CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7410 |
0.0073 |
1.0% |
0.7404 |
| High |
0.7410 |
0.7412 |
0.0002 |
0.0% |
0.7586 |
| Low |
0.7336 |
0.7370 |
0.0034 |
0.5% |
0.7272 |
| Close |
0.7394 |
0.7401 |
0.0007 |
0.1% |
0.7455 |
| Range |
0.0074 |
0.0042 |
-0.0032 |
-43.2% |
0.0314 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
84 |
20 |
-64 |
-76.2% |
296 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7503 |
0.7424 |
|
| R3 |
0.7478 |
0.7461 |
0.7413 |
|
| R2 |
0.7436 |
0.7436 |
0.7409 |
|
| R1 |
0.7419 |
0.7419 |
0.7405 |
0.7407 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7388 |
| S1 |
0.7377 |
0.7377 |
0.7397 |
0.7365 |
| S2 |
0.7352 |
0.7352 |
0.7393 |
|
| S3 |
0.7310 |
0.7335 |
0.7389 |
|
| S4 |
0.7268 |
0.7293 |
0.7378 |
|
|
| 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% |
0.0116 |
1.6% |
41% |
False |
False |
185 |
| 10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0082 |
1.1% |
41% |
False |
False |
110 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0064 |
0.9% |
46% |
False |
False |
88 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0036 |
0.5% |
60% |
False |
False |
47 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0027 |
0.4% |
45% |
False |
False |
32 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0024 |
0.3% |
45% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7591 |
|
2.618 |
0.7522 |
|
1.618 |
0.7480 |
|
1.000 |
0.7454 |
|
0.618 |
0.7438 |
|
HIGH |
0.7412 |
|
0.618 |
0.7396 |
|
0.500 |
0.7391 |
|
0.382 |
0.7386 |
|
LOW |
0.7370 |
|
0.618 |
0.7344 |
|
1.000 |
0.7328 |
|
1.618 |
0.7302 |
|
2.618 |
0.7260 |
|
4.250 |
0.7192 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7390 |
| PP |
0.7394 |
0.7379 |
| S1 |
0.7391 |
0.7368 |
|