CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7539 |
0.7534 |
-0.0005 |
-0.1% |
0.7515 |
| High |
0.7566 |
0.7534 |
-0.0032 |
-0.4% |
0.7636 |
| Low |
0.7537 |
0.7439 |
-0.0098 |
-1.3% |
0.7486 |
| Close |
0.7554 |
0.7472 |
-0.0082 |
-1.1% |
0.7558 |
| Range |
0.0029 |
0.0095 |
0.0066 |
227.6% |
0.0150 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
89 |
217 |
128 |
143.8% |
255 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7714 |
0.7524 |
|
| R3 |
0.7672 |
0.7619 |
0.7498 |
|
| R2 |
0.7577 |
0.7577 |
0.7489 |
|
| R1 |
0.7524 |
0.7524 |
0.7481 |
0.7503 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7471 |
| S1 |
0.7429 |
0.7429 |
0.7463 |
0.7408 |
| S2 |
0.7387 |
0.7387 |
0.7455 |
|
| S3 |
0.7292 |
0.7334 |
0.7446 |
|
| S4 |
0.7197 |
0.7239 |
0.7420 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7934 |
0.7641 |
|
| R3 |
0.7860 |
0.7784 |
0.7599 |
|
| R2 |
0.7710 |
0.7710 |
0.7586 |
|
| R1 |
0.7634 |
0.7634 |
0.7572 |
0.7672 |
| PP |
0.7560 |
0.7560 |
0.7560 |
0.7579 |
| S1 |
0.7484 |
0.7484 |
0.7544 |
0.7522 |
| S2 |
0.7410 |
0.7410 |
0.7531 |
|
| S3 |
0.7260 |
0.7334 |
0.7517 |
|
| S4 |
0.7110 |
0.7184 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7636 |
0.7439 |
0.0197 |
2.6% |
0.0071 |
0.9% |
17% |
False |
True |
92 |
| 10 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0072 |
1.0% |
36% |
False |
False |
99 |
| 20 |
0.7636 |
0.7272 |
0.0364 |
4.9% |
0.0079 |
1.1% |
55% |
False |
False |
114 |
| 40 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0054 |
0.7% |
68% |
False |
False |
78 |
| 60 |
0.7661 |
0.7121 |
0.0540 |
7.2% |
0.0039 |
0.5% |
65% |
False |
False |
52 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0031 |
0.4% |
57% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7938 |
|
2.618 |
0.7783 |
|
1.618 |
0.7688 |
|
1.000 |
0.7629 |
|
0.618 |
0.7593 |
|
HIGH |
0.7534 |
|
0.618 |
0.7498 |
|
0.500 |
0.7487 |
|
0.382 |
0.7475 |
|
LOW |
0.7439 |
|
0.618 |
0.7380 |
|
1.000 |
0.7344 |
|
1.618 |
0.7285 |
|
2.618 |
0.7190 |
|
4.250 |
0.7035 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7538 |
| PP |
0.7482 |
0.7516 |
| S1 |
0.7477 |
0.7494 |
|