CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7396 |
0.0034 |
0.5% |
0.7543 |
| High |
0.7408 |
0.7439 |
0.0031 |
0.4% |
0.7574 |
| Low |
0.7358 |
0.7367 |
0.0009 |
0.1% |
0.7325 |
| Close |
0.7392 |
0.7382 |
-0.0010 |
-0.1% |
0.7337 |
| Range |
0.0050 |
0.0072 |
0.0022 |
44.0% |
0.0249 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
97,279 |
92,949 |
-4,330 |
-4.5% |
547,646 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7569 |
0.7422 |
|
| R3 |
0.7540 |
0.7497 |
0.7402 |
|
| R2 |
0.7468 |
0.7468 |
0.7395 |
|
| R1 |
0.7425 |
0.7425 |
0.7389 |
0.7411 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7389 |
| S1 |
0.7353 |
0.7353 |
0.7375 |
0.7339 |
| S2 |
0.7324 |
0.7324 |
0.7369 |
|
| S3 |
0.7252 |
0.7281 |
0.7362 |
|
| S4 |
0.7180 |
0.7209 |
0.7342 |
|
|
| 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 |
0.7495 |
0.7305 |
0.0190 |
2.6% |
0.0076 |
1.0% |
41% |
False |
False |
103,184 |
| 10 |
0.7735 |
0.7305 |
0.0430 |
5.8% |
0.0088 |
1.2% |
18% |
False |
False |
114,406 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0082 |
1.1% |
17% |
False |
False |
106,752 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0076 |
1.0% |
17% |
False |
False |
98,846 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
17% |
False |
False |
81,290 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0072 |
1.0% |
17% |
False |
False |
61,057 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
17% |
False |
False |
48,880 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.2% |
0.0072 |
1.0% |
26% |
False |
False |
40,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7745 |
|
2.618 |
0.7627 |
|
1.618 |
0.7555 |
|
1.000 |
0.7511 |
|
0.618 |
0.7483 |
|
HIGH |
0.7439 |
|
0.618 |
0.7411 |
|
0.500 |
0.7403 |
|
0.382 |
0.7395 |
|
LOW |
0.7367 |
|
0.618 |
0.7323 |
|
1.000 |
0.7295 |
|
1.618 |
0.7251 |
|
2.618 |
0.7179 |
|
4.250 |
0.7061 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7379 |
| PP |
0.7396 |
0.7375 |
| S1 |
0.7389 |
0.7372 |
|