CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7438 |
-0.0040 |
-0.5% |
0.7515 |
| High |
0.7478 |
0.7477 |
-0.0001 |
0.0% |
0.7636 |
| Low |
0.7427 |
0.7422 |
-0.0005 |
-0.1% |
0.7486 |
| Close |
0.7439 |
0.7453 |
0.0014 |
0.2% |
0.7558 |
| Range |
0.0051 |
0.0055 |
0.0004 |
7.8% |
0.0150 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
239 |
157 |
-82 |
-34.3% |
255 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7589 |
0.7483 |
|
| R3 |
0.7561 |
0.7534 |
0.7468 |
|
| R2 |
0.7506 |
0.7506 |
0.7463 |
|
| R1 |
0.7479 |
0.7479 |
0.7458 |
0.7492 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7457 |
| S1 |
0.7424 |
0.7424 |
0.7448 |
0.7438 |
| S2 |
0.7396 |
0.7396 |
0.7443 |
|
| S3 |
0.7341 |
0.7369 |
0.7438 |
|
| S4 |
0.7286 |
0.7314 |
0.7423 |
|
|
| 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 |
0.7422 |
0.0214 |
2.9% |
0.0068 |
0.9% |
14% |
False |
True |
156 |
| 10 |
0.7636 |
0.7422 |
0.0214 |
2.9% |
0.0066 |
0.9% |
14% |
False |
True |
101 |
| 20 |
0.7636 |
0.7272 |
0.0364 |
4.9% |
0.0079 |
1.1% |
50% |
False |
False |
132 |
| 40 |
0.7636 |
0.7149 |
0.0487 |
6.5% |
0.0057 |
0.8% |
62% |
False |
False |
85 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0041 |
0.5% |
64% |
False |
False |
59 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0032 |
0.4% |
54% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7711 |
|
2.618 |
0.7621 |
|
1.618 |
0.7566 |
|
1.000 |
0.7532 |
|
0.618 |
0.7511 |
|
HIGH |
0.7477 |
|
0.618 |
0.7456 |
|
0.500 |
0.7450 |
|
0.382 |
0.7443 |
|
LOW |
0.7422 |
|
0.618 |
0.7388 |
|
1.000 |
0.7367 |
|
1.618 |
0.7333 |
|
2.618 |
0.7278 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7478 |
| PP |
0.7451 |
0.7470 |
| S1 |
0.7450 |
0.7461 |
|