CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7323 |
0.7362 |
0.0039 |
0.5% |
0.7543 |
| High |
0.7375 |
0.7408 |
0.0033 |
0.4% |
0.7574 |
| Low |
0.7305 |
0.7358 |
0.0053 |
0.7% |
0.7325 |
| Close |
0.7350 |
0.7392 |
0.0042 |
0.6% |
0.7337 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0249 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
105,777 |
97,279 |
-8,498 |
-8.0% |
547,646 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7514 |
0.7420 |
|
| R3 |
0.7486 |
0.7464 |
0.7406 |
|
| R2 |
0.7436 |
0.7436 |
0.7401 |
|
| R1 |
0.7414 |
0.7414 |
0.7397 |
0.7425 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7392 |
| S1 |
0.7364 |
0.7364 |
0.7387 |
0.7375 |
| S2 |
0.7336 |
0.7336 |
0.7383 |
|
| S3 |
0.7286 |
0.7314 |
0.7378 |
|
| S4 |
0.7236 |
0.7264 |
0.7365 |
|
|
| 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 |
0.7563 |
0.7305 |
0.0258 |
3.5% |
0.0084 |
1.1% |
34% |
False |
False |
108,889 |
| 10 |
0.7764 |
0.7305 |
0.0459 |
6.2% |
0.0101 |
1.4% |
19% |
False |
False |
131,010 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0083 |
1.1% |
19% |
False |
False |
107,637 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
19% |
False |
False |
98,480 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
19% |
False |
False |
79,750 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
19% |
False |
False |
59,901 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
19% |
False |
False |
47,953 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.2% |
0.0071 |
1.0% |
28% |
False |
False |
39,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7539 |
|
1.618 |
0.7489 |
|
1.000 |
0.7458 |
|
0.618 |
0.7439 |
|
HIGH |
0.7408 |
|
0.618 |
0.7389 |
|
0.500 |
0.7383 |
|
0.382 |
0.7377 |
|
LOW |
0.7358 |
|
0.618 |
0.7327 |
|
1.000 |
0.7308 |
|
1.618 |
0.7277 |
|
2.618 |
0.7227 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7381 |
| PP |
0.7386 |
0.7369 |
| S1 |
0.7383 |
0.7358 |
|