CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7601 |
0.7572 |
-0.0029 |
-0.4% |
0.7650 |
| High |
0.7610 |
0.7612 |
0.0002 |
0.0% |
0.7678 |
| Low |
0.7550 |
0.7540 |
-0.0010 |
-0.1% |
0.7540 |
| Close |
0.7565 |
0.7567 |
0.0002 |
0.0% |
0.7567 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.0% |
0.0138 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
90,540 |
116,705 |
26,165 |
28.9% |
471,329 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7750 |
0.7607 |
|
| R3 |
0.7717 |
0.7678 |
0.7587 |
|
| R2 |
0.7645 |
0.7645 |
0.7580 |
|
| R1 |
0.7606 |
0.7606 |
0.7574 |
0.7590 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7565 |
| S1 |
0.7534 |
0.7534 |
0.7560 |
0.7517 |
| S2 |
0.7501 |
0.7501 |
0.7554 |
|
| S3 |
0.7429 |
0.7462 |
0.7547 |
|
| S4 |
0.7357 |
0.7390 |
0.7527 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7926 |
0.7643 |
|
| R3 |
0.7871 |
0.7788 |
0.7605 |
|
| R2 |
0.7733 |
0.7733 |
0.7592 |
|
| R1 |
0.7650 |
0.7650 |
0.7580 |
0.7623 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7581 |
| S1 |
0.7512 |
0.7512 |
0.7554 |
0.7485 |
| S2 |
0.7457 |
0.7457 |
0.7542 |
|
| S3 |
0.7319 |
0.7374 |
0.7529 |
|
| S4 |
0.7181 |
0.7236 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7678 |
0.7540 |
0.0138 |
1.8% |
0.0062 |
0.8% |
20% |
False |
True |
94,265 |
| 10 |
0.7696 |
0.7540 |
0.0156 |
2.1% |
0.0066 |
0.9% |
17% |
False |
True |
89,196 |
| 20 |
0.7696 |
0.7423 |
0.0273 |
3.6% |
0.0067 |
0.9% |
53% |
False |
False |
78,018 |
| 40 |
0.7726 |
0.7423 |
0.0303 |
4.0% |
0.0070 |
0.9% |
48% |
False |
False |
39,806 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
52% |
False |
False |
26,612 |
| 80 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0072 |
1.0% |
67% |
False |
False |
19,984 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0062 |
0.8% |
73% |
False |
False |
15,995 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0053 |
0.7% |
73% |
False |
False |
13,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7800 |
|
1.618 |
0.7728 |
|
1.000 |
0.7684 |
|
0.618 |
0.7656 |
|
HIGH |
0.7612 |
|
0.618 |
0.7584 |
|
0.500 |
0.7576 |
|
0.382 |
0.7568 |
|
LOW |
0.7540 |
|
0.618 |
0.7496 |
|
1.000 |
0.7468 |
|
1.618 |
0.7424 |
|
2.618 |
0.7352 |
|
4.250 |
0.7234 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7576 |
0.7586 |
| PP |
0.7573 |
0.7580 |
| S1 |
0.7570 |
0.7573 |
|