CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7471 |
0.7466 |
-0.0005 |
-0.1% |
0.7469 |
| High |
0.7498 |
0.7530 |
0.0032 |
0.4% |
0.7530 |
| Low |
0.7433 |
0.7444 |
0.0011 |
0.1% |
0.7379 |
| Close |
0.7433 |
0.7528 |
0.0095 |
1.3% |
0.7528 |
| Range |
0.0065 |
0.0086 |
0.0021 |
32.3% |
0.0151 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
125 |
54 |
-71 |
-56.8% |
643 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7729 |
0.7575 |
|
| R3 |
0.7673 |
0.7643 |
0.7552 |
|
| R2 |
0.7587 |
0.7587 |
0.7544 |
|
| R1 |
0.7557 |
0.7557 |
0.7536 |
0.7572 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7508 |
| S1 |
0.7471 |
0.7471 |
0.7520 |
0.7486 |
| S2 |
0.7415 |
0.7415 |
0.7512 |
|
| S3 |
0.7329 |
0.7385 |
0.7504 |
|
| S4 |
0.7243 |
0.7299 |
0.7481 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7881 |
0.7611 |
|
| R3 |
0.7781 |
0.7730 |
0.7570 |
|
| R2 |
0.7630 |
0.7630 |
0.7556 |
|
| R1 |
0.7579 |
0.7579 |
0.7542 |
0.7604 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7492 |
| S1 |
0.7428 |
0.7428 |
0.7514 |
0.7454 |
| S2 |
0.7328 |
0.7328 |
0.7500 |
|
| S3 |
0.7177 |
0.7277 |
0.7486 |
|
| S4 |
0.7026 |
0.7126 |
0.7445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7530 |
0.7379 |
0.0151 |
2.0% |
0.0071 |
0.9% |
99% |
True |
False |
134 |
| 10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0094 |
1.2% |
82% |
False |
False |
160 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0073 |
1.0% |
83% |
False |
False |
107 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.2% |
0.0045 |
0.6% |
88% |
False |
False |
64 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0033 |
0.4% |
66% |
False |
False |
43 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0028 |
0.4% |
66% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7895 |
|
2.618 |
0.7755 |
|
1.618 |
0.7669 |
|
1.000 |
0.7616 |
|
0.618 |
0.7583 |
|
HIGH |
0.7530 |
|
0.618 |
0.7497 |
|
0.500 |
0.7487 |
|
0.382 |
0.7477 |
|
LOW |
0.7444 |
|
0.618 |
0.7391 |
|
1.000 |
0.7358 |
|
1.618 |
0.7305 |
|
2.618 |
0.7219 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7504 |
| PP |
0.7501 |
0.7479 |
| S1 |
0.7487 |
0.7455 |
|