CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7436 |
0.7469 |
0.0033 |
0.4% |
0.7399 |
| High |
0.7456 |
0.7499 |
0.0043 |
0.6% |
0.7456 |
| Low |
0.7436 |
0.7414 |
-0.0022 |
-0.3% |
0.7281 |
| Close |
0.7440 |
0.7417 |
-0.0023 |
-0.3% |
0.7440 |
| Range |
0.0020 |
0.0085 |
0.0065 |
325.0% |
0.0175 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.7% |
0.0000 |
| Volume |
31 |
205 |
174 |
561.3% |
818 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7643 |
0.7464 |
|
| R3 |
0.7613 |
0.7558 |
0.7440 |
|
| R2 |
0.7528 |
0.7528 |
0.7433 |
|
| R1 |
0.7473 |
0.7473 |
0.7425 |
0.7458 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7436 |
| S1 |
0.7388 |
0.7388 |
0.7409 |
0.7373 |
| S2 |
0.7358 |
0.7358 |
0.7401 |
|
| S3 |
0.7273 |
0.7303 |
0.7394 |
|
| S4 |
0.7188 |
0.7218 |
0.7370 |
|
|
| 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 |
0.7499 |
0.7323 |
0.0176 |
2.4% |
0.0050 |
0.7% |
53% |
True |
False |
93 |
| 10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0087 |
1.2% |
46% |
False |
False |
128 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0066 |
0.9% |
51% |
False |
False |
99 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0038 |
0.5% |
64% |
False |
False |
53 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0029 |
0.4% |
48% |
False |
False |
36 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0026 |
0.3% |
48% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7722 |
|
1.618 |
0.7637 |
|
1.000 |
0.7584 |
|
0.618 |
0.7552 |
|
HIGH |
0.7499 |
|
0.618 |
0.7467 |
|
0.500 |
0.7457 |
|
0.382 |
0.7446 |
|
LOW |
0.7414 |
|
0.618 |
0.7361 |
|
1.000 |
0.7329 |
|
1.618 |
0.7276 |
|
2.618 |
0.7191 |
|
4.250 |
0.7053 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7435 |
| PP |
0.7443 |
0.7429 |
| S1 |
0.7430 |
0.7423 |
|