CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7637 |
0.7633 |
-0.0004 |
-0.1% |
0.7608 |
| High |
0.7699 |
0.7643 |
-0.0056 |
-0.7% |
0.7725 |
| Low |
0.7615 |
0.7571 |
-0.0044 |
-0.6% |
0.7569 |
| Close |
0.7629 |
0.7577 |
-0.0052 |
-0.7% |
0.7592 |
| Range |
0.0084 |
0.0072 |
-0.0012 |
-14.3% |
0.0156 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
110,662 |
82,116 |
-28,546 |
-25.8% |
432,389 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7767 |
0.7617 |
|
| R3 |
0.7741 |
0.7695 |
0.7597 |
|
| R2 |
0.7669 |
0.7669 |
0.7590 |
|
| R1 |
0.7623 |
0.7623 |
0.7584 |
0.7610 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7591 |
| S1 |
0.7551 |
0.7551 |
0.7570 |
0.7538 |
| S2 |
0.7525 |
0.7525 |
0.7564 |
|
| S3 |
0.7453 |
0.7479 |
0.7557 |
|
| S4 |
0.7381 |
0.7407 |
0.7537 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8000 |
0.7678 |
|
| R3 |
0.7941 |
0.7844 |
0.7635 |
|
| R2 |
0.7785 |
0.7785 |
0.7621 |
|
| R1 |
0.7688 |
0.7688 |
0.7606 |
0.7659 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7614 |
| S1 |
0.7532 |
0.7532 |
0.7578 |
0.7503 |
| S2 |
0.7473 |
0.7473 |
0.7563 |
|
| S3 |
0.7317 |
0.7376 |
0.7549 |
|
| S4 |
0.7161 |
0.7220 |
0.7506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7699 |
0.7571 |
0.0128 |
1.7% |
0.0067 |
0.9% |
5% |
False |
True |
81,194 |
| 10 |
0.7725 |
0.7545 |
0.0180 |
2.4% |
0.0073 |
1.0% |
18% |
False |
False |
87,875 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0069 |
0.9% |
36% |
False |
False |
90,422 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
4.0% |
0.0071 |
0.9% |
51% |
False |
False |
70,586 |
| 60 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
50% |
False |
False |
47,191 |
| 80 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0070 |
0.9% |
55% |
False |
False |
35,436 |
| 100 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
69% |
False |
False |
28,370 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0061 |
0.8% |
75% |
False |
False |
23,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7949 |
|
2.618 |
0.7831 |
|
1.618 |
0.7759 |
|
1.000 |
0.7715 |
|
0.618 |
0.7687 |
|
HIGH |
0.7643 |
|
0.618 |
0.7615 |
|
0.500 |
0.7607 |
|
0.382 |
0.7599 |
|
LOW |
0.7571 |
|
0.618 |
0.7527 |
|
1.000 |
0.7499 |
|
1.618 |
0.7455 |
|
2.618 |
0.7383 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7635 |
| PP |
0.7597 |
0.7616 |
| S1 |
0.7587 |
0.7596 |
|