CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7596 |
0.0012 |
0.2% |
0.7650 |
| High |
0.7616 |
0.7599 |
-0.0017 |
-0.2% |
0.7678 |
| Low |
0.7567 |
0.7520 |
-0.0047 |
-0.6% |
0.7540 |
| Close |
0.7593 |
0.7531 |
-0.0062 |
-0.8% |
0.7567 |
| Range |
0.0049 |
0.0079 |
0.0030 |
61.2% |
0.0138 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
57,655 |
95,419 |
37,764 |
65.5% |
471,329 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7738 |
0.7574 |
|
| R3 |
0.7708 |
0.7659 |
0.7553 |
|
| R2 |
0.7629 |
0.7629 |
0.7545 |
|
| R1 |
0.7580 |
0.7580 |
0.7538 |
0.7565 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7543 |
| S1 |
0.7501 |
0.7501 |
0.7524 |
0.7486 |
| S2 |
0.7471 |
0.7471 |
0.7517 |
|
| S3 |
0.7392 |
0.7422 |
0.7509 |
|
| S4 |
0.7313 |
0.7343 |
0.7488 |
|
|
| 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 |
0.7632 |
0.7520 |
0.0112 |
1.5% |
0.0062 |
0.8% |
10% |
False |
True |
92,108 |
| 10 |
0.7696 |
0.7520 |
0.0176 |
2.3% |
0.0066 |
0.9% |
6% |
False |
True |
89,451 |
| 20 |
0.7696 |
0.7429 |
0.0267 |
3.5% |
0.0063 |
0.8% |
38% |
False |
False |
82,970 |
| 40 |
0.7726 |
0.7423 |
0.0303 |
4.0% |
0.0070 |
0.9% |
36% |
False |
False |
43,590 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
41% |
False |
False |
29,160 |
| 80 |
0.7728 |
0.7272 |
0.0456 |
6.1% |
0.0072 |
1.0% |
57% |
False |
False |
21,896 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0063 |
0.8% |
68% |
False |
False |
17,525 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.1% |
0.0054 |
0.7% |
68% |
False |
False |
14,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7935 |
|
2.618 |
0.7806 |
|
1.618 |
0.7727 |
|
1.000 |
0.7678 |
|
0.618 |
0.7648 |
|
HIGH |
0.7599 |
|
0.618 |
0.7569 |
|
0.500 |
0.7560 |
|
0.382 |
0.7550 |
|
LOW |
0.7520 |
|
0.618 |
0.7471 |
|
1.000 |
0.7441 |
|
1.618 |
0.7392 |
|
2.618 |
0.7313 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7560 |
0.7568 |
| PP |
0.7550 |
0.7556 |
| S1 |
0.7541 |
0.7543 |
|