CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7495 |
0.0015 |
0.2% |
0.7539 |
| High |
0.7529 |
0.7515 |
-0.0014 |
-0.2% |
0.7566 |
| Low |
0.7394 |
0.7462 |
0.0068 |
0.9% |
0.7410 |
| Close |
0.7449 |
0.7470 |
0.0021 |
0.3% |
0.7432 |
| Range |
0.0135 |
0.0053 |
-0.0082 |
-60.7% |
0.0156 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
477 |
79 |
-398 |
-83.4% |
915 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7641 |
0.7609 |
0.7499 |
|
| R3 |
0.7588 |
0.7556 |
0.7485 |
|
| R2 |
0.7535 |
0.7535 |
0.7480 |
|
| R1 |
0.7503 |
0.7503 |
0.7475 |
0.7493 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7477 |
| S1 |
0.7450 |
0.7450 |
0.7465 |
0.7440 |
| S2 |
0.7429 |
0.7429 |
0.7460 |
|
| S3 |
0.7376 |
0.7397 |
0.7455 |
|
| S4 |
0.7323 |
0.7344 |
0.7441 |
|
|
| 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% |
0.0071 |
1.0% |
56% |
False |
False |
286 |
| 10 |
0.7636 |
0.7394 |
0.0242 |
3.2% |
0.0070 |
0.9% |
31% |
False |
False |
221 |
| 20 |
0.7636 |
0.7370 |
0.0266 |
3.6% |
0.0066 |
0.9% |
38% |
False |
False |
154 |
| 40 |
0.7636 |
0.7160 |
0.0476 |
6.4% |
0.0065 |
0.9% |
65% |
False |
False |
120 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0046 |
0.6% |
68% |
False |
False |
82 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0037 |
0.5% |
57% |
False |
False |
62 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0032 |
0.4% |
57% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7654 |
|
1.618 |
0.7601 |
|
1.000 |
0.7568 |
|
0.618 |
0.7548 |
|
HIGH |
0.7515 |
|
0.618 |
0.7495 |
|
0.500 |
0.7489 |
|
0.382 |
0.7482 |
|
LOW |
0.7462 |
|
0.618 |
0.7429 |
|
1.000 |
0.7409 |
|
1.618 |
0.7376 |
|
2.618 |
0.7323 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7467 |
| PP |
0.7482 |
0.7464 |
| S1 |
0.7476 |
0.7462 |
|