CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7554 |
0.0011 |
0.1% |
0.7663 |
| High |
0.7559 |
0.7574 |
0.0015 |
0.2% |
0.7771 |
| Low |
0.7517 |
0.7504 |
-0.0013 |
-0.2% |
0.7518 |
| Close |
0.7536 |
0.7543 |
0.0007 |
0.1% |
0.7527 |
| Range |
0.0042 |
0.0070 |
0.0028 |
66.7% |
0.0253 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
99,419 |
106,838 |
7,419 |
7.5% |
711,740 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7717 |
0.7581 |
|
| R3 |
0.7680 |
0.7647 |
0.7562 |
|
| R2 |
0.7610 |
0.7610 |
0.7556 |
|
| R1 |
0.7577 |
0.7577 |
0.7549 |
0.7559 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7531 |
| S1 |
0.7507 |
0.7507 |
0.7537 |
0.7489 |
| S2 |
0.7470 |
0.7470 |
0.7530 |
|
| S3 |
0.7400 |
0.7437 |
0.7524 |
|
| S4 |
0.7330 |
0.7367 |
0.7505 |
|
|
| 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 |
0.7764 |
0.7504 |
0.0260 |
3.4% |
0.0117 |
1.6% |
15% |
False |
True |
153,132 |
| 10 |
0.7771 |
0.7504 |
0.0267 |
3.5% |
0.0090 |
1.2% |
15% |
False |
True |
115,794 |
| 20 |
0.7771 |
0.7504 |
0.0267 |
3.5% |
0.0080 |
1.1% |
15% |
False |
True |
101,359 |
| 40 |
0.7771 |
0.7494 |
0.0277 |
3.7% |
0.0073 |
1.0% |
18% |
False |
False |
95,538 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.6% |
0.0073 |
1.0% |
34% |
False |
False |
70,697 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
5.0% |
0.0074 |
1.0% |
40% |
False |
False |
53,107 |
| 100 |
0.7771 |
0.7281 |
0.0490 |
6.5% |
0.0072 |
1.0% |
53% |
False |
False |
42,517 |
| 120 |
0.7771 |
0.7151 |
0.0620 |
8.2% |
0.0069 |
0.9% |
63% |
False |
False |
35,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7757 |
|
1.618 |
0.7687 |
|
1.000 |
0.7644 |
|
0.618 |
0.7617 |
|
HIGH |
0.7574 |
|
0.618 |
0.7547 |
|
0.500 |
0.7539 |
|
0.382 |
0.7531 |
|
LOW |
0.7504 |
|
0.618 |
0.7461 |
|
1.000 |
0.7434 |
|
1.618 |
0.7391 |
|
2.618 |
0.7321 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7542 |
0.7564 |
| PP |
0.7540 |
0.7557 |
| S1 |
0.7539 |
0.7550 |
|