CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7719 |
0.7736 |
0.0017 |
0.2% |
0.7583 |
| High |
0.7771 |
0.7764 |
-0.0007 |
-0.1% |
0.7690 |
| Low |
0.7681 |
0.7571 |
-0.0110 |
-1.4% |
0.7574 |
| Close |
0.7745 |
0.7640 |
-0.0105 |
-1.4% |
0.7668 |
| Range |
0.0090 |
0.0193 |
0.0103 |
114.4% |
0.0116 |
| ATR |
0.0067 |
0.0076 |
0.0009 |
13.4% |
0.0000 |
| Volume |
76,482 |
258,989 |
182,507 |
238.6% |
405,773 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8237 |
0.8132 |
0.7746 |
|
| R3 |
0.8044 |
0.7939 |
0.7693 |
|
| R2 |
0.7851 |
0.7851 |
0.7675 |
|
| R1 |
0.7746 |
0.7746 |
0.7658 |
0.7702 |
| PP |
0.7658 |
0.7658 |
0.7658 |
0.7637 |
| S1 |
0.7553 |
0.7553 |
0.7622 |
0.7509 |
| S2 |
0.7465 |
0.7465 |
0.7605 |
|
| S3 |
0.7272 |
0.7360 |
0.7587 |
|
| S4 |
0.7079 |
0.7167 |
0.7534 |
|
|
| 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 |
0.7571 |
0.0200 |
2.6% |
0.0089 |
1.2% |
35% |
False |
True |
113,508 |
| 10 |
0.7771 |
0.7547 |
0.0224 |
2.9% |
0.0076 |
1.0% |
42% |
False |
False |
99,097 |
| 20 |
0.7771 |
0.7494 |
0.0277 |
3.6% |
0.0074 |
1.0% |
53% |
False |
False |
94,933 |
| 40 |
0.7771 |
0.7429 |
0.0342 |
4.5% |
0.0069 |
0.9% |
62% |
False |
False |
89,960 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.6% |
0.0071 |
0.9% |
62% |
False |
False |
62,281 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
4.9% |
0.0071 |
0.9% |
65% |
False |
False |
46,787 |
| 100 |
0.7771 |
0.7272 |
0.0499 |
6.5% |
0.0073 |
1.0% |
74% |
False |
False |
37,453 |
| 120 |
0.7771 |
0.7121 |
0.0650 |
8.5% |
0.0066 |
0.9% |
80% |
False |
False |
31,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8584 |
|
2.618 |
0.8269 |
|
1.618 |
0.8076 |
|
1.000 |
0.7957 |
|
0.618 |
0.7883 |
|
HIGH |
0.7764 |
|
0.618 |
0.7690 |
|
0.500 |
0.7668 |
|
0.382 |
0.7645 |
|
LOW |
0.7571 |
|
0.618 |
0.7452 |
|
1.000 |
0.7378 |
|
1.618 |
0.7259 |
|
2.618 |
0.7066 |
|
4.250 |
0.6751 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7668 |
0.7671 |
| PP |
0.7658 |
0.7661 |
| S1 |
0.7649 |
0.7650 |
|