CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7444 |
-0.0103 |
-1.4% |
0.7551 |
| High |
0.7550 |
0.7477 |
-0.0073 |
-1.0% |
0.7713 |
| Low |
0.7423 |
0.7432 |
0.0009 |
0.1% |
0.7519 |
| Close |
0.7435 |
0.7453 |
0.0018 |
0.2% |
0.7531 |
| Range |
0.0127 |
0.0045 |
-0.0082 |
-64.6% |
0.0194 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
36,980 |
54,574 |
17,594 |
47.6% |
22,351 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7589 |
0.7566 |
0.7478 |
|
| R3 |
0.7544 |
0.7521 |
0.7465 |
|
| R2 |
0.7499 |
0.7499 |
0.7461 |
|
| R1 |
0.7476 |
0.7476 |
0.7457 |
0.7487 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7460 |
| S1 |
0.7431 |
0.7431 |
0.7449 |
0.7443 |
| S2 |
0.7409 |
0.7409 |
0.7445 |
|
| S3 |
0.7364 |
0.7386 |
0.7441 |
|
| S4 |
0.7319 |
0.7341 |
0.7428 |
|
|
| 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% |
10% |
False |
False |
24,717 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0081 |
1.1% |
10% |
False |
False |
13,495 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0075 |
1.0% |
10% |
False |
False |
6,922 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.5% |
0.0073 |
1.0% |
18% |
False |
False |
3,615 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0075 |
1.0% |
40% |
False |
False |
2,448 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0064 |
0.9% |
55% |
False |
False |
1,846 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0053 |
0.7% |
55% |
False |
False |
1,477 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0045 |
0.6% |
54% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7595 |
|
1.618 |
0.7550 |
|
1.000 |
0.7522 |
|
0.618 |
0.7505 |
|
HIGH |
0.7477 |
|
0.618 |
0.7460 |
|
0.500 |
0.7455 |
|
0.382 |
0.7449 |
|
LOW |
0.7432 |
|
0.618 |
0.7404 |
|
1.000 |
0.7387 |
|
1.618 |
0.7359 |
|
2.618 |
0.7314 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7487 |
| PP |
0.7454 |
0.7475 |
| S1 |
0.7454 |
0.7464 |
|