CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7563 |
0.0084 |
1.1% |
0.7433 |
| High |
0.7578 |
0.7581 |
0.0003 |
0.0% |
0.7578 |
| Low |
0.7464 |
0.7497 |
0.0033 |
0.4% |
0.7394 |
| Close |
0.7571 |
0.7532 |
-0.0039 |
-0.5% |
0.7571 |
| Range |
0.0114 |
0.0084 |
-0.0030 |
-26.3% |
0.0184 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
79 |
151 |
72 |
91.1% |
1,296 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7744 |
0.7578 |
|
| R3 |
0.7705 |
0.7660 |
0.7555 |
|
| R2 |
0.7621 |
0.7621 |
0.7547 |
|
| R1 |
0.7576 |
0.7576 |
0.7540 |
0.7557 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7527 |
| S1 |
0.7492 |
0.7492 |
0.7524 |
0.7473 |
| S2 |
0.7453 |
0.7453 |
0.7517 |
|
| S3 |
0.7369 |
0.7408 |
0.7509 |
|
| S4 |
0.7285 |
0.7324 |
0.7486 |
|
|
| 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 |
0.7581 |
0.7394 |
0.0187 |
2.5% |
0.0092 |
1.2% |
74% |
True |
False |
197 |
| 10 |
0.7581 |
0.7394 |
0.0187 |
2.5% |
0.0076 |
1.0% |
74% |
True |
False |
227 |
| 20 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0073 |
1.0% |
60% |
False |
False |
163 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0068 |
0.9% |
74% |
False |
False |
126 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0049 |
0.6% |
80% |
False |
False |
86 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0039 |
0.5% |
67% |
False |
False |
65 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0034 |
0.5% |
67% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7938 |
|
2.618 |
0.7801 |
|
1.618 |
0.7717 |
|
1.000 |
0.7665 |
|
0.618 |
0.7633 |
|
HIGH |
0.7581 |
|
0.618 |
0.7549 |
|
0.500 |
0.7539 |
|
0.382 |
0.7529 |
|
LOW |
0.7497 |
|
0.618 |
0.7445 |
|
1.000 |
0.7413 |
|
1.618 |
0.7361 |
|
2.618 |
0.7277 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7529 |
| PP |
0.7537 |
0.7525 |
| S1 |
0.7534 |
0.7522 |
|