CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2016 | 
                    01-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7410 | 
                        0.7436 | 
                        0.0026 | 
                        0.4% | 
                        0.7399 | 
                     
                    
                        | High | 
                        0.7412 | 
                        0.7456 | 
                        0.0044 | 
                        0.6% | 
                        0.7456 | 
                     
                    
                        | Low | 
                        0.7370 | 
                        0.7436 | 
                        0.0066 | 
                        0.9% | 
                        0.7281 | 
                     
                    
                        | Close | 
                        0.7401 | 
                        0.7440 | 
                        0.0039 | 
                        0.5% | 
                        0.7440 | 
                     
                    
                        | Range | 
                        0.0042 | 
                        0.0020 | 
                        -0.0022 | 
                        -52.4% | 
                        0.0175 | 
                     
                    
                        | ATR | 
                        0.0079 | 
                        0.0078 | 
                        -0.0002 | 
                        -2.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        20 | 
                        31 | 
                        11 | 
                        55.0% | 
                        818 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7504 | 
                0.7492 | 
                0.7451 | 
                 | 
             
            
                | R3 | 
                0.7484 | 
                0.7472 | 
                0.7446 | 
                 | 
             
            
                | R2 | 
                0.7464 | 
                0.7464 | 
                0.7444 | 
                 | 
             
            
                | R1 | 
                0.7452 | 
                0.7452 | 
                0.7442 | 
                0.7458 | 
             
            
                | PP | 
                0.7444 | 
                0.7444 | 
                0.7444 | 
                0.7447 | 
             
            
                | S1 | 
                0.7432 | 
                0.7432 | 
                0.7438 | 
                0.7438 | 
             
            
                | S2 | 
                0.7424 | 
                0.7424 | 
                0.7436 | 
                 | 
             
            
                | S3 | 
                0.7404 | 
                0.7412 | 
                0.7435 | 
                 | 
             
            
                | S4 | 
                0.7384 | 
                0.7392 | 
                0.7429 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7917 | 
                0.7854 | 
                0.7536 | 
                 | 
             
            
                | R3 | 
                0.7742 | 
                0.7679 | 
                0.7488 | 
                 | 
             
            
                | R2 | 
                0.7567 | 
                0.7567 | 
                0.7472 | 
                 | 
             
            
                | R1 | 
                0.7504 | 
                0.7504 | 
                0.7456 | 
                0.7536 | 
             
            
                | PP | 
                0.7392 | 
                0.7392 | 
                0.7392 | 
                0.7408 | 
             
            
                | S1 | 
                0.7329 | 
                0.7329 | 
                0.7424 | 
                0.7361 | 
             
            
                | S2 | 
                0.7217 | 
                0.7217 | 
                0.7408 | 
                 | 
             
            
                | S3 | 
                0.7042 | 
                0.7154 | 
                0.7392 | 
                 | 
             
            
                | S4 | 
                0.6867 | 
                0.6979 | 
                0.7344 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7456 | 
                0.7281 | 
                0.0175 | 
                2.4% | 
                0.0057 | 
                0.8% | 
                91% | 
                True | 
                False | 
                163 | 
                 
                
                | 10 | 
                0.7586 | 
                0.7272 | 
                0.0314 | 
                4.2% | 
                0.0082 | 
                1.1% | 
                54% | 
                False | 
                False | 
                111 | 
                 
                
                | 20 | 
                0.7586 | 
                0.7242 | 
                0.0344 | 
                4.6% | 
                0.0063 | 
                0.8% | 
                58% | 
                False | 
                False | 
                89 | 
                 
                
                | 40 | 
                0.7586 | 
                0.7121 | 
                0.0465 | 
                6.3% | 
                0.0037 | 
                0.5% | 
                69% | 
                False | 
                False | 
                48 | 
                 
                
                | 60 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0028 | 
                0.4% | 
                52% | 
                False | 
                False | 
                32 | 
                 
                
                | 80 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0025 | 
                0.3% | 
                52% | 
                False | 
                False | 
                25 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7541 | 
         
        
            | 
2.618             | 
            0.7508 | 
         
        
            | 
1.618             | 
            0.7488 | 
         
        
            | 
1.000             | 
            0.7476 | 
         
        
            | 
0.618             | 
            0.7468 | 
         
        
            | 
HIGH             | 
            0.7456 | 
         
        
            | 
0.618             | 
            0.7448 | 
         
        
            | 
0.500             | 
            0.7446 | 
         
        
            | 
0.382             | 
            0.7444 | 
         
        
            | 
LOW             | 
            0.7436 | 
         
        
            | 
0.618             | 
            0.7424 | 
         
        
            | 
1.000             | 
            0.7416 | 
         
        
            | 
1.618             | 
            0.7404 | 
         
        
            | 
2.618             | 
            0.7384 | 
         
        
            | 
4.250             | 
            0.7351 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7446 | 
                                0.7425 | 
                             
                            
                                | PP | 
                                0.7444 | 
                                0.7411 | 
                             
                            
                                | S1 | 
                                0.7442 | 
                                0.7396 | 
                             
             
         |