CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7323 |
-0.0076 |
-1.0% |
0.7543 |
| High |
0.7410 |
0.7375 |
-0.0035 |
-0.5% |
0.7574 |
| Low |
0.7325 |
0.7305 |
-0.0020 |
-0.3% |
0.7325 |
| Close |
0.7337 |
0.7350 |
0.0013 |
0.2% |
0.7337 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0249 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105,201 |
105,777 |
576 |
0.5% |
547,646 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7522 |
0.7389 |
|
| R3 |
0.7483 |
0.7452 |
0.7369 |
|
| R2 |
0.7413 |
0.7413 |
0.7363 |
|
| R1 |
0.7382 |
0.7382 |
0.7356 |
0.7398 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7351 |
| S1 |
0.7312 |
0.7312 |
0.7344 |
0.7328 |
| S2 |
0.7273 |
0.7273 |
0.7337 |
|
| S3 |
0.7203 |
0.7242 |
0.7331 |
|
| S4 |
0.7133 |
0.7172 |
0.7312 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.7997 |
0.7474 |
|
| R3 |
0.7910 |
0.7748 |
0.7405 |
|
| R2 |
0.7661 |
0.7661 |
0.7383 |
|
| R1 |
0.7499 |
0.7499 |
0.7360 |
0.7456 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7390 |
| S1 |
0.7250 |
0.7250 |
0.7314 |
0.7207 |
| S2 |
0.7163 |
0.7163 |
0.7291 |
|
| S3 |
0.6914 |
0.7001 |
0.7269 |
|
| S4 |
0.6665 |
0.6752 |
0.7200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7574 |
0.7305 |
0.0269 |
3.7% |
0.0088 |
1.2% |
17% |
False |
True |
110,800 |
| 10 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0105 |
1.4% |
10% |
False |
True |
128,931 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0084 |
1.1% |
10% |
False |
True |
106,720 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0076 |
1.0% |
10% |
False |
True |
98,356 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
10% |
False |
True |
78,134 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
10% |
False |
True |
58,687 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
10% |
False |
True |
46,981 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.2% |
0.0071 |
1.0% |
20% |
False |
False |
39,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7673 |
|
2.618 |
0.7558 |
|
1.618 |
0.7488 |
|
1.000 |
0.7445 |
|
0.618 |
0.7418 |
|
HIGH |
0.7375 |
|
0.618 |
0.7348 |
|
0.500 |
0.7340 |
|
0.382 |
0.7332 |
|
LOW |
0.7305 |
|
0.618 |
0.7262 |
|
1.000 |
0.7235 |
|
1.618 |
0.7192 |
|
2.618 |
0.7122 |
|
4.250 |
0.7008 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7400 |
| PP |
0.7343 |
0.7383 |
| S1 |
0.7340 |
0.7367 |
|