CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7601 |
0.0002 |
0.0% |
0.7601 |
| High |
0.7632 |
0.7610 |
-0.0022 |
-0.3% |
0.7696 |
| Low |
0.7580 |
0.7550 |
-0.0030 |
-0.4% |
0.7575 |
| Close |
0.7610 |
0.7565 |
-0.0045 |
-0.6% |
0.7649 |
| Range |
0.0052 |
0.0060 |
0.0008 |
15.4% |
0.0121 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
100,223 |
90,540 |
-9,683 |
-9.7% |
420,633 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7720 |
0.7598 |
|
| R3 |
0.7695 |
0.7660 |
0.7582 |
|
| R2 |
0.7635 |
0.7635 |
0.7576 |
|
| R1 |
0.7600 |
0.7600 |
0.7571 |
0.7588 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7569 |
| S1 |
0.7540 |
0.7540 |
0.7560 |
0.7528 |
| S2 |
0.7515 |
0.7515 |
0.7554 |
|
| S3 |
0.7455 |
0.7480 |
0.7549 |
|
| S4 |
0.7395 |
0.7420 |
0.7532 |
|
|
| 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 |
0.7678 |
0.7550 |
0.0128 |
1.7% |
0.0064 |
0.8% |
12% |
False |
True |
90,786 |
| 10 |
0.7696 |
0.7550 |
0.0146 |
1.9% |
0.0063 |
0.8% |
10% |
False |
True |
84,609 |
| 20 |
0.7696 |
0.7423 |
0.0273 |
3.6% |
0.0069 |
0.9% |
52% |
False |
False |
72,651 |
| 40 |
0.7726 |
0.7423 |
0.0303 |
4.0% |
0.0069 |
0.9% |
47% |
False |
False |
36,896 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
51% |
False |
False |
24,668 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0072 |
1.0% |
66% |
False |
False |
18,526 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0061 |
0.8% |
73% |
False |
False |
14,828 |
| 120 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0053 |
0.7% |
72% |
False |
False |
12,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7767 |
|
1.618 |
0.7707 |
|
1.000 |
0.7670 |
|
0.618 |
0.7647 |
|
HIGH |
0.7610 |
|
0.618 |
0.7587 |
|
0.500 |
0.7580 |
|
0.382 |
0.7573 |
|
LOW |
0.7550 |
|
0.618 |
0.7513 |
|
1.000 |
0.7490 |
|
1.618 |
0.7453 |
|
2.618 |
0.7393 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7580 |
0.7614 |
| PP |
0.7575 |
0.7598 |
| S1 |
0.7570 |
0.7581 |
|