CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7555 |
0.0030 |
0.4% |
0.7650 |
| High |
0.7579 |
0.7570 |
-0.0009 |
-0.1% |
0.7678 |
| Low |
0.7524 |
0.7494 |
-0.0030 |
-0.4% |
0.7540 |
| Close |
0.7551 |
0.7565 |
0.0014 |
0.2% |
0.7567 |
| Range |
0.0055 |
0.0076 |
0.0021 |
38.2% |
0.0138 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
94,921 |
111,053 |
16,132 |
17.0% |
471,329 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7744 |
0.7607 |
|
| R3 |
0.7695 |
0.7668 |
0.7586 |
|
| R2 |
0.7619 |
0.7619 |
0.7579 |
|
| R1 |
0.7592 |
0.7592 |
0.7572 |
0.7606 |
| PP |
0.7543 |
0.7543 |
0.7543 |
0.7550 |
| S1 |
0.7516 |
0.7516 |
0.7558 |
0.7530 |
| S2 |
0.7467 |
0.7467 |
0.7551 |
|
| S3 |
0.7391 |
0.7440 |
0.7544 |
|
| S4 |
0.7315 |
0.7364 |
0.7523 |
|
|
| 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 |
0.7494 |
0.0122 |
1.6% |
0.0066 |
0.9% |
58% |
False |
True |
95,150 |
| 10 |
0.7678 |
0.7494 |
0.0184 |
2.4% |
0.0065 |
0.9% |
39% |
False |
True |
92,968 |
| 20 |
0.7696 |
0.7458 |
0.0238 |
3.1% |
0.0064 |
0.8% |
45% |
False |
False |
87,661 |
| 40 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0069 |
0.9% |
49% |
False |
False |
48,716 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
51% |
False |
False |
32,586 |
| 80 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0073 |
1.0% |
64% |
False |
False |
24,471 |
| 100 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0065 |
0.9% |
73% |
False |
False |
19,585 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0055 |
0.7% |
73% |
False |
False |
16,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7893 |
|
2.618 |
0.7769 |
|
1.618 |
0.7693 |
|
1.000 |
0.7646 |
|
0.618 |
0.7617 |
|
HIGH |
0.7570 |
|
0.618 |
0.7541 |
|
0.500 |
0.7532 |
|
0.382 |
0.7523 |
|
LOW |
0.7494 |
|
0.618 |
0.7447 |
|
1.000 |
0.7418 |
|
1.618 |
0.7371 |
|
2.618 |
0.7295 |
|
4.250 |
0.7171 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7559 |
| PP |
0.7543 |
0.7553 |
| S1 |
0.7532 |
0.7547 |
|