CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7554 |
0.7550 |
-0.0004 |
-0.1% |
0.7663 |
| High |
0.7574 |
0.7563 |
-0.0011 |
-0.1% |
0.7771 |
| Low |
0.7504 |
0.7453 |
-0.0051 |
-0.7% |
0.7518 |
| Close |
0.7543 |
0.7474 |
-0.0069 |
-0.9% |
0.7527 |
| Range |
0.0070 |
0.0110 |
0.0040 |
57.1% |
0.0253 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
106,838 |
121,473 |
14,635 |
13.7% |
711,740 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7760 |
0.7535 |
|
| R3 |
0.7717 |
0.7650 |
0.7504 |
|
| R2 |
0.7607 |
0.7607 |
0.7494 |
|
| R1 |
0.7540 |
0.7540 |
0.7484 |
0.7519 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7486 |
| S1 |
0.7430 |
0.7430 |
0.7464 |
0.7409 |
| S2 |
0.7387 |
0.7387 |
0.7454 |
|
| S3 |
0.7277 |
0.7320 |
0.7444 |
|
| S4 |
0.7167 |
0.7210 |
0.7414 |
|
|
| 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 |
0.7735 |
0.7453 |
0.0282 |
3.8% |
0.0100 |
1.3% |
7% |
False |
True |
125,629 |
| 10 |
0.7771 |
0.7453 |
0.0318 |
4.3% |
0.0095 |
1.3% |
7% |
False |
True |
119,569 |
| 20 |
0.7771 |
0.7453 |
0.0318 |
4.3% |
0.0082 |
1.1% |
7% |
False |
True |
102,838 |
| 40 |
0.7771 |
0.7453 |
0.0318 |
4.3% |
0.0073 |
1.0% |
7% |
False |
True |
95,667 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.7% |
0.0074 |
1.0% |
15% |
False |
False |
72,719 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
5.0% |
0.0074 |
1.0% |
21% |
False |
False |
54,623 |
| 100 |
0.7771 |
0.7323 |
0.0448 |
6.0% |
0.0072 |
1.0% |
34% |
False |
False |
43,726 |
| 120 |
0.7771 |
0.7160 |
0.0611 |
8.2% |
0.0070 |
0.9% |
51% |
False |
False |
36,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7851 |
|
1.618 |
0.7741 |
|
1.000 |
0.7673 |
|
0.618 |
0.7631 |
|
HIGH |
0.7563 |
|
0.618 |
0.7521 |
|
0.500 |
0.7508 |
|
0.382 |
0.7495 |
|
LOW |
0.7453 |
|
0.618 |
0.7385 |
|
1.000 |
0.7343 |
|
1.618 |
0.7275 |
|
2.618 |
0.7165 |
|
4.250 |
0.6986 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7508 |
0.7514 |
| PP |
0.7497 |
0.7500 |
| S1 |
0.7485 |
0.7487 |
|