CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7466 |
0.7515 |
0.0049 |
0.7% |
0.7469 |
| High |
0.7530 |
0.7523 |
-0.0007 |
-0.1% |
0.7530 |
| Low |
0.7444 |
0.7486 |
0.0042 |
0.6% |
0.7379 |
| Close |
0.7528 |
0.7493 |
-0.0035 |
-0.5% |
0.7528 |
| Range |
0.0086 |
0.0037 |
-0.0049 |
-57.0% |
0.0151 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
54 |
27 |
-27 |
-50.0% |
643 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7589 |
0.7513 |
|
| R3 |
0.7575 |
0.7552 |
0.7503 |
|
| R2 |
0.7538 |
0.7538 |
0.7500 |
|
| R1 |
0.7515 |
0.7515 |
0.7496 |
0.7508 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7497 |
| S1 |
0.7478 |
0.7478 |
0.7490 |
0.7471 |
| S2 |
0.7464 |
0.7464 |
0.7486 |
|
| S3 |
0.7427 |
0.7441 |
0.7483 |
|
| S4 |
0.7390 |
0.7404 |
0.7473 |
|
|
| 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% |
0.0075 |
1.0% |
75% |
False |
False |
134 |
| 10 |
0.7530 |
0.7281 |
0.0249 |
3.3% |
0.0066 |
0.9% |
85% |
False |
False |
148 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0073 |
1.0% |
73% |
False |
False |
107 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.2% |
0.0044 |
0.6% |
80% |
False |
False |
65 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0033 |
0.4% |
60% |
False |
False |
44 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0027 |
0.4% |
60% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7620 |
|
1.618 |
0.7583 |
|
1.000 |
0.7560 |
|
0.618 |
0.7546 |
|
HIGH |
0.7523 |
|
0.618 |
0.7509 |
|
0.500 |
0.7505 |
|
0.382 |
0.7500 |
|
LOW |
0.7486 |
|
0.618 |
0.7463 |
|
1.000 |
0.7449 |
|
1.618 |
0.7426 |
|
2.618 |
0.7389 |
|
4.250 |
0.7329 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7489 |
| PP |
0.7501 |
0.7485 |
| S1 |
0.7497 |
0.7482 |
|