CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7582 |
0.0014 |
0.2% |
0.7433 |
| High |
0.7583 |
0.7610 |
0.0027 |
0.4% |
0.7578 |
| Low |
0.7541 |
0.7564 |
0.0023 |
0.3% |
0.7394 |
| Close |
0.7551 |
0.7605 |
0.0054 |
0.7% |
0.7571 |
| Range |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0184 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
199 |
196 |
-3 |
-1.5% |
1,296 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7714 |
0.7630 |
|
| R3 |
0.7685 |
0.7668 |
0.7618 |
|
| R2 |
0.7639 |
0.7639 |
0.7613 |
|
| R1 |
0.7622 |
0.7622 |
0.7609 |
0.7631 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7597 |
| S1 |
0.7576 |
0.7576 |
0.7601 |
0.7585 |
| S2 |
0.7547 |
0.7547 |
0.7597 |
|
| S3 |
0.7501 |
0.7530 |
0.7592 |
|
| S4 |
0.7455 |
0.7484 |
0.7580 |
|
|
| 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 |
0.7610 |
0.7464 |
0.0146 |
1.9% |
0.0084 |
1.1% |
97% |
True |
False |
212 |
| 10 |
0.7610 |
0.7394 |
0.0216 |
2.8% |
0.0078 |
1.0% |
98% |
True |
False |
249 |
| 20 |
0.7636 |
0.7394 |
0.0242 |
3.2% |
0.0072 |
0.9% |
87% |
False |
False |
175 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0072 |
0.9% |
92% |
False |
False |
140 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0052 |
0.7% |
94% |
False |
False |
100 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.5% |
78% |
False |
False |
75 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0036 |
0.5% |
78% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7730 |
|
1.618 |
0.7684 |
|
1.000 |
0.7656 |
|
0.618 |
0.7638 |
|
HIGH |
0.7610 |
|
0.618 |
0.7592 |
|
0.500 |
0.7587 |
|
0.382 |
0.7582 |
|
LOW |
0.7564 |
|
0.618 |
0.7536 |
|
1.000 |
0.7518 |
|
1.618 |
0.7490 |
|
2.618 |
0.7444 |
|
4.250 |
0.7369 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7583 |
| PP |
0.7593 |
0.7562 |
| S1 |
0.7587 |
0.7540 |
|