CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7457 |
0.7501 |
0.0044 |
0.6% |
0.7526 |
| High |
0.7505 |
0.7509 |
0.0004 |
0.1% |
0.7550 |
| Low |
0.7429 |
0.7458 |
0.0029 |
0.4% |
0.7423 |
| Close |
0.7498 |
0.7462 |
-0.0036 |
-0.5% |
0.7462 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.9% |
0.0127 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
57,582 |
84,410 |
26,828 |
46.6% |
250,608 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7597 |
0.7490 |
|
| R3 |
0.7578 |
0.7546 |
0.7476 |
|
| R2 |
0.7527 |
0.7527 |
0.7471 |
|
| R1 |
0.7495 |
0.7495 |
0.7467 |
0.7486 |
| PP |
0.7476 |
0.7476 |
0.7476 |
0.7472 |
| S1 |
0.7444 |
0.7444 |
0.7457 |
0.7434 |
| S2 |
0.7425 |
0.7425 |
0.7453 |
|
| S3 |
0.7374 |
0.7393 |
0.7448 |
|
| S4 |
0.7323 |
0.7342 |
0.7434 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7788 |
0.7532 |
|
| R3 |
0.7732 |
0.7661 |
0.7497 |
|
| R2 |
0.7605 |
0.7605 |
0.7485 |
|
| R1 |
0.7534 |
0.7534 |
0.7474 |
0.7506 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7465 |
| S1 |
0.7407 |
0.7407 |
0.7450 |
0.7379 |
| S2 |
0.7351 |
0.7351 |
0.7439 |
|
| S3 |
0.7224 |
0.7280 |
0.7427 |
|
| S4 |
0.7097 |
0.7153 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7550 |
0.7423 |
0.0127 |
1.7% |
0.0074 |
1.0% |
31% |
False |
False |
50,121 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0084 |
1.1% |
13% |
False |
False |
27,488 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0073 |
1.0% |
13% |
False |
False |
13,964 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.5% |
0.0074 |
1.0% |
20% |
False |
False |
7,154 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0076 |
1.0% |
42% |
False |
False |
4,814 |
| 80 |
0.7728 |
0.7149 |
0.0579 |
7.8% |
0.0065 |
0.9% |
54% |
False |
False |
3,620 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0054 |
0.7% |
56% |
False |
False |
2,897 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0046 |
0.6% |
55% |
False |
False |
2,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7643 |
|
1.618 |
0.7592 |
|
1.000 |
0.7560 |
|
0.618 |
0.7541 |
|
HIGH |
0.7509 |
|
0.618 |
0.7490 |
|
0.500 |
0.7484 |
|
0.382 |
0.7477 |
|
LOW |
0.7458 |
|
0.618 |
0.7426 |
|
1.000 |
0.7407 |
|
1.618 |
0.7375 |
|
2.618 |
0.7324 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7484 |
0.7469 |
| PP |
0.7476 |
0.7467 |
| S1 |
0.7469 |
0.7464 |
|