CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7661 |
0.0042 |
0.6% |
0.7584 |
| High |
0.7678 |
0.7718 |
0.0040 |
0.5% |
0.7636 |
| Low |
0.7613 |
0.7647 |
0.0034 |
0.4% |
0.7494 |
| Close |
0.7654 |
0.7704 |
0.0050 |
0.7% |
0.7599 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0142 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
87,129 |
91,885 |
4,756 |
5.5% |
475,687 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7874 |
0.7743 |
|
| R3 |
0.7832 |
0.7803 |
0.7724 |
|
| R2 |
0.7761 |
0.7761 |
0.7717 |
|
| R1 |
0.7732 |
0.7732 |
0.7711 |
0.7746 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7697 |
| S1 |
0.7661 |
0.7661 |
0.7697 |
0.7676 |
| S2 |
0.7619 |
0.7619 |
0.7691 |
|
| S3 |
0.7548 |
0.7590 |
0.7684 |
|
| S4 |
0.7477 |
0.7519 |
0.7665 |
|
|
| 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 |
0.7718 |
0.7494 |
0.0224 |
2.9% |
0.0071 |
0.9% |
94% |
True |
False |
94,008 |
| 10 |
0.7718 |
0.7494 |
0.0224 |
2.9% |
0.0067 |
0.9% |
94% |
True |
False |
92,528 |
| 20 |
0.7718 |
0.7494 |
0.0224 |
2.9% |
0.0064 |
0.8% |
94% |
True |
False |
88,497 |
| 40 |
0.7718 |
0.7423 |
0.0295 |
3.8% |
0.0070 |
0.9% |
95% |
True |
False |
57,660 |
| 60 |
0.7728 |
0.7394 |
0.0334 |
4.3% |
0.0071 |
0.9% |
93% |
False |
False |
38,552 |
| 80 |
0.7728 |
0.7323 |
0.0405 |
5.3% |
0.0069 |
0.9% |
94% |
False |
False |
28,948 |
| 100 |
0.7728 |
0.7160 |
0.0568 |
7.4% |
0.0067 |
0.9% |
96% |
False |
False |
23,174 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0057 |
0.7% |
96% |
False |
False |
19,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8020 |
|
2.618 |
0.7904 |
|
1.618 |
0.7833 |
|
1.000 |
0.7789 |
|
0.618 |
0.7762 |
|
HIGH |
0.7718 |
|
0.618 |
0.7691 |
|
0.500 |
0.7683 |
|
0.382 |
0.7674 |
|
LOW |
0.7647 |
|
0.618 |
0.7603 |
|
1.000 |
0.7576 |
|
1.618 |
0.7532 |
|
2.618 |
0.7461 |
|
4.250 |
0.7345 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7697 |
0.7684 |
| PP |
0.7690 |
0.7664 |
| S1 |
0.7683 |
0.7644 |
|