CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7601 |
-0.0028 |
-0.4% |
0.7470 |
| High |
0.7637 |
0.7634 |
-0.0003 |
0.0% |
0.7658 |
| Low |
0.7593 |
0.7587 |
-0.0006 |
-0.1% |
0.7469 |
| Close |
0.7602 |
0.7621 |
0.0019 |
0.2% |
0.7602 |
| Range |
0.0044 |
0.0047 |
0.0003 |
6.8% |
0.0189 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
70,840 |
58,206 |
-12,634 |
-17.8% |
417,809 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7735 |
0.7647 |
|
| R3 |
0.7708 |
0.7688 |
0.7634 |
|
| R2 |
0.7661 |
0.7661 |
0.7630 |
|
| R1 |
0.7641 |
0.7641 |
0.7625 |
0.7651 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7619 |
| S1 |
0.7594 |
0.7594 |
0.7617 |
0.7604 |
| S2 |
0.7567 |
0.7567 |
0.7612 |
|
| S3 |
0.7520 |
0.7547 |
0.7608 |
|
| S4 |
0.7473 |
0.7500 |
0.7595 |
|
|
| 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 |
0.7514 |
0.0144 |
1.9% |
0.0054 |
0.7% |
74% |
False |
False |
79,762 |
| 10 |
0.7658 |
0.7423 |
0.0235 |
3.1% |
0.0066 |
0.9% |
84% |
False |
False |
70,956 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0071 |
0.9% |
68% |
False |
False |
37,689 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0071 |
0.9% |
65% |
False |
False |
19,017 |
| 60 |
0.7728 |
0.7379 |
0.0349 |
4.6% |
0.0071 |
0.9% |
69% |
False |
False |
12,730 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0069 |
0.9% |
78% |
False |
False |
9,570 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0057 |
0.7% |
82% |
False |
False |
7,657 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0049 |
0.6% |
81% |
False |
False |
6,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7834 |
|
2.618 |
0.7757 |
|
1.618 |
0.7710 |
|
1.000 |
0.7681 |
|
0.618 |
0.7663 |
|
HIGH |
0.7634 |
|
0.618 |
0.7616 |
|
0.500 |
0.7611 |
|
0.382 |
0.7605 |
|
LOW |
0.7587 |
|
0.618 |
0.7558 |
|
1.000 |
0.7540 |
|
1.618 |
0.7511 |
|
2.618 |
0.7464 |
|
4.250 |
0.7387 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7623 |
| PP |
0.7614 |
0.7622 |
| S1 |
0.7611 |
0.7622 |
|