CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7431 |
-0.0007 |
-0.1% |
0.7539 |
| High |
0.7477 |
0.7471 |
-0.0006 |
-0.1% |
0.7566 |
| Low |
0.7422 |
0.7410 |
-0.0012 |
-0.2% |
0.7410 |
| Close |
0.7453 |
0.7432 |
-0.0021 |
-0.3% |
0.7432 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0156 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
157 |
213 |
56 |
35.7% |
915 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7587 |
0.7466 |
|
| R3 |
0.7560 |
0.7526 |
0.7449 |
|
| R2 |
0.7499 |
0.7499 |
0.7443 |
|
| R1 |
0.7465 |
0.7465 |
0.7438 |
0.7482 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7446 |
| S1 |
0.7404 |
0.7404 |
0.7426 |
0.7421 |
| S2 |
0.7377 |
0.7377 |
0.7421 |
|
| S3 |
0.7316 |
0.7343 |
0.7415 |
|
| S4 |
0.7255 |
0.7282 |
0.7398 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7841 |
0.7518 |
|
| R3 |
0.7781 |
0.7685 |
0.7475 |
|
| R2 |
0.7625 |
0.7625 |
0.7461 |
|
| R1 |
0.7529 |
0.7529 |
0.7446 |
0.7499 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7455 |
| S1 |
0.7373 |
0.7373 |
0.7418 |
0.7343 |
| S2 |
0.7313 |
0.7313 |
0.7403 |
|
| S3 |
0.7157 |
0.7217 |
0.7389 |
|
| S4 |
0.7001 |
0.7061 |
0.7346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7566 |
0.7410 |
0.0156 |
2.1% |
0.0058 |
0.8% |
14% |
False |
True |
183 |
| 10 |
0.7636 |
0.7410 |
0.0226 |
3.0% |
0.0063 |
0.9% |
10% |
False |
True |
117 |
| 20 |
0.7636 |
0.7272 |
0.0364 |
4.9% |
0.0079 |
1.1% |
44% |
False |
False |
138 |
| 40 |
0.7636 |
0.7151 |
0.0485 |
6.5% |
0.0058 |
0.8% |
58% |
False |
False |
90 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0041 |
0.6% |
60% |
False |
False |
62 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0033 |
0.4% |
50% |
False |
False |
47 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0031 |
0.4% |
50% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7730 |
|
2.618 |
0.7631 |
|
1.618 |
0.7570 |
|
1.000 |
0.7532 |
|
0.618 |
0.7509 |
|
HIGH |
0.7471 |
|
0.618 |
0.7448 |
|
0.500 |
0.7441 |
|
0.382 |
0.7433 |
|
LOW |
0.7410 |
|
0.618 |
0.7372 |
|
1.000 |
0.7349 |
|
1.618 |
0.7311 |
|
2.618 |
0.7250 |
|
4.250 |
0.7151 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7444 |
| PP |
0.7438 |
0.7440 |
| S1 |
0.7435 |
0.7436 |
|