CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7585 |
-0.0030 |
-0.4% |
0.7563 |
| High |
0.7634 |
0.7644 |
0.0010 |
0.1% |
0.7634 |
| Low |
0.7571 |
0.7569 |
-0.0002 |
0.0% |
0.7470 |
| Close |
0.7598 |
0.7625 |
0.0027 |
0.4% |
0.7598 |
| Range |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0164 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
205 |
124 |
-81 |
-39.5% |
1,189 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7806 |
0.7666 |
|
| R3 |
0.7763 |
0.7731 |
0.7646 |
|
| R2 |
0.7688 |
0.7688 |
0.7639 |
|
| R1 |
0.7656 |
0.7656 |
0.7632 |
0.7672 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7621 |
| S1 |
0.7581 |
0.7581 |
0.7618 |
0.7597 |
| S2 |
0.7538 |
0.7538 |
0.7611 |
|
| S3 |
0.7463 |
0.7506 |
0.7604 |
|
| S4 |
0.7388 |
0.7431 |
0.7584 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.7993 |
0.7688 |
|
| R3 |
0.7895 |
0.7829 |
0.7643 |
|
| R2 |
0.7731 |
0.7731 |
0.7628 |
|
| R1 |
0.7665 |
0.7665 |
0.7613 |
0.7698 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7584 |
| S1 |
0.7501 |
0.7501 |
0.7583 |
0.7534 |
| S2 |
0.7403 |
0.7403 |
0.7568 |
|
| S3 |
0.7239 |
0.7337 |
0.7553 |
|
| S4 |
0.7075 |
0.7173 |
0.7508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7644 |
0.7470 |
0.0174 |
2.3% |
0.0072 |
0.9% |
89% |
True |
False |
232 |
| 10 |
0.7644 |
0.7394 |
0.0250 |
3.3% |
0.0082 |
1.1% |
92% |
True |
False |
215 |
| 20 |
0.7644 |
0.7394 |
0.0250 |
3.3% |
0.0073 |
1.0% |
92% |
True |
False |
187 |
| 40 |
0.7644 |
0.7242 |
0.0402 |
5.3% |
0.0073 |
1.0% |
95% |
True |
False |
147 |
| 60 |
0.7644 |
0.7121 |
0.0523 |
6.9% |
0.0054 |
0.7% |
96% |
True |
False |
106 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0043 |
0.6% |
82% |
False |
False |
79 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0036 |
0.5% |
82% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7840 |
|
1.618 |
0.7765 |
|
1.000 |
0.7719 |
|
0.618 |
0.7690 |
|
HIGH |
0.7644 |
|
0.618 |
0.7615 |
|
0.500 |
0.7607 |
|
0.382 |
0.7598 |
|
LOW |
0.7569 |
|
0.618 |
0.7523 |
|
1.000 |
0.7494 |
|
1.618 |
0.7448 |
|
2.618 |
0.7373 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7618 |
| PP |
0.7613 |
0.7611 |
| S1 |
0.7607 |
0.7604 |
|