CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7619 |
0.0011 |
0.1% |
0.7584 |
| High |
0.7619 |
0.7678 |
0.0059 |
0.8% |
0.7636 |
| Low |
0.7569 |
0.7613 |
0.0044 |
0.6% |
0.7494 |
| Close |
0.7615 |
0.7654 |
0.0039 |
0.5% |
0.7599 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0142 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
63,338 |
87,129 |
23,791 |
37.6% |
475,687 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7814 |
0.7690 |
|
| R3 |
0.7778 |
0.7749 |
0.7672 |
|
| R2 |
0.7713 |
0.7713 |
0.7666 |
|
| R1 |
0.7684 |
0.7684 |
0.7660 |
0.7699 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7656 |
| S1 |
0.7619 |
0.7619 |
0.7648 |
0.7634 |
| S2 |
0.7583 |
0.7583 |
0.7642 |
|
| S3 |
0.7518 |
0.7554 |
0.7636 |
|
| S4 |
0.7453 |
0.7489 |
0.7618 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7943 |
0.7677 |
|
| R3 |
0.7860 |
0.7801 |
0.7638 |
|
| R2 |
0.7718 |
0.7718 |
0.7625 |
|
| R1 |
0.7659 |
0.7659 |
0.7612 |
0.7688 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7591 |
| S1 |
0.7517 |
0.7517 |
0.7586 |
0.7547 |
| S2 |
0.7434 |
0.7434 |
0.7573 |
|
| S3 |
0.7292 |
0.7375 |
0.7560 |
|
| S4 |
0.7150 |
0.7233 |
0.7521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7678 |
0.7494 |
0.0184 |
2.4% |
0.0067 |
0.9% |
87% |
True |
False |
94,616 |
| 10 |
0.7678 |
0.7494 |
0.0184 |
2.4% |
0.0065 |
0.8% |
87% |
True |
False |
93,362 |
| 20 |
0.7696 |
0.7494 |
0.0202 |
2.6% |
0.0066 |
0.9% |
79% |
False |
False |
89,718 |
| 40 |
0.7713 |
0.7423 |
0.0290 |
3.8% |
0.0069 |
0.9% |
80% |
False |
False |
55,366 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0071 |
0.9% |
78% |
False |
False |
37,024 |
| 80 |
0.7728 |
0.7281 |
0.0447 |
5.8% |
0.0070 |
0.9% |
83% |
False |
False |
27,806 |
| 100 |
0.7728 |
0.7151 |
0.0577 |
7.5% |
0.0067 |
0.9% |
87% |
False |
False |
22,255 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0056 |
0.7% |
88% |
False |
False |
18,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7848 |
|
1.618 |
0.7783 |
|
1.000 |
0.7743 |
|
0.618 |
0.7718 |
|
HIGH |
0.7678 |
|
0.618 |
0.7653 |
|
0.500 |
0.7646 |
|
0.382 |
0.7638 |
|
LOW |
0.7613 |
|
0.618 |
0.7573 |
|
1.000 |
0.7548 |
|
1.618 |
0.7508 |
|
2.618 |
0.7443 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7640 |
| PP |
0.7648 |
0.7626 |
| S1 |
0.7646 |
0.7612 |
|