CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7547 |
0.0021 |
0.3% |
0.7551 |
| High |
0.7548 |
0.7550 |
0.0002 |
0.0% |
0.7713 |
| Low |
0.7476 |
0.7423 |
-0.0053 |
-0.7% |
0.7519 |
| Close |
0.7540 |
0.7435 |
-0.0105 |
-1.4% |
0.7531 |
| Range |
0.0072 |
0.0127 |
0.0055 |
76.4% |
0.0194 |
| ATR |
0.0077 |
0.0080 |
0.0004 |
4.7% |
0.0000 |
| Volume |
17,062 |
36,980 |
19,918 |
116.7% |
22,351 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7770 |
0.7505 |
|
| R3 |
0.7723 |
0.7643 |
0.7470 |
|
| R2 |
0.7596 |
0.7596 |
0.7458 |
|
| R1 |
0.7516 |
0.7516 |
0.7447 |
0.7493 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7458 |
| S1 |
0.7389 |
0.7389 |
0.7423 |
0.7366 |
| S2 |
0.7342 |
0.7342 |
0.7412 |
|
| S3 |
0.7215 |
0.7262 |
0.7400 |
|
| S4 |
0.7088 |
0.7135 |
0.7365 |
|
|
| 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 |
0.7423 |
0.0290 |
3.9% |
0.0092 |
1.2% |
4% |
False |
True |
14,291 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0084 |
1.1% |
4% |
False |
True |
8,093 |
| 20 |
0.7726 |
0.7423 |
0.0303 |
4.1% |
0.0077 |
1.0% |
4% |
False |
True |
4,210 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.5% |
0.0074 |
1.0% |
12% |
False |
False |
2,256 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0075 |
1.0% |
36% |
False |
False |
1,539 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.2% |
0.0063 |
0.9% |
52% |
False |
False |
1,164 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.2% |
0.0052 |
0.7% |
52% |
False |
False |
931 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0045 |
0.6% |
51% |
False |
False |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8090 |
|
2.618 |
0.7882 |
|
1.618 |
0.7755 |
|
1.000 |
0.7677 |
|
0.618 |
0.7628 |
|
HIGH |
0.7550 |
|
0.618 |
0.7501 |
|
0.500 |
0.7487 |
|
0.382 |
0.7472 |
|
LOW |
0.7423 |
|
0.618 |
0.7345 |
|
1.000 |
0.7296 |
|
1.618 |
0.7218 |
|
2.618 |
0.7091 |
|
4.250 |
0.6883 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7531 |
| PP |
0.7469 |
0.7499 |
| S1 |
0.7452 |
0.7467 |
|