CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7666 |
0.0016 |
0.2% |
0.7601 |
| High |
0.7669 |
0.7678 |
0.0009 |
0.1% |
0.7696 |
| Low |
0.7628 |
0.7595 |
-0.0033 |
-0.4% |
0.7575 |
| Close |
0.7660 |
0.7605 |
-0.0055 |
-0.7% |
0.7649 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0121 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.3% |
0.0000 |
| Volume |
62,595 |
101,266 |
38,671 |
61.8% |
420,633 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7875 |
0.7823 |
0.7651 |
|
| R3 |
0.7792 |
0.7740 |
0.7628 |
|
| R2 |
0.7709 |
0.7709 |
0.7620 |
|
| R1 |
0.7657 |
0.7657 |
0.7613 |
0.7642 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7618 |
| S1 |
0.7574 |
0.7574 |
0.7597 |
0.7559 |
| S2 |
0.7543 |
0.7543 |
0.7590 |
|
| S3 |
0.7460 |
0.7491 |
0.7582 |
|
| S4 |
0.7377 |
0.7408 |
0.7559 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7947 |
0.7716 |
|
| R3 |
0.7882 |
0.7826 |
0.7682 |
|
| R2 |
0.7761 |
0.7761 |
0.7671 |
|
| R1 |
0.7705 |
0.7705 |
0.7660 |
0.7733 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7654 |
| S1 |
0.7584 |
0.7584 |
0.7638 |
0.7612 |
| S2 |
0.7519 |
0.7519 |
0.7627 |
|
| S3 |
0.7398 |
0.7463 |
0.7616 |
|
| S4 |
0.7277 |
0.7342 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7575 |
0.0121 |
1.6% |
0.0069 |
0.9% |
25% |
False |
False |
86,794 |
| 10 |
0.7696 |
0.7518 |
0.0178 |
2.3% |
0.0067 |
0.9% |
49% |
False |
False |
86,074 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0071 |
0.9% |
63% |
False |
False |
63,516 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
60% |
False |
False |
32,141 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
63% |
False |
False |
21,490 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0072 |
0.9% |
75% |
False |
False |
16,144 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0060 |
0.8% |
80% |
False |
False |
12,920 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0052 |
0.7% |
78% |
False |
False |
10,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7895 |
|
1.618 |
0.7812 |
|
1.000 |
0.7761 |
|
0.618 |
0.7729 |
|
HIGH |
0.7678 |
|
0.618 |
0.7646 |
|
0.500 |
0.7637 |
|
0.382 |
0.7627 |
|
LOW |
0.7595 |
|
0.618 |
0.7544 |
|
1.000 |
0.7512 |
|
1.618 |
0.7461 |
|
2.618 |
0.7378 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7627 |
| PP |
0.7626 |
0.7619 |
| S1 |
0.7616 |
0.7612 |
|