CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7525 |
-0.0071 |
-0.9% |
0.7650 |
| High |
0.7599 |
0.7579 |
-0.0020 |
-0.3% |
0.7678 |
| Low |
0.7520 |
0.7524 |
0.0004 |
0.1% |
0.7540 |
| Close |
0.7531 |
0.7551 |
0.0020 |
0.3% |
0.7567 |
| Range |
0.0079 |
0.0055 |
-0.0024 |
-30.4% |
0.0138 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
95,419 |
94,921 |
-498 |
-0.5% |
471,329 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7689 |
0.7581 |
|
| R3 |
0.7661 |
0.7634 |
0.7566 |
|
| R2 |
0.7606 |
0.7606 |
0.7561 |
|
| R1 |
0.7579 |
0.7579 |
0.7556 |
0.7593 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7558 |
| S1 |
0.7524 |
0.7524 |
0.7546 |
0.7538 |
| S2 |
0.7496 |
0.7496 |
0.7541 |
|
| S3 |
0.7441 |
0.7469 |
0.7536 |
|
| S4 |
0.7386 |
0.7414 |
0.7521 |
|
|
| 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 |
0.7616 |
0.7520 |
0.0096 |
1.3% |
0.0063 |
0.8% |
32% |
False |
False |
91,048 |
| 10 |
0.7696 |
0.7520 |
0.0176 |
2.3% |
0.0066 |
0.9% |
18% |
False |
False |
91,113 |
| 20 |
0.7696 |
0.7429 |
0.0267 |
3.5% |
0.0064 |
0.8% |
46% |
False |
False |
84,987 |
| 40 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0069 |
0.9% |
44% |
False |
False |
45,955 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0070 |
0.9% |
47% |
False |
False |
30,739 |
| 80 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0072 |
1.0% |
61% |
False |
False |
23,083 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0064 |
0.8% |
71% |
False |
False |
18,475 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0054 |
0.7% |
71% |
False |
False |
15,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7813 |
|
2.618 |
0.7723 |
|
1.618 |
0.7668 |
|
1.000 |
0.7634 |
|
0.618 |
0.7613 |
|
HIGH |
0.7579 |
|
0.618 |
0.7558 |
|
0.500 |
0.7552 |
|
0.382 |
0.7545 |
|
LOW |
0.7524 |
|
0.618 |
0.7490 |
|
1.000 |
0.7469 |
|
1.618 |
0.7435 |
|
2.618 |
0.7380 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7568 |
| PP |
0.7551 |
0.7562 |
| S1 |
0.7551 |
0.7557 |
|