CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7675 |
0.0022 |
0.3% |
0.7470 |
| High |
0.7679 |
0.7696 |
0.0017 |
0.2% |
0.7658 |
| Low |
0.7629 |
0.7610 |
-0.0019 |
-0.2% |
0.7469 |
| Close |
0.7674 |
0.7630 |
-0.0044 |
-0.6% |
0.7602 |
| Range |
0.0050 |
0.0086 |
0.0036 |
72.0% |
0.0189 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
1.6% |
0.0000 |
| Volume |
78,299 |
92,504 |
14,205 |
18.1% |
417,809 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7853 |
0.7677 |
|
| R3 |
0.7817 |
0.7767 |
0.7654 |
|
| R2 |
0.7731 |
0.7731 |
0.7646 |
|
| R1 |
0.7681 |
0.7681 |
0.7638 |
0.7663 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7637 |
| S1 |
0.7595 |
0.7595 |
0.7622 |
0.7577 |
| S2 |
0.7559 |
0.7559 |
0.7614 |
|
| S3 |
0.7473 |
0.7509 |
0.7606 |
|
| S4 |
0.7387 |
0.7423 |
0.7583 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8062 |
0.7706 |
|
| R3 |
0.7954 |
0.7873 |
0.7654 |
|
| R2 |
0.7765 |
0.7765 |
0.7637 |
|
| R1 |
0.7684 |
0.7684 |
0.7619 |
0.7724 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7597 |
| S1 |
0.7495 |
0.7495 |
0.7585 |
0.7536 |
| S2 |
0.7387 |
0.7387 |
0.7567 |
|
| S3 |
0.7198 |
0.7306 |
0.7550 |
|
| S4 |
0.7009 |
0.7117 |
0.7498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7587 |
0.0109 |
1.4% |
0.0062 |
0.8% |
39% |
True |
False |
78,433 |
| 10 |
0.7696 |
0.7458 |
0.0238 |
3.1% |
0.0063 |
0.8% |
72% |
True |
False |
82,354 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0074 |
1.0% |
71% |
False |
False |
50,750 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
68% |
False |
False |
25,575 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
71% |
False |
False |
17,107 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
80% |
False |
False |
12,857 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0059 |
0.8% |
84% |
False |
False |
10,288 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0051 |
0.7% |
82% |
False |
False |
8,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7921 |
|
1.618 |
0.7835 |
|
1.000 |
0.7782 |
|
0.618 |
0.7749 |
|
HIGH |
0.7696 |
|
0.618 |
0.7663 |
|
0.500 |
0.7653 |
|
0.382 |
0.7643 |
|
LOW |
0.7610 |
|
0.618 |
0.7557 |
|
1.000 |
0.7524 |
|
1.618 |
0.7471 |
|
2.618 |
0.7385 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7646 |
| PP |
0.7645 |
0.7641 |
| S1 |
0.7638 |
0.7635 |
|