CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7478 |
-0.0056 |
-0.7% |
0.7515 |
| High |
0.7534 |
0.7478 |
-0.0056 |
-0.7% |
0.7636 |
| Low |
0.7439 |
0.7427 |
-0.0012 |
-0.2% |
0.7486 |
| Close |
0.7472 |
0.7439 |
-0.0033 |
-0.4% |
0.7558 |
| Range |
0.0095 |
0.0051 |
-0.0044 |
-46.3% |
0.0150 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
217 |
239 |
22 |
10.1% |
255 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7571 |
0.7467 |
|
| R3 |
0.7550 |
0.7520 |
0.7453 |
|
| R2 |
0.7499 |
0.7499 |
0.7448 |
|
| R1 |
0.7469 |
0.7469 |
0.7444 |
0.7459 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7443 |
| S1 |
0.7418 |
0.7418 |
0.7434 |
0.7408 |
| S2 |
0.7397 |
0.7397 |
0.7430 |
|
| S3 |
0.7346 |
0.7367 |
0.7425 |
|
| S4 |
0.7295 |
0.7316 |
0.7411 |
|
|
| 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 |
0.7427 |
0.0209 |
2.8% |
0.0069 |
0.9% |
6% |
False |
True |
132 |
| 10 |
0.7636 |
0.7427 |
0.0209 |
2.8% |
0.0067 |
0.9% |
6% |
False |
True |
97 |
| 20 |
0.7636 |
0.7272 |
0.0364 |
4.9% |
0.0079 |
1.1% |
46% |
False |
False |
125 |
| 40 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0056 |
0.7% |
62% |
False |
False |
84 |
| 60 |
0.7661 |
0.7121 |
0.0540 |
7.3% |
0.0040 |
0.5% |
59% |
False |
False |
56 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0032 |
0.4% |
52% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7612 |
|
1.618 |
0.7561 |
|
1.000 |
0.7529 |
|
0.618 |
0.7510 |
|
HIGH |
0.7478 |
|
0.618 |
0.7459 |
|
0.500 |
0.7453 |
|
0.382 |
0.7446 |
|
LOW |
0.7427 |
|
0.618 |
0.7395 |
|
1.000 |
0.7376 |
|
1.618 |
0.7344 |
|
2.618 |
0.7293 |
|
4.250 |
0.7210 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7497 |
| PP |
0.7448 |
0.7477 |
| S1 |
0.7444 |
0.7458 |
|