CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7531 |
0.0016 |
0.2% |
0.7469 |
| High |
0.7523 |
0.7609 |
0.0086 |
1.1% |
0.7530 |
| Low |
0.7486 |
0.7531 |
0.0045 |
0.6% |
0.7379 |
| Close |
0.7493 |
0.7596 |
0.0103 |
1.4% |
0.7528 |
| Range |
0.0037 |
0.0078 |
0.0041 |
110.8% |
0.0151 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.6% |
0.0000 |
| Volume |
27 |
71 |
44 |
163.0% |
643 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7782 |
0.7639 |
|
| R3 |
0.7735 |
0.7704 |
0.7617 |
|
| R2 |
0.7657 |
0.7657 |
0.7610 |
|
| R1 |
0.7626 |
0.7626 |
0.7603 |
0.7642 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7586 |
| S1 |
0.7548 |
0.7548 |
0.7589 |
0.7564 |
| S2 |
0.7501 |
0.7501 |
0.7582 |
|
| S3 |
0.7423 |
0.7470 |
0.7575 |
|
| S4 |
0.7345 |
0.7392 |
0.7553 |
|
|
| 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 |
0.7609 |
0.7379 |
0.0230 |
3.0% |
0.0073 |
1.0% |
94% |
True |
False |
107 |
| 10 |
0.7609 |
0.7323 |
0.0286 |
3.8% |
0.0062 |
0.8% |
95% |
True |
False |
100 |
| 20 |
0.7609 |
0.7242 |
0.0367 |
4.8% |
0.0074 |
1.0% |
96% |
True |
False |
110 |
| 40 |
0.7609 |
0.7121 |
0.0488 |
6.4% |
0.0046 |
0.6% |
97% |
True |
False |
67 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0034 |
0.4% |
77% |
False |
False |
45 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0027 |
0.4% |
77% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7813 |
|
1.618 |
0.7735 |
|
1.000 |
0.7687 |
|
0.618 |
0.7657 |
|
HIGH |
0.7609 |
|
0.618 |
0.7579 |
|
0.500 |
0.7570 |
|
0.382 |
0.7561 |
|
LOW |
0.7531 |
|
0.618 |
0.7483 |
|
1.000 |
0.7453 |
|
1.618 |
0.7405 |
|
2.618 |
0.7327 |
|
4.250 |
0.7199 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7573 |
| PP |
0.7579 |
0.7550 |
| S1 |
0.7570 |
0.7527 |
|