CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7471 |
0.0070 |
0.9% |
0.7399 |
| High |
0.7480 |
0.7498 |
0.0018 |
0.2% |
0.7456 |
| Low |
0.7379 |
0.7433 |
0.0054 |
0.7% |
0.7281 |
| Close |
0.7476 |
0.7433 |
-0.0043 |
-0.6% |
0.7440 |
| Range |
0.0101 |
0.0065 |
-0.0036 |
-35.6% |
0.0175 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
259 |
125 |
-134 |
-51.7% |
818 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7650 |
0.7606 |
0.7469 |
|
| R3 |
0.7585 |
0.7541 |
0.7451 |
|
| R2 |
0.7520 |
0.7520 |
0.7445 |
|
| R1 |
0.7476 |
0.7476 |
0.7439 |
0.7466 |
| PP |
0.7455 |
0.7455 |
0.7455 |
0.7449 |
| S1 |
0.7411 |
0.7411 |
0.7427 |
0.7401 |
| S2 |
0.7390 |
0.7390 |
0.7421 |
|
| S3 |
0.7325 |
0.7346 |
0.7415 |
|
| S4 |
0.7260 |
0.7281 |
0.7397 |
|
|
| 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 |
0.7370 |
0.0129 |
1.7% |
0.0063 |
0.8% |
49% |
False |
False |
128 |
| 10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0093 |
1.2% |
51% |
False |
False |
163 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0071 |
1.0% |
56% |
False |
False |
106 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0043 |
0.6% |
67% |
False |
False |
63 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0032 |
0.4% |
51% |
False |
False |
42 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0027 |
0.4% |
51% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7668 |
|
1.618 |
0.7603 |
|
1.000 |
0.7563 |
|
0.618 |
0.7538 |
|
HIGH |
0.7498 |
|
0.618 |
0.7473 |
|
0.500 |
0.7466 |
|
0.382 |
0.7458 |
|
LOW |
0.7433 |
|
0.618 |
0.7393 |
|
1.000 |
0.7368 |
|
1.618 |
0.7328 |
|
2.618 |
0.7263 |
|
4.250 |
0.7157 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7439 |
| PP |
0.7455 |
0.7437 |
| S1 |
0.7444 |
0.7435 |
|