CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7530 |
-0.0076 |
-1.0% |
0.7588 |
| High |
0.7670 |
0.7561 |
-0.0109 |
-1.4% |
0.7670 |
| Low |
0.7530 |
0.7505 |
-0.0025 |
-0.3% |
0.7530 |
| Close |
0.7532 |
0.7556 |
0.0024 |
0.3% |
0.7532 |
| Range |
0.0140 |
0.0056 |
-0.0084 |
-60.0% |
0.0140 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
414 |
273 |
-141 |
-34.1% |
1,104 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7688 |
0.7587 |
|
| R3 |
0.7653 |
0.7632 |
0.7571 |
|
| R2 |
0.7597 |
0.7597 |
0.7566 |
|
| R1 |
0.7576 |
0.7576 |
0.7561 |
0.7587 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7546 |
| S1 |
0.7520 |
0.7520 |
0.7551 |
0.7531 |
| S2 |
0.7485 |
0.7485 |
0.7546 |
|
| S3 |
0.7429 |
0.7464 |
0.7541 |
|
| S4 |
0.7373 |
0.7408 |
0.7525 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7905 |
0.7609 |
|
| R3 |
0.7857 |
0.7765 |
0.7571 |
|
| R2 |
0.7717 |
0.7717 |
0.7558 |
|
| R1 |
0.7625 |
0.7625 |
0.7545 |
0.7601 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7566 |
| S1 |
0.7485 |
0.7485 |
0.7519 |
0.7461 |
| S2 |
0.7437 |
0.7437 |
0.7506 |
|
| S3 |
0.7297 |
0.7345 |
0.7494 |
|
| S4 |
0.7157 |
0.7205 |
0.7455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7670 |
0.7505 |
0.0165 |
2.2% |
0.0063 |
0.8% |
31% |
False |
True |
247 |
| 10 |
0.7726 |
0.7505 |
0.0221 |
2.9% |
0.0070 |
0.9% |
23% |
False |
True |
328 |
| 20 |
0.7728 |
0.7470 |
0.0258 |
3.4% |
0.0069 |
0.9% |
33% |
False |
False |
351 |
| 40 |
0.7728 |
0.7379 |
0.0349 |
4.6% |
0.0071 |
0.9% |
51% |
False |
False |
257 |
| 60 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0068 |
0.9% |
65% |
False |
False |
201 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0054 |
0.7% |
72% |
False |
False |
153 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0045 |
0.6% |
71% |
False |
False |
122 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0040 |
0.5% |
71% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7708 |
|
1.618 |
0.7652 |
|
1.000 |
0.7617 |
|
0.618 |
0.7596 |
|
HIGH |
0.7561 |
|
0.618 |
0.7540 |
|
0.500 |
0.7533 |
|
0.382 |
0.7526 |
|
LOW |
0.7505 |
|
0.618 |
0.7470 |
|
1.000 |
0.7449 |
|
1.618 |
0.7414 |
|
2.618 |
0.7358 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7588 |
| PP |
0.7541 |
0.7577 |
| S1 |
0.7533 |
0.7567 |
|