CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7470 |
-0.0031 |
-0.4% |
0.7526 |
| High |
0.7509 |
0.7555 |
0.0046 |
0.6% |
0.7550 |
| Low |
0.7458 |
0.7469 |
0.0011 |
0.1% |
0.7423 |
| Close |
0.7462 |
0.7530 |
0.0068 |
0.9% |
0.7462 |
| Range |
0.0051 |
0.0086 |
0.0035 |
68.6% |
0.0127 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.6% |
0.0000 |
| Volume |
84,410 |
77,201 |
-7,209 |
-8.5% |
250,608 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7739 |
0.7577 |
|
| R3 |
0.7690 |
0.7653 |
0.7554 |
|
| R2 |
0.7604 |
0.7604 |
0.7546 |
|
| R1 |
0.7567 |
0.7567 |
0.7538 |
0.7585 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7527 |
| S1 |
0.7481 |
0.7481 |
0.7522 |
0.7500 |
| S2 |
0.7432 |
0.7432 |
0.7514 |
|
| S3 |
0.7346 |
0.7395 |
0.7506 |
|
| S4 |
0.7260 |
0.7309 |
0.7483 |
|
|
| 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 |
0.7555 |
0.7423 |
0.0132 |
1.8% |
0.0077 |
1.0% |
81% |
True |
False |
62,149 |
| 10 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0085 |
1.1% |
37% |
False |
False |
35,016 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.9% |
0.0073 |
1.0% |
37% |
False |
False |
17,803 |
| 40 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0074 |
1.0% |
41% |
False |
False |
9,079 |
| 60 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0076 |
1.0% |
57% |
False |
False |
6,099 |
| 80 |
0.7728 |
0.7151 |
0.0577 |
7.7% |
0.0066 |
0.9% |
66% |
False |
False |
4,585 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0054 |
0.7% |
67% |
False |
False |
3,669 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0047 |
0.6% |
66% |
False |
False |
3,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7780 |
|
1.618 |
0.7694 |
|
1.000 |
0.7641 |
|
0.618 |
0.7608 |
|
HIGH |
0.7555 |
|
0.618 |
0.7522 |
|
0.500 |
0.7512 |
|
0.382 |
0.7502 |
|
LOW |
0.7469 |
|
0.618 |
0.7416 |
|
1.000 |
0.7383 |
|
1.618 |
0.7330 |
|
2.618 |
0.7244 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7524 |
0.7517 |
| PP |
0.7518 |
0.7505 |
| S1 |
0.7512 |
0.7492 |
|