CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7433 |
0.7485 |
0.0052 |
0.7% |
0.7323 |
| High |
0.7489 |
0.7494 |
0.0005 |
0.1% |
0.7464 |
| Low |
0.7429 |
0.7428 |
-0.0001 |
0.0% |
0.7305 |
| Close |
0.7470 |
0.7485 |
0.0015 |
0.2% |
0.7422 |
| Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0159 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
85,068 |
84,007 |
-1,061 |
-1.2% |
406,685 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7642 |
0.7521 |
|
| R3 |
0.7601 |
0.7576 |
0.7503 |
|
| R2 |
0.7535 |
0.7535 |
0.7497 |
|
| R1 |
0.7510 |
0.7510 |
0.7491 |
0.7518 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7473 |
| S1 |
0.7444 |
0.7444 |
0.7479 |
0.7452 |
| S2 |
0.7403 |
0.7403 |
0.7473 |
|
| S3 |
0.7337 |
0.7378 |
0.7467 |
|
| S4 |
0.7271 |
0.7312 |
0.7449 |
|
|
| 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 |
0.7494 |
0.7358 |
0.0136 |
1.8% |
0.0071 |
0.9% |
93% |
True |
False |
93,996 |
| 10 |
0.7574 |
0.7305 |
0.0269 |
3.6% |
0.0079 |
1.1% |
67% |
False |
False |
102,398 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0086 |
1.1% |
39% |
False |
False |
109,091 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0076 |
1.0% |
39% |
False |
False |
99,480 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0075 |
1.0% |
39% |
False |
False |
85,886 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
39% |
False |
False |
64,546 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
39% |
False |
False |
51,674 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0073 |
1.0% |
46% |
False |
False |
43,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7775 |
|
2.618 |
0.7667 |
|
1.618 |
0.7601 |
|
1.000 |
0.7560 |
|
0.618 |
0.7535 |
|
HIGH |
0.7494 |
|
0.618 |
0.7469 |
|
0.500 |
0.7461 |
|
0.382 |
0.7453 |
|
LOW |
0.7428 |
|
0.618 |
0.7387 |
|
1.000 |
0.7362 |
|
1.618 |
0.7321 |
|
2.618 |
0.7255 |
|
4.250 |
0.7147 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7477 |
0.7466 |
| PP |
0.7469 |
0.7446 |
| S1 |
0.7461 |
0.7427 |
|