CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7629 |
0.0014 |
0.2% |
0.7470 |
| High |
0.7658 |
0.7637 |
-0.0021 |
-0.3% |
0.7658 |
| Low |
0.7608 |
0.7593 |
-0.0015 |
-0.2% |
0.7469 |
| Close |
0.7619 |
0.7602 |
-0.0017 |
-0.2% |
0.7602 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-12.0% |
0.0189 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
89,106 |
70,840 |
-18,266 |
-20.5% |
417,809 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7716 |
0.7626 |
|
| R3 |
0.7699 |
0.7672 |
0.7614 |
|
| R2 |
0.7655 |
0.7655 |
0.7610 |
|
| R1 |
0.7628 |
0.7628 |
0.7606 |
0.7620 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7606 |
| S1 |
0.7584 |
0.7584 |
0.7598 |
0.7576 |
| S2 |
0.7567 |
0.7567 |
0.7594 |
|
| S3 |
0.7523 |
0.7540 |
0.7590 |
|
| S4 |
0.7479 |
0.7496 |
0.7578 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8062 |
0.7706 |
|
| R3 |
0.7954 |
0.7873 |
0.7654 |
|
| R2 |
0.7765 |
0.7765 |
0.7637 |
|
| R1 |
0.7684 |
0.7684 |
0.7619 |
0.7724 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7597 |
| S1 |
0.7495 |
0.7495 |
0.7585 |
0.7536 |
| S2 |
0.7387 |
0.7387 |
0.7567 |
|
| S3 |
0.7198 |
0.7306 |
0.7550 |
|
| S4 |
0.7009 |
0.7117 |
0.7498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7658 |
0.7469 |
0.0189 |
2.5% |
0.0062 |
0.8% |
70% |
False |
False |
83,561 |
| 10 |
0.7658 |
0.7423 |
0.0235 |
3.1% |
0.0068 |
0.9% |
76% |
False |
False |
66,841 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0076 |
1.0% |
62% |
False |
False |
34,799 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0073 |
1.0% |
59% |
False |
False |
17,564 |
| 60 |
0.7728 |
0.7370 |
0.0358 |
4.7% |
0.0071 |
0.9% |
65% |
False |
False |
11,760 |
| 80 |
0.7728 |
0.7160 |
0.0568 |
7.5% |
0.0069 |
0.9% |
78% |
False |
False |
8,842 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0056 |
0.7% |
79% |
False |
False |
7,075 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0049 |
0.6% |
78% |
False |
False |
5,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7824 |
|
2.618 |
0.7752 |
|
1.618 |
0.7708 |
|
1.000 |
0.7681 |
|
0.618 |
0.7664 |
|
HIGH |
0.7637 |
|
0.618 |
0.7620 |
|
0.500 |
0.7615 |
|
0.382 |
0.7610 |
|
LOW |
0.7593 |
|
0.618 |
0.7566 |
|
1.000 |
0.7549 |
|
1.618 |
0.7522 |
|
2.618 |
0.7478 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7597 |
| PP |
0.7611 |
0.7593 |
| S1 |
0.7606 |
0.7588 |
|