CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7603 |
0.7543 |
-0.0060 |
-0.8% |
0.7663 |
| High |
0.7623 |
0.7559 |
-0.0064 |
-0.8% |
0.7771 |
| Low |
0.7518 |
0.7517 |
-0.0001 |
0.0% |
0.7518 |
| Close |
0.7527 |
0.7536 |
0.0009 |
0.1% |
0.7527 |
| Range |
0.0105 |
0.0042 |
-0.0063 |
-60.0% |
0.0253 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
127,023 |
99,419 |
-27,604 |
-21.7% |
711,740 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7642 |
0.7559 |
|
| R3 |
0.7621 |
0.7600 |
0.7548 |
|
| R2 |
0.7579 |
0.7579 |
0.7544 |
|
| R1 |
0.7558 |
0.7558 |
0.7540 |
0.7548 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7532 |
| S1 |
0.7516 |
0.7516 |
0.7532 |
0.7505 |
| S2 |
0.7495 |
0.7495 |
0.7528 |
|
| S3 |
0.7453 |
0.7474 |
0.7524 |
|
| S4 |
0.7411 |
0.7432 |
0.7513 |
|
|
| 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 |
0.7517 |
0.0254 |
3.4% |
0.0121 |
1.6% |
7% |
False |
True |
147,061 |
| 10 |
0.7771 |
0.7517 |
0.0254 |
3.4% |
0.0092 |
1.2% |
7% |
False |
True |
115,783 |
| 20 |
0.7771 |
0.7517 |
0.0254 |
3.4% |
0.0080 |
1.1% |
7% |
False |
True |
100,373 |
| 40 |
0.7771 |
0.7494 |
0.0277 |
3.7% |
0.0072 |
1.0% |
15% |
False |
False |
94,476 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.6% |
0.0072 |
1.0% |
32% |
False |
False |
68,919 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
5.0% |
0.0073 |
1.0% |
38% |
False |
False |
51,778 |
| 100 |
0.7771 |
0.7272 |
0.0499 |
6.6% |
0.0074 |
1.0% |
53% |
False |
False |
41,450 |
| 120 |
0.7771 |
0.7151 |
0.0620 |
8.2% |
0.0068 |
0.9% |
62% |
False |
False |
34,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7669 |
|
1.618 |
0.7627 |
|
1.000 |
0.7601 |
|
0.618 |
0.7585 |
|
HIGH |
0.7559 |
|
0.618 |
0.7543 |
|
0.500 |
0.7538 |
|
0.382 |
0.7533 |
|
LOW |
0.7517 |
|
0.618 |
0.7491 |
|
1.000 |
0.7475 |
|
1.618 |
0.7449 |
|
2.618 |
0.7407 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7626 |
| PP |
0.7537 |
0.7596 |
| S1 |
0.7537 |
0.7566 |
|