CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7667 |
-0.0020 |
-0.3% |
0.7585 |
| High |
0.7697 |
0.7698 |
0.0001 |
0.0% |
0.7728 |
| Low |
0.7665 |
0.7620 |
-0.0045 |
-0.6% |
0.7569 |
| Close |
0.7678 |
0.7623 |
-0.0055 |
-0.7% |
0.7623 |
| Range |
0.0032 |
0.0078 |
0.0046 |
143.8% |
0.0159 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
| Volume |
321 |
1,510 |
1,189 |
370.4% |
2,538 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7830 |
0.7666 |
|
| R3 |
0.7803 |
0.7752 |
0.7644 |
|
| R2 |
0.7725 |
0.7725 |
0.7637 |
|
| R1 |
0.7674 |
0.7674 |
0.7630 |
0.7661 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7640 |
| S1 |
0.7596 |
0.7596 |
0.7616 |
0.7583 |
| S2 |
0.7569 |
0.7569 |
0.7609 |
|
| S3 |
0.7491 |
0.7518 |
0.7602 |
|
| S4 |
0.7413 |
0.7440 |
0.7580 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8029 |
0.7710 |
|
| R3 |
0.7958 |
0.7870 |
0.7667 |
|
| R2 |
0.7799 |
0.7799 |
0.7652 |
|
| R1 |
0.7711 |
0.7711 |
0.7638 |
0.7755 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7662 |
| S1 |
0.7552 |
0.7552 |
0.7608 |
0.7596 |
| S2 |
0.7481 |
0.7481 |
0.7594 |
|
| S3 |
0.7322 |
0.7393 |
0.7579 |
|
| S4 |
0.7163 |
0.7234 |
0.7536 |
|
|
| 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% |
0.0068 |
0.9% |
34% |
False |
False |
507 |
| 10 |
0.7728 |
0.7470 |
0.0258 |
3.4% |
0.0071 |
0.9% |
59% |
False |
False |
372 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
69% |
False |
False |
296 |
| 40 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0073 |
1.0% |
77% |
False |
False |
199 |
| 60 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0058 |
0.8% |
83% |
False |
False |
146 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0046 |
0.6% |
83% |
False |
False |
110 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0038 |
0.5% |
81% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8030 |
|
2.618 |
0.7902 |
|
1.618 |
0.7824 |
|
1.000 |
0.7776 |
|
0.618 |
0.7746 |
|
HIGH |
0.7698 |
|
0.618 |
0.7668 |
|
0.500 |
0.7659 |
|
0.382 |
0.7650 |
|
LOW |
0.7620 |
|
0.618 |
0.7572 |
|
1.000 |
0.7542 |
|
1.618 |
0.7494 |
|
2.618 |
0.7416 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7674 |
| PP |
0.7647 |
0.7657 |
| S1 |
0.7635 |
0.7640 |
|