CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7619 |
-0.0056 |
-0.7% |
0.7601 |
| High |
0.7696 |
0.7659 |
-0.0037 |
-0.5% |
0.7696 |
| Low |
0.7610 |
0.7575 |
-0.0035 |
-0.5% |
0.7575 |
| Close |
0.7630 |
0.7649 |
0.0019 |
0.2% |
0.7649 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0121 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
92,504 |
99,308 |
6,804 |
7.4% |
420,633 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7848 |
0.7695 |
|
| R3 |
0.7796 |
0.7764 |
0.7672 |
|
| R2 |
0.7712 |
0.7712 |
0.7664 |
|
| R1 |
0.7680 |
0.7680 |
0.7657 |
0.7696 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7636 |
| S1 |
0.7596 |
0.7596 |
0.7641 |
0.7612 |
| S2 |
0.7544 |
0.7544 |
0.7634 |
|
| S3 |
0.7460 |
0.7512 |
0.7626 |
|
| S4 |
0.7376 |
0.7428 |
0.7603 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7947 |
0.7716 |
|
| R3 |
0.7882 |
0.7826 |
0.7682 |
|
| R2 |
0.7761 |
0.7761 |
0.7671 |
|
| R1 |
0.7705 |
0.7705 |
0.7660 |
0.7733 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7654 |
| S1 |
0.7584 |
0.7584 |
0.7638 |
0.7612 |
| S2 |
0.7519 |
0.7519 |
0.7627 |
|
| S3 |
0.7398 |
0.7463 |
0.7616 |
|
| S4 |
0.7277 |
0.7342 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7575 |
0.0121 |
1.6% |
0.0070 |
0.9% |
61% |
False |
True |
84,126 |
| 10 |
0.7696 |
0.7469 |
0.0227 |
3.0% |
0.0066 |
0.9% |
79% |
False |
False |
83,844 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0075 |
1.0% |
78% |
False |
False |
55,666 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0071 |
0.9% |
74% |
False |
False |
28,053 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
76% |
False |
False |
18,760 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0071 |
0.9% |
84% |
False |
False |
14,097 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0060 |
0.8% |
87% |
False |
False |
11,281 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0051 |
0.7% |
86% |
False |
False |
9,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7879 |
|
1.618 |
0.7795 |
|
1.000 |
0.7743 |
|
0.618 |
0.7711 |
|
HIGH |
0.7659 |
|
0.618 |
0.7627 |
|
0.500 |
0.7617 |
|
0.382 |
0.7607 |
|
LOW |
0.7575 |
|
0.618 |
0.7523 |
|
1.000 |
0.7491 |
|
1.618 |
0.7439 |
|
2.618 |
0.7355 |
|
4.250 |
0.7218 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7645 |
| PP |
0.7628 |
0.7640 |
| S1 |
0.7617 |
0.7636 |
|