CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7483 |
-0.0067 |
-0.9% |
0.7663 |
| High |
0.7563 |
0.7495 |
-0.0068 |
-0.9% |
0.7771 |
| Low |
0.7453 |
0.7390 |
-0.0063 |
-0.8% |
0.7518 |
| Close |
0.7474 |
0.7405 |
-0.0069 |
-0.9% |
0.7527 |
| Range |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0253 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
1.9% |
0.0000 |
| Volume |
121,473 |
114,715 |
-6,758 |
-5.6% |
711,740 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7680 |
0.7463 |
|
| R3 |
0.7640 |
0.7575 |
0.7434 |
|
| R2 |
0.7535 |
0.7535 |
0.7424 |
|
| R1 |
0.7470 |
0.7470 |
0.7415 |
0.7450 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7420 |
| S1 |
0.7365 |
0.7365 |
0.7395 |
0.7345 |
| S2 |
0.7325 |
0.7325 |
0.7386 |
|
| S3 |
0.7220 |
0.7260 |
0.7376 |
|
| S4 |
0.7115 |
0.7155 |
0.7347 |
|
|
| 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 |
0.7623 |
0.7390 |
0.0233 |
3.1% |
0.0086 |
1.2% |
6% |
False |
True |
113,893 |
| 10 |
0.7771 |
0.7390 |
0.0381 |
5.1% |
0.0100 |
1.3% |
4% |
False |
True |
123,556 |
| 20 |
0.7771 |
0.7390 |
0.0381 |
5.1% |
0.0081 |
1.1% |
4% |
False |
True |
102,884 |
| 40 |
0.7771 |
0.7390 |
0.0381 |
5.1% |
0.0075 |
1.0% |
4% |
False |
True |
96,308 |
| 60 |
0.7771 |
0.7390 |
0.0381 |
5.1% |
0.0075 |
1.0% |
4% |
False |
True |
74,626 |
| 80 |
0.7771 |
0.7390 |
0.0381 |
5.1% |
0.0074 |
1.0% |
4% |
False |
True |
56,051 |
| 100 |
0.7771 |
0.7336 |
0.0435 |
5.9% |
0.0072 |
1.0% |
16% |
False |
False |
44,872 |
| 120 |
0.7771 |
0.7160 |
0.0611 |
8.3% |
0.0070 |
1.0% |
40% |
False |
False |
37,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7770 |
|
1.618 |
0.7665 |
|
1.000 |
0.7600 |
|
0.618 |
0.7560 |
|
HIGH |
0.7495 |
|
0.618 |
0.7455 |
|
0.500 |
0.7443 |
|
0.382 |
0.7430 |
|
LOW |
0.7390 |
|
0.618 |
0.7325 |
|
1.000 |
0.7285 |
|
1.618 |
0.7220 |
|
2.618 |
0.7115 |
|
4.250 |
0.6944 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7443 |
0.7482 |
| PP |
0.7430 |
0.7456 |
| S1 |
0.7418 |
0.7431 |
|