CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7433 |
0.0055 |
0.7% |
0.7323 |
| High |
0.7464 |
0.7489 |
0.0025 |
0.3% |
0.7464 |
| Low |
0.7359 |
0.7429 |
0.0070 |
1.0% |
0.7305 |
| Close |
0.7422 |
0.7470 |
0.0048 |
0.6% |
0.7422 |
| Range |
0.0105 |
0.0060 |
-0.0045 |
-42.9% |
0.0159 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
110,680 |
85,068 |
-25,612 |
-23.1% |
406,685 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7616 |
0.7503 |
|
| R3 |
0.7583 |
0.7556 |
0.7487 |
|
| R2 |
0.7523 |
0.7523 |
0.7481 |
|
| R1 |
0.7496 |
0.7496 |
0.7476 |
0.7510 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7469 |
| S1 |
0.7436 |
0.7436 |
0.7465 |
0.7450 |
| S2 |
0.7403 |
0.7403 |
0.7459 |
|
| S3 |
0.7343 |
0.7376 |
0.7454 |
|
| S4 |
0.7283 |
0.7316 |
0.7437 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7807 |
0.7509 |
|
| R3 |
0.7715 |
0.7648 |
0.7466 |
|
| R2 |
0.7556 |
0.7556 |
0.7451 |
|
| R1 |
0.7489 |
0.7489 |
0.7437 |
0.7523 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7414 |
| S1 |
0.7330 |
0.7330 |
0.7407 |
0.7364 |
| S2 |
0.7238 |
0.7238 |
0.7393 |
|
| S3 |
0.7079 |
0.7171 |
0.7378 |
|
| S4 |
0.6920 |
0.7012 |
0.7335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7489 |
0.7305 |
0.0184 |
2.5% |
0.0071 |
1.0% |
90% |
True |
False |
98,350 |
| 10 |
0.7574 |
0.7305 |
0.0269 |
3.6% |
0.0077 |
1.0% |
61% |
False |
False |
103,939 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0084 |
1.1% |
35% |
False |
False |
107,845 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0076 |
1.0% |
35% |
False |
False |
98,945 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0076 |
1.0% |
35% |
False |
False |
84,518 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
35% |
False |
False |
63,499 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
35% |
False |
False |
50,834 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0073 |
1.0% |
43% |
False |
False |
42,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7744 |
|
2.618 |
0.7646 |
|
1.618 |
0.7586 |
|
1.000 |
0.7549 |
|
0.618 |
0.7526 |
|
HIGH |
0.7489 |
|
0.618 |
0.7466 |
|
0.500 |
0.7459 |
|
0.382 |
0.7452 |
|
LOW |
0.7429 |
|
0.618 |
0.7392 |
|
1.000 |
0.7369 |
|
1.618 |
0.7332 |
|
2.618 |
0.7272 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7455 |
| PP |
0.7463 |
0.7439 |
| S1 |
0.7459 |
0.7424 |
|