CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7651 |
0.0006 |
0.1% |
0.7592 |
| High |
0.7669 |
0.7680 |
0.0011 |
0.1% |
0.7699 |
| Low |
0.7604 |
0.7628 |
0.0024 |
0.3% |
0.7547 |
| Close |
0.7646 |
0.7678 |
0.0032 |
0.4% |
0.7588 |
| Range |
0.0065 |
0.0052 |
-0.0013 |
-20.0% |
0.0152 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
83,729 |
74,844 |
-8,885 |
-10.6% |
421,490 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7800 |
0.7707 |
|
| R3 |
0.7766 |
0.7748 |
0.7692 |
|
| R2 |
0.7714 |
0.7714 |
0.7688 |
|
| R1 |
0.7696 |
0.7696 |
0.7683 |
0.7705 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7667 |
| S1 |
0.7644 |
0.7644 |
0.7673 |
0.7653 |
| S2 |
0.7610 |
0.7610 |
0.7668 |
|
| S3 |
0.7558 |
0.7592 |
0.7664 |
|
| S4 |
0.7506 |
0.7540 |
0.7649 |
|
|
| 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 |
0.7680 |
0.7547 |
0.0133 |
1.7% |
0.0059 |
0.8% |
98% |
True |
False |
83,231 |
| 10 |
0.7699 |
0.7547 |
0.0152 |
2.0% |
0.0063 |
0.8% |
86% |
False |
False |
82,213 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0068 |
0.9% |
80% |
False |
False |
88,533 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
3.9% |
0.0069 |
0.9% |
84% |
False |
False |
80,592 |
| 60 |
0.7726 |
0.7423 |
0.0303 |
3.9% |
0.0069 |
0.9% |
84% |
False |
False |
54,108 |
| 80 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0070 |
0.9% |
85% |
False |
False |
40,634 |
| 100 |
0.7728 |
0.7242 |
0.0486 |
6.3% |
0.0071 |
0.9% |
90% |
False |
False |
32,528 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0062 |
0.8% |
92% |
False |
False |
27,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7816 |
|
1.618 |
0.7764 |
|
1.000 |
0.7732 |
|
0.618 |
0.7712 |
|
HIGH |
0.7680 |
|
0.618 |
0.7660 |
|
0.500 |
0.7654 |
|
0.382 |
0.7648 |
|
LOW |
0.7628 |
|
0.618 |
0.7596 |
|
1.000 |
0.7576 |
|
1.618 |
0.7544 |
|
2.618 |
0.7492 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7664 |
| PP |
0.7662 |
0.7649 |
| S1 |
0.7654 |
0.7635 |
|