CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7599 |
-0.0067 |
-0.9% |
0.7601 |
| High |
0.7678 |
0.7632 |
-0.0046 |
-0.6% |
0.7696 |
| Low |
0.7595 |
0.7580 |
-0.0015 |
-0.2% |
0.7575 |
| Close |
0.7605 |
0.7610 |
0.0005 |
0.1% |
0.7649 |
| Range |
0.0083 |
0.0052 |
-0.0031 |
-37.3% |
0.0121 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
101,266 |
100,223 |
-1,043 |
-1.0% |
420,633 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7739 |
0.7639 |
|
| R3 |
0.7711 |
0.7687 |
0.7624 |
|
| R2 |
0.7659 |
0.7659 |
0.7620 |
|
| R1 |
0.7635 |
0.7635 |
0.7615 |
0.7647 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7614 |
| S1 |
0.7583 |
0.7583 |
0.7605 |
0.7595 |
| S2 |
0.7555 |
0.7555 |
0.7600 |
|
| S3 |
0.7503 |
0.7531 |
0.7596 |
|
| S4 |
0.7451 |
0.7479 |
0.7581 |
|
|
| 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% |
29% |
False |
False |
91,179 |
| 10 |
0.7696 |
0.7575 |
0.0121 |
1.6% |
0.0062 |
0.8% |
29% |
False |
False |
84,466 |
| 20 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0071 |
0.9% |
64% |
False |
False |
68,405 |
| 40 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
61% |
False |
False |
34,640 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
65% |
False |
False |
23,159 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0072 |
0.9% |
76% |
False |
False |
17,397 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0061 |
0.8% |
81% |
False |
False |
13,922 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0052 |
0.7% |
79% |
False |
False |
11,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7768 |
|
1.618 |
0.7716 |
|
1.000 |
0.7684 |
|
0.618 |
0.7664 |
|
HIGH |
0.7632 |
|
0.618 |
0.7612 |
|
0.500 |
0.7606 |
|
0.382 |
0.7600 |
|
LOW |
0.7580 |
|
0.618 |
0.7548 |
|
1.000 |
0.7528 |
|
1.618 |
0.7496 |
|
2.618 |
0.7444 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7629 |
| PP |
0.7607 |
0.7623 |
| S1 |
0.7606 |
0.7616 |
|