CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7588 |
-0.0057 |
-0.7% |
0.7642 |
| High |
0.7647 |
0.7615 |
-0.0032 |
-0.4% |
0.7726 |
| Low |
0.7576 |
0.7561 |
-0.0015 |
-0.2% |
0.7576 |
| Close |
0.7597 |
0.7608 |
0.0011 |
0.1% |
0.7597 |
| Range |
0.0071 |
0.0054 |
-0.0017 |
-23.9% |
0.0150 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
410 |
140 |
-270 |
-65.9% |
2,085 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7757 |
0.7736 |
0.7638 |
|
| R3 |
0.7703 |
0.7682 |
0.7623 |
|
| R2 |
0.7649 |
0.7649 |
0.7618 |
|
| R1 |
0.7628 |
0.7628 |
0.7613 |
0.7639 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7600 |
| S1 |
0.7574 |
0.7574 |
0.7603 |
0.7585 |
| S2 |
0.7541 |
0.7541 |
0.7598 |
|
| S3 |
0.7487 |
0.7520 |
0.7593 |
|
| S4 |
0.7433 |
0.7466 |
0.7578 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.7990 |
0.7680 |
|
| R3 |
0.7933 |
0.7840 |
0.7638 |
|
| R2 |
0.7783 |
0.7783 |
0.7625 |
|
| R1 |
0.7690 |
0.7690 |
0.7611 |
0.7662 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7619 |
| S1 |
0.7540 |
0.7540 |
0.7583 |
0.7512 |
| S2 |
0.7483 |
0.7483 |
0.7570 |
|
| S3 |
0.7333 |
0.7390 |
0.7556 |
|
| S4 |
0.7183 |
0.7240 |
0.7515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7726 |
0.7561 |
0.0165 |
2.2% |
0.0077 |
1.0% |
28% |
False |
True |
409 |
| 10 |
0.7728 |
0.7561 |
0.0167 |
2.2% |
0.0070 |
0.9% |
28% |
False |
True |
463 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0076 |
1.0% |
64% |
False |
False |
339 |
| 40 |
0.7728 |
0.7281 |
0.0447 |
5.9% |
0.0070 |
0.9% |
73% |
False |
False |
246 |
| 60 |
0.7728 |
0.7151 |
0.0577 |
7.6% |
0.0065 |
0.9% |
79% |
False |
False |
181 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0050 |
0.7% |
80% |
False |
False |
137 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.6% |
79% |
False |
False |
110 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0038 |
0.5% |
79% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7756 |
|
1.618 |
0.7702 |
|
1.000 |
0.7669 |
|
0.618 |
0.7648 |
|
HIGH |
0.7615 |
|
0.618 |
0.7594 |
|
0.500 |
0.7588 |
|
0.382 |
0.7582 |
|
LOW |
0.7561 |
|
0.618 |
0.7528 |
|
1.000 |
0.7507 |
|
1.618 |
0.7474 |
|
2.618 |
0.7420 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7629 |
| PP |
0.7595 |
0.7622 |
| S1 |
0.7588 |
0.7615 |
|