CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7444 |
0.7457 |
0.0013 |
0.2% |
0.7551 |
| High |
0.7477 |
0.7505 |
0.0028 |
0.4% |
0.7713 |
| Low |
0.7432 |
0.7429 |
-0.0003 |
0.0% |
0.7519 |
| Close |
0.7453 |
0.7498 |
0.0045 |
0.6% |
0.7531 |
| Range |
0.0045 |
0.0076 |
0.0031 |
68.9% |
0.0194 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
54,574 |
57,582 |
3,008 |
5.5% |
22,351 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7678 |
0.7540 |
|
| R3 |
0.7629 |
0.7602 |
0.7519 |
|
| R2 |
0.7553 |
0.7553 |
0.7512 |
|
| R1 |
0.7526 |
0.7526 |
0.7505 |
0.7539 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7484 |
| S1 |
0.7450 |
0.7450 |
0.7491 |
0.7464 |
| S2 |
0.7401 |
0.7401 |
0.7484 |
|
| S3 |
0.7325 |
0.7374 |
0.7477 |
|
| S4 |
0.7249 |
0.7298 |
0.7456 |
|
|
| 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 |
0.7639 |
0.7423 |
0.0216 |
2.9% |
0.0088 |
1.2% |
35% |
False |
False |
35,110 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0085 |
1.1% |
26% |
False |
False |
19,146 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0074 |
1.0% |
26% |
False |
False |
9,771 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.5% |
0.0074 |
1.0% |
31% |
False |
False |
5,048 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0076 |
1.0% |
50% |
False |
False |
3,407 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0065 |
0.9% |
62% |
False |
False |
2,566 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0053 |
0.7% |
62% |
False |
False |
2,053 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0046 |
0.6% |
61% |
False |
False |
1,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7704 |
|
1.618 |
0.7628 |
|
1.000 |
0.7581 |
|
0.618 |
0.7552 |
|
HIGH |
0.7505 |
|
0.618 |
0.7476 |
|
0.500 |
0.7467 |
|
0.382 |
0.7458 |
|
LOW |
0.7429 |
|
0.618 |
0.7382 |
|
1.000 |
0.7353 |
|
1.618 |
0.7306 |
|
2.618 |
0.7230 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7488 |
0.7494 |
| PP |
0.7477 |
0.7490 |
| S1 |
0.7467 |
0.7487 |
|