CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2016 | 
                    11-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7661 | 
                        0.7687 | 
                        0.0026 | 
                        0.3% | 
                        0.7563 | 
                     
                    
                        | High | 
                        0.7728 | 
                        0.7697 | 
                        -0.0031 | 
                        -0.4% | 
                        0.7634 | 
                     
                    
                        | Low | 
                        0.7637 | 
                        0.7665 | 
                        0.0028 | 
                        0.4% | 
                        0.7470 | 
                     
                    
                        | Close | 
                        0.7682 | 
                        0.7678 | 
                        -0.0004 | 
                        -0.1% | 
                        0.7598 | 
                     
                    
                        | Range | 
                        0.0091 | 
                        0.0032 | 
                        -0.0059 | 
                        -64.8% | 
                        0.0164 | 
                     
                    
                        | ATR | 
                        0.0077 | 
                        0.0074 | 
                        -0.0003 | 
                        -4.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        306 | 
                        321 | 
                        15 | 
                        4.9% | 
                        1,189 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7776 | 
                0.7759 | 
                0.7696 | 
                 | 
             
            
                | R3 | 
                0.7744 | 
                0.7727 | 
                0.7687 | 
                 | 
             
            
                | R2 | 
                0.7712 | 
                0.7712 | 
                0.7684 | 
                 | 
             
            
                | R1 | 
                0.7695 | 
                0.7695 | 
                0.7681 | 
                0.7688 | 
             
            
                | PP | 
                0.7680 | 
                0.7680 | 
                0.7680 | 
                0.7676 | 
             
            
                | S1 | 
                0.7663 | 
                0.7663 | 
                0.7675 | 
                0.7656 | 
             
            
                | S2 | 
                0.7648 | 
                0.7648 | 
                0.7672 | 
                 | 
             
            
                | S3 | 
                0.7616 | 
                0.7631 | 
                0.7669 | 
                 | 
             
            
                | S4 | 
                0.7584 | 
                0.7599 | 
                0.7660 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7728 | 
                0.7569 | 
                0.0159 | 
                2.1% | 
                0.0065 | 
                0.8% | 
                69% | 
                False | 
                False | 
                246 | 
                 
                
                | 10 | 
                0.7728 | 
                0.7464 | 
                0.0264 | 
                3.4% | 
                0.0075 | 
                1.0% | 
                81% | 
                False | 
                False | 
                229 | 
                 
                
                | 20 | 
                0.7728 | 
                0.7394 | 
                0.0334 | 
                4.4% | 
                0.0072 | 
                0.9% | 
                85% | 
                False | 
                False | 
                225 | 
                 
                
                | 40 | 
                0.7728 | 
                0.7242 | 
                0.0486 | 
                6.3% | 
                0.0073 | 
                1.0% | 
                90% | 
                False | 
                False | 
                162 | 
                 
                
                | 60 | 
                0.7728 | 
                0.7121 | 
                0.0607 | 
                7.9% | 
                0.0057 | 
                0.7% | 
                92% | 
                False | 
                False | 
                121 | 
                 
                
                | 80 | 
                0.7728 | 
                0.7121 | 
                0.0607 | 
                7.9% | 
                0.0045 | 
                0.6% | 
                92% | 
                False | 
                False | 
                91 | 
                 
                
                | 100 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.0% | 
                0.0037 | 
                0.5% | 
                90% | 
                False | 
                False | 
                73 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7833 | 
         
        
            | 
2.618             | 
            0.7781 | 
         
        
            | 
1.618             | 
            0.7749 | 
         
        
            | 
1.000             | 
            0.7729 | 
         
        
            | 
0.618             | 
            0.7717 | 
         
        
            | 
HIGH             | 
            0.7697 | 
         
        
            | 
0.618             | 
            0.7685 | 
         
        
            | 
0.500             | 
            0.7681 | 
         
        
            | 
0.382             | 
            0.7677 | 
         
        
            | 
LOW             | 
            0.7665 | 
         
        
            | 
0.618             | 
            0.7645 | 
         
        
            | 
1.000             | 
            0.7633 | 
         
        
            | 
1.618             | 
            0.7613 | 
         
        
            | 
2.618             | 
            0.7581 | 
         
        
            | 
4.250             | 
            0.7529 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7681 | 
                                0.7673 | 
                             
                            
                                | PP | 
                                0.7680 | 
                                0.7667 | 
                             
                            
                                | S1 | 
                                0.7679 | 
                                0.7662 | 
                             
             
         |