CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7495 |
0.7568 |
0.0073 |
1.0% |
0.7433 |
| High |
0.7606 |
0.7583 |
-0.0023 |
-0.3% |
0.7578 |
| Low |
0.7470 |
0.7541 |
0.0071 |
1.0% |
0.7394 |
| Close |
0.7577 |
0.7551 |
-0.0026 |
-0.3% |
0.7571 |
| Range |
0.0136 |
0.0042 |
-0.0094 |
-69.1% |
0.0184 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
438 |
199 |
-239 |
-54.6% |
1,296 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7660 |
0.7574 |
|
| R3 |
0.7642 |
0.7618 |
0.7563 |
|
| R2 |
0.7600 |
0.7600 |
0.7559 |
|
| R1 |
0.7576 |
0.7576 |
0.7555 |
0.7567 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7554 |
| S1 |
0.7534 |
0.7534 |
0.7547 |
0.7525 |
| S2 |
0.7516 |
0.7516 |
0.7543 |
|
| S3 |
0.7474 |
0.7492 |
0.7539 |
|
| S4 |
0.7432 |
0.7450 |
0.7528 |
|
|
| 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 |
0.7606 |
0.7462 |
0.0144 |
1.9% |
0.0086 |
1.1% |
62% |
False |
False |
189 |
| 10 |
0.7606 |
0.7394 |
0.0212 |
2.8% |
0.0079 |
1.0% |
74% |
False |
False |
245 |
| 20 |
0.7636 |
0.7394 |
0.0242 |
3.2% |
0.0073 |
1.0% |
65% |
False |
False |
171 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0071 |
0.9% |
78% |
False |
False |
139 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0052 |
0.7% |
83% |
False |
False |
97 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0041 |
0.5% |
70% |
False |
False |
73 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0036 |
0.5% |
70% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7693 |
|
1.618 |
0.7651 |
|
1.000 |
0.7625 |
|
0.618 |
0.7609 |
|
HIGH |
0.7583 |
|
0.618 |
0.7567 |
|
0.500 |
0.7562 |
|
0.382 |
0.7557 |
|
LOW |
0.7541 |
|
0.618 |
0.7515 |
|
1.000 |
0.7499 |
|
1.618 |
0.7473 |
|
2.618 |
0.7431 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7562 |
0.7547 |
| PP |
0.7558 |
0.7542 |
| S1 |
0.7555 |
0.7538 |
|