69% |
False |
False |
562 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0044 |
0.6% |
68% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7854 |
|
2.618 |
0.7736 |
|
1.618 |
0.7664 |
|
1.000 |
0.7620 |
|
0.618 |
0.7592 |
|
HIGH |
0.7548 |
|
0.618 |
0.7520 |
|
0.500 |
0.7512 |
|
0.382 |
0.7504 |
|
LOW |
0.7476 |
|
0.618 |
0.7432 |
|
1.000 |
0.7404 |
|
1.618 |
0.7360 |
|
2.618 |
0.7288 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7531 |
0.7595 |
| PP |
0.7521 |
0.7576 |
| S1 |
0.7512 |
0.7558 |
|