CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7495 |
0.7479 |
-0.0016 |
-0.2% |
0.7433 |
| High |
0.7515 |
0.7578 |
0.0063 |
0.8% |
0.7578 |
| Low |
0.7462 |
0.7464 |
0.0002 |
0.0% |
0.7394 |
| Close |
0.7470 |
0.7571 |
0.0101 |
1.4% |
0.7571 |
| Range |
0.0053 |
0.0114 |
0.0061 |
115.1% |
0.0184 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.7% |
0.0000 |
| Volume |
79 |
79 |
0 |
0.0% |
1,296 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7839 |
0.7634 |
|
| R3 |
0.7766 |
0.7725 |
0.7602 |
|
| R2 |
0.7652 |
0.7652 |
0.7592 |
|
| R1 |
0.7611 |
0.7611 |
0.7581 |
0.7631 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7548 |
| S1 |
0.7497 |
0.7497 |
0.7561 |
0.7518 |
| S2 |
0.7424 |
0.7424 |
0.7550 |
|
| S3 |
0.7310 |
0.7383 |
0.7540 |
|
| S4 |
0.7196 |
0.7269 |
0.7508 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8003 |
0.7672 |
|
| R3 |
0.7882 |
0.7819 |
0.7622 |
|
| R2 |
0.7698 |
0.7698 |
0.7605 |
|
| R1 |
0.7635 |
0.7635 |
0.7588 |
0.7666 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7530 |
| S1 |
0.7451 |
0.7451 |
0.7554 |
0.7483 |
| S2 |
0.7330 |
0.7330 |
0.7537 |
|
| S3 |
0.7146 |
0.7267 |
0.7520 |
|
| S4 |
0.6962 |
0.7083 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7578 |
0.7394 |
0.0184 |
2.4% |
0.0082 |
1.1% |
96% |
True |
False |
259 |
| 10 |
0.7578 |
0.7394 |
0.0184 |
2.4% |
0.0070 |
0.9% |
96% |
True |
False |
221 |
| 20 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0070 |
0.9% |
75% |
False |
False |
157 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0067 |
0.9% |
84% |
False |
False |
122 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0047 |
0.6% |
87% |
False |
False |
84 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0038 |
0.5% |
73% |
False |
False |
63 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0033 |
0.4% |
73% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7876 |
|
1.618 |
0.7762 |
|
1.000 |
0.7692 |
|
0.618 |
0.7648 |
|
HIGH |
0.7578 |
|
0.618 |
0.7534 |
|
0.500 |
0.7521 |
|
0.382 |
0.7508 |
|
LOW |
0.7464 |
|
0.618 |
0.7394 |
|
1.000 |
0.7350 |
|
1.618 |
0.7280 |
|
2.618 |
0.7166 |
|
4.250 |
0.6980 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7543 |
| PP |
0.7538 |
0.7514 |
| S1 |
0.7521 |
0.7486 |
|