CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7642 |
-0.0025 |
-0.3% |
0.7585 |
| High |
0.7698 |
0.7664 |
-0.0034 |
-0.4% |
0.7728 |
| Low |
0.7620 |
0.7612 |
-0.0008 |
-0.1% |
0.7569 |
| Close |
0.7623 |
0.7653 |
0.0030 |
0.4% |
0.7623 |
| Range |
0.0078 |
0.0052 |
-0.0026 |
-33.3% |
0.0159 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,510 |
178 |
-1,332 |
-88.2% |
2,538 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7778 |
0.7682 |
|
| R3 |
0.7747 |
0.7726 |
0.7667 |
|
| R2 |
0.7695 |
0.7695 |
0.7663 |
|
| R1 |
0.7674 |
0.7674 |
0.7658 |
0.7684 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7648 |
| S1 |
0.7622 |
0.7622 |
0.7648 |
0.7633 |
| S2 |
0.7591 |
0.7591 |
0.7643 |
|
| S3 |
0.7539 |
0.7570 |
0.7639 |
|
| S4 |
0.7487 |
0.7518 |
0.7624 |
|
|
| 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 |
0.7595 |
0.0133 |
1.7% |
0.0063 |
0.8% |
44% |
False |
False |
518 |
| 10 |
0.7728 |
0.7470 |
0.0258 |
3.4% |
0.0068 |
0.9% |
71% |
False |
False |
375 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0072 |
0.9% |
78% |
False |
False |
301 |
| 40 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0074 |
1.0% |
84% |
False |
False |
203 |
| 60 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0059 |
0.8% |
88% |
False |
False |
149 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0046 |
0.6% |
88% |
False |
False |
112 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0039 |
0.5% |
86% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7800 |
|
1.618 |
0.7748 |
|
1.000 |
0.7716 |
|
0.618 |
0.7696 |
|
HIGH |
0.7664 |
|
0.618 |
0.7644 |
|
0.500 |
0.7638 |
|
0.382 |
0.7632 |
|
LOW |
0.7612 |
|
0.618 |
0.7580 |
|
1.000 |
0.7560 |
|
1.618 |
0.7528 |
|
2.618 |
0.7476 |
|
4.250 |
0.7391 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7655 |
| PP |
0.7643 |
0.7654 |
| S1 |
0.7638 |
0.7654 |
|