CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7663 |
0.7719 |
0.0056 |
0.7% |
0.7583 |
| High |
0.7721 |
0.7771 |
0.0050 |
0.6% |
0.7690 |
| Low |
0.7658 |
0.7681 |
0.0023 |
0.3% |
0.7574 |
| Close |
0.7709 |
0.7745 |
0.0036 |
0.5% |
0.7668 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0116 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.7% |
0.0000 |
| Volume |
75,852 |
76,482 |
630 |
0.8% |
405,773 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7964 |
0.7795 |
|
| R3 |
0.7912 |
0.7874 |
0.7770 |
|
| R2 |
0.7822 |
0.7822 |
0.7762 |
|
| R1 |
0.7784 |
0.7784 |
0.7753 |
0.7803 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7742 |
| S1 |
0.7694 |
0.7694 |
0.7737 |
0.7713 |
| S2 |
0.7642 |
0.7642 |
0.7729 |
|
| S3 |
0.7552 |
0.7604 |
0.7720 |
|
| S4 |
0.7462 |
0.7514 |
0.7696 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7946 |
0.7732 |
|
| R3 |
0.7876 |
0.7830 |
0.7700 |
|
| R2 |
0.7760 |
0.7760 |
0.7689 |
|
| R1 |
0.7714 |
0.7714 |
0.7679 |
0.7737 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7656 |
| S1 |
0.7598 |
0.7598 |
0.7657 |
0.7621 |
| S2 |
0.7528 |
0.7528 |
0.7647 |
|
| S3 |
0.7412 |
0.7482 |
0.7636 |
|
| S4 |
0.7296 |
0.7366 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7771 |
0.7604 |
0.0167 |
2.2% |
0.0063 |
0.8% |
84% |
True |
False |
78,456 |
| 10 |
0.7771 |
0.7547 |
0.0224 |
2.9% |
0.0065 |
0.8% |
88% |
True |
False |
84,264 |
| 20 |
0.7771 |
0.7494 |
0.0277 |
3.6% |
0.0068 |
0.9% |
91% |
True |
False |
86,729 |
| 40 |
0.7771 |
0.7429 |
0.0342 |
4.4% |
0.0066 |
0.8% |
92% |
True |
False |
84,850 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.5% |
0.0069 |
0.9% |
93% |
True |
False |
57,970 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
4.9% |
0.0070 |
0.9% |
93% |
True |
False |
43,553 |
| 100 |
0.7771 |
0.7272 |
0.0499 |
6.4% |
0.0071 |
0.9% |
95% |
True |
False |
34,863 |
| 120 |
0.7771 |
0.7121 |
0.0650 |
8.4% |
0.0064 |
0.8% |
96% |
True |
False |
29,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8154 |
|
2.618 |
0.8007 |
|
1.618 |
0.7917 |
|
1.000 |
0.7861 |
|
0.618 |
0.7827 |
|
HIGH |
0.7771 |
|
0.618 |
0.7737 |
|
0.500 |
0.7726 |
|
0.382 |
0.7715 |
|
LOW |
0.7681 |
|
0.618 |
0.7625 |
|
1.000 |
0.7591 |
|
1.618 |
0.7535 |
|
2.618 |
0.7445 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7733 |
| PP |
0.7732 |
0.7720 |
| S1 |
0.7726 |
0.7708 |
|