CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7577 |
-0.0056 |
-0.7% |
0.7592 |
| High |
0.7643 |
0.7598 |
-0.0045 |
-0.6% |
0.7699 |
| Low |
0.7571 |
0.7547 |
-0.0024 |
-0.3% |
0.7547 |
| Close |
0.7577 |
0.7588 |
0.0011 |
0.1% |
0.7588 |
| Range |
0.0072 |
0.0051 |
-0.0021 |
-29.2% |
0.0152 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
82,116 |
91,760 |
9,644 |
11.7% |
421,490 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7710 |
0.7616 |
|
| R3 |
0.7680 |
0.7659 |
0.7602 |
|
| R2 |
0.7629 |
0.7629 |
0.7597 |
|
| R1 |
0.7608 |
0.7608 |
0.7593 |
0.7618 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7583 |
| S1 |
0.7557 |
0.7557 |
0.7583 |
0.7568 |
| S2 |
0.7527 |
0.7527 |
0.7579 |
|
| S3 |
0.7476 |
0.7506 |
0.7574 |
|
| S4 |
0.7425 |
0.7455 |
0.7560 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8067 |
0.7980 |
0.7672 |
|
| R3 |
0.7915 |
0.7828 |
0.7630 |
|
| R2 |
0.7763 |
0.7763 |
0.7616 |
|
| R1 |
0.7676 |
0.7676 |
0.7602 |
0.7644 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7595 |
| S1 |
0.7524 |
0.7524 |
0.7574 |
0.7492 |
| S2 |
0.7459 |
0.7459 |
0.7560 |
|
| S3 |
0.7307 |
0.7372 |
0.7546 |
|
| S4 |
0.7155 |
0.7220 |
0.7504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7699 |
0.7547 |
0.0152 |
2.0% |
0.0065 |
0.9% |
27% |
False |
True |
84,298 |
| 10 |
0.7725 |
0.7547 |
0.0178 |
2.3% |
0.0069 |
0.9% |
23% |
False |
True |
85,387 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0067 |
0.9% |
41% |
False |
False |
90,044 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
4.0% |
0.0071 |
0.9% |
55% |
False |
False |
72,855 |
| 60 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
54% |
False |
False |
48,717 |
| 80 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0070 |
0.9% |
58% |
False |
False |
36,581 |
| 100 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
71% |
False |
False |
29,286 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0061 |
0.8% |
77% |
False |
False |
24,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7815 |
|
2.618 |
0.7732 |
|
1.618 |
0.7681 |
|
1.000 |
0.7649 |
|
0.618 |
0.7630 |
|
HIGH |
0.7598 |
|
0.618 |
0.7579 |
|
0.500 |
0.7573 |
|
0.382 |
0.7566 |
|
LOW |
0.7547 |
|
0.618 |
0.7515 |
|
1.000 |
0.7496 |
|
1.618 |
0.7464 |
|
2.618 |
0.7413 |
|
4.250 |
0.7330 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7583 |
0.7623 |
| PP |
0.7578 |
0.7611 |
| S1 |
0.7573 |
0.7600 |
|