CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7324 |
0.7337 |
0.0013 |
0.2% |
0.7404 |
| High |
0.7353 |
0.7410 |
0.0057 |
0.8% |
0.7586 |
| Low |
0.7323 |
0.7336 |
0.0013 |
0.2% |
0.7272 |
| Close |
0.7323 |
0.7394 |
0.0071 |
1.0% |
0.7455 |
| Range |
0.0030 |
0.0074 |
0.0044 |
146.7% |
0.0314 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.4% |
0.0000 |
| Volume |
126 |
84 |
-42 |
-33.3% |
296 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7572 |
0.7435 |
|
| R3 |
0.7528 |
0.7498 |
0.7414 |
|
| R2 |
0.7454 |
0.7454 |
0.7408 |
|
| R1 |
0.7424 |
0.7424 |
0.7401 |
0.7439 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7388 |
| S1 |
0.7350 |
0.7350 |
0.7387 |
0.7365 |
| S2 |
0.7306 |
0.7306 |
0.7380 |
|
| S3 |
0.7232 |
0.7276 |
0.7374 |
|
| S4 |
0.7158 |
0.7202 |
0.7353 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8380 |
0.8231 |
0.7628 |
|
| R3 |
0.8066 |
0.7917 |
0.7541 |
|
| R2 |
0.7752 |
0.7752 |
0.7513 |
|
| R1 |
0.7603 |
0.7603 |
0.7484 |
0.7678 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7475 |
| S1 |
0.7289 |
0.7289 |
0.7426 |
0.7364 |
| S2 |
0.7124 |
0.7124 |
0.7397 |
|
| S3 |
0.6810 |
0.6975 |
0.7369 |
|
| S4 |
0.6496 |
0.6661 |
0.7282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0123 |
1.7% |
39% |
False |
False |
198 |
| 10 |
0.7586 |
0.7242 |
0.0344 |
4.7% |
0.0086 |
1.2% |
44% |
False |
False |
112 |
| 20 |
0.7586 |
0.7160 |
0.0426 |
5.8% |
0.0064 |
0.9% |
55% |
False |
False |
87 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0035 |
0.5% |
59% |
False |
False |
47 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0027 |
0.4% |
44% |
False |
False |
32 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0024 |
0.3% |
44% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7604 |
|
1.618 |
0.7530 |
|
1.000 |
0.7484 |
|
0.618 |
0.7456 |
|
HIGH |
0.7410 |
|
0.618 |
0.7382 |
|
0.500 |
0.7373 |
|
0.382 |
0.7364 |
|
LOW |
0.7336 |
|
0.618 |
0.7290 |
|
1.000 |
0.7262 |
|
1.618 |
0.7216 |
|
2.618 |
0.7142 |
|
4.250 |
0.7021 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7378 |
| PP |
0.7380 |
0.7362 |
| S1 |
0.7373 |
0.7346 |
|