CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7615 |
0.0077 |
1.0% |
0.7526 |
| High |
0.7614 |
0.7658 |
0.0044 |
0.6% |
0.7550 |
| Low |
0.7518 |
0.7608 |
0.0090 |
1.2% |
0.7423 |
| Close |
0.7586 |
0.7619 |
0.0033 |
0.4% |
0.7462 |
| Range |
0.0096 |
0.0050 |
-0.0046 |
-47.9% |
0.0127 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
116,303 |
89,106 |
-27,197 |
-23.4% |
250,608 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7749 |
0.7647 |
|
| R3 |
0.7728 |
0.7699 |
0.7633 |
|
| R2 |
0.7678 |
0.7678 |
0.7628 |
|
| R1 |
0.7649 |
0.7649 |
0.7624 |
0.7664 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7636 |
| S1 |
0.7599 |
0.7599 |
0.7614 |
0.7614 |
| S2 |
0.7578 |
0.7578 |
0.7610 |
|
| S3 |
0.7528 |
0.7549 |
0.7605 |
|
| S4 |
0.7478 |
0.7499 |
0.7592 |
|
|
| 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 |
0.7658 |
0.7458 |
0.0200 |
2.6% |
0.0063 |
0.8% |
81% |
True |
False |
86,275 |
| 10 |
0.7658 |
0.7423 |
0.0235 |
3.1% |
0.0076 |
1.0% |
83% |
True |
False |
60,693 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0075 |
1.0% |
68% |
False |
False |
31,263 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0073 |
1.0% |
64% |
False |
False |
15,795 |
| 60 |
0.7728 |
0.7336 |
0.0392 |
5.1% |
0.0071 |
0.9% |
72% |
False |
False |
10,581 |
| 80 |
0.7728 |
0.7160 |
0.0568 |
7.5% |
0.0068 |
0.9% |
81% |
False |
False |
7,957 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0056 |
0.7% |
82% |
False |
False |
6,367 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0048 |
0.6% |
81% |
False |
False |
5,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7789 |
|
1.618 |
0.7739 |
|
1.000 |
0.7708 |
|
0.618 |
0.7689 |
|
HIGH |
0.7658 |
|
0.618 |
0.7639 |
|
0.500 |
0.7633 |
|
0.382 |
0.7627 |
|
LOW |
0.7608 |
|
0.618 |
0.7577 |
|
1.000 |
0.7558 |
|
1.618 |
0.7527 |
|
2.618 |
0.7477 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7608 |
| PP |
0.7628 |
0.7597 |
| S1 |
0.7624 |
0.7586 |
|