CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7631 |
0.7603 |
-0.0028 |
-0.4% |
0.7663 |
| High |
0.7735 |
0.7623 |
-0.0112 |
-1.4% |
0.7771 |
| Low |
0.7560 |
0.7518 |
-0.0042 |
-0.6% |
0.7518 |
| Close |
0.7603 |
0.7527 |
-0.0076 |
-1.0% |
0.7527 |
| Range |
0.0175 |
0.0105 |
-0.0070 |
-40.0% |
0.0253 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
1.9% |
0.0000 |
| Volume |
173,394 |
127,023 |
-46,371 |
-26.7% |
711,740 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7871 |
0.7804 |
0.7585 |
|
| R3 |
0.7766 |
0.7699 |
0.7556 |
|
| R2 |
0.7661 |
0.7661 |
0.7546 |
|
| R1 |
0.7594 |
0.7594 |
0.7537 |
0.7575 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7547 |
| S1 |
0.7489 |
0.7489 |
0.7517 |
0.7470 |
| S2 |
0.7451 |
0.7451 |
0.7508 |
|
| S3 |
0.7346 |
0.7384 |
0.7498 |
|
| S4 |
0.7241 |
0.7279 |
0.7469 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8199 |
0.7666 |
|
| R3 |
0.8111 |
0.7946 |
0.7597 |
|
| R2 |
0.7858 |
0.7858 |
0.7573 |
|
| R1 |
0.7693 |
0.7693 |
0.7550 |
0.7649 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7584 |
| S1 |
0.7440 |
0.7440 |
0.7504 |
0.7396 |
| S2 |
0.7352 |
0.7352 |
0.7481 |
|
| S3 |
0.7099 |
0.7187 |
0.7457 |
|
| S4 |
0.6846 |
0.6934 |
0.7388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7771 |
0.7518 |
0.0253 |
3.4% |
0.0125 |
1.7% |
4% |
False |
True |
142,348 |
| 10 |
0.7771 |
0.7518 |
0.0253 |
3.4% |
0.0092 |
1.2% |
4% |
False |
True |
111,751 |
| 20 |
0.7771 |
0.7518 |
0.0253 |
3.4% |
0.0080 |
1.1% |
4% |
False |
True |
98,569 |
| 40 |
0.7771 |
0.7469 |
0.0302 |
4.0% |
0.0073 |
1.0% |
19% |
False |
False |
93,921 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.6% |
0.0073 |
1.0% |
30% |
False |
False |
67,268 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
5.0% |
0.0073 |
1.0% |
35% |
False |
False |
50,538 |
| 100 |
0.7771 |
0.7272 |
0.0499 |
6.6% |
0.0075 |
1.0% |
51% |
False |
False |
40,456 |
| 120 |
0.7771 |
0.7149 |
0.0622 |
8.3% |
0.0068 |
0.9% |
61% |
False |
False |
33,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7898 |
|
1.618 |
0.7793 |
|
1.000 |
0.7728 |
|
0.618 |
0.7688 |
|
HIGH |
0.7623 |
|
0.618 |
0.7583 |
|
0.500 |
0.7571 |
|
0.382 |
0.7558 |
|
LOW |
0.7518 |
|
0.618 |
0.7453 |
|
1.000 |
0.7413 |
|
1.618 |
0.7348 |
|
2.618 |
0.7243 |
|
4.250 |
0.7072 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7571 |
0.7641 |
| PP |
0.7556 |
0.7603 |
| S1 |
0.7542 |
0.7565 |
|