CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2016 | 
                    27-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7475 | 
                        0.7480 | 
                        0.0005 | 
                        0.1% | 
                        0.7539 | 
                     
                    
                        | High | 
                        0.7506 | 
                        0.7529 | 
                        0.0023 | 
                        0.3% | 
                        0.7566 | 
                     
                    
                        | Low | 
                        0.7432 | 
                        0.7394 | 
                        -0.0038 | 
                        -0.5% | 
                        0.7410 | 
                     
                    
                        | Close | 
                        0.7472 | 
                        0.7449 | 
                        -0.0023 | 
                        -0.3% | 
                        0.7432 | 
                     
                    
                        | Range | 
                        0.0074 | 
                        0.0135 | 
                        0.0061 | 
                        82.4% | 
                        0.0156 | 
                     
                    
                        | ATR | 
                        0.0072 | 
                        0.0076 | 
                        0.0005 | 
                        6.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        202 | 
                        477 | 
                        275 | 
                        136.1% | 
                        915 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7862 | 
                0.7791 | 
                0.7523 | 
                 | 
             
            
                | R3 | 
                0.7727 | 
                0.7656 | 
                0.7486 | 
                 | 
             
            
                | R2 | 
                0.7592 | 
                0.7592 | 
                0.7474 | 
                 | 
             
            
                | R1 | 
                0.7521 | 
                0.7521 | 
                0.7461 | 
                0.7489 | 
             
            
                | PP | 
                0.7457 | 
                0.7457 | 
                0.7457 | 
                0.7442 | 
             
            
                | S1 | 
                0.7386 | 
                0.7386 | 
                0.7437 | 
                0.7354 | 
             
            
                | S2 | 
                0.7322 | 
                0.7322 | 
                0.7424 | 
                 | 
             
            
                | S3 | 
                0.7187 | 
                0.7251 | 
                0.7412 | 
                 | 
             
            
                | S4 | 
                0.7052 | 
                0.7116 | 
                0.7375 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7529 | 
                0.7394 | 
                0.0135 | 
                1.8% | 
                0.0072 | 
                1.0% | 
                41% | 
                True | 
                True | 
                301 | 
                 
                
                | 10 | 
                0.7636 | 
                0.7394 | 
                0.0242 | 
                3.2% | 
                0.0070 | 
                0.9% | 
                23% | 
                False | 
                True | 
                217 | 
                 
                
                | 20 | 
                0.7636 | 
                0.7336 | 
                0.0300 | 
                4.0% | 
                0.0068 | 
                0.9% | 
                38% | 
                False | 
                False | 
                154 | 
                 
                
                | 40 | 
                0.7636 | 
                0.7160 | 
                0.0476 | 
                6.4% | 
                0.0064 | 
                0.9% | 
                61% | 
                False | 
                False | 
                118 | 
                 
                
                | 60 | 
                0.7636 | 
                0.7121 | 
                0.0515 | 
                6.9% | 
                0.0045 | 
                0.6% | 
                64% | 
                False | 
                False | 
                81 | 
                 
                
                | 80 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0036 | 
                0.5% | 
                53% | 
                False | 
                False | 
                61 | 
                 
                
                | 100 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.3% | 
                0.0032 | 
                0.4% | 
                53% | 
                False | 
                False | 
                49 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8103 | 
         
        
            | 
2.618             | 
            0.7882 | 
         
        
            | 
1.618             | 
            0.7747 | 
         
        
            | 
1.000             | 
            0.7664 | 
         
        
            | 
0.618             | 
            0.7612 | 
         
        
            | 
HIGH             | 
            0.7529 | 
         
        
            | 
0.618             | 
            0.7477 | 
         
        
            | 
0.500             | 
            0.7462 | 
         
        
            | 
0.382             | 
            0.7446 | 
         
        
            | 
LOW             | 
            0.7394 | 
         
        
            | 
0.618             | 
            0.7311 | 
         
        
            | 
1.000             | 
            0.7259 | 
         
        
            | 
1.618             | 
            0.7176 | 
         
        
            | 
2.618             | 
            0.7041 | 
         
        
            | 
4.250             | 
            0.6820 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7462 | 
                                0.7462 | 
                             
                            
                                | PP | 
                                0.7457 | 
                                0.7457 | 
                             
                            
                                | S1 | 
                                0.7453 | 
                                0.7453 | 
                             
             
         |