CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7482 |
0.7382 |
-0.0100 |
-1.3% |
0.7323 |
| High |
0.7495 |
0.7418 |
-0.0077 |
-1.0% |
0.7464 |
| Low |
0.7371 |
0.7367 |
-0.0004 |
-0.1% |
0.7305 |
| Close |
0.7386 |
0.7410 |
0.0024 |
0.3% |
0.7422 |
| Range |
0.0124 |
0.0051 |
-0.0073 |
-58.9% |
0.0159 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
115,545 |
96,856 |
-18,689 |
-16.2% |
406,685 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7532 |
0.7438 |
|
| R3 |
0.7500 |
0.7481 |
0.7424 |
|
| R2 |
0.7449 |
0.7449 |
0.7419 |
|
| R1 |
0.7430 |
0.7430 |
0.7415 |
0.7440 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7403 |
| S1 |
0.7379 |
0.7379 |
0.7405 |
0.7389 |
| S2 |
0.7347 |
0.7347 |
0.7401 |
|
| S3 |
0.7296 |
0.7328 |
0.7396 |
|
| S4 |
0.7245 |
0.7277 |
0.7382 |
|
|
| 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 |
0.7495 |
0.7359 |
0.0136 |
1.8% |
0.0081 |
1.1% |
38% |
False |
False |
98,431 |
| 10 |
0.7495 |
0.7305 |
0.0190 |
2.6% |
0.0079 |
1.1% |
55% |
False |
False |
100,807 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0087 |
1.2% |
23% |
False |
False |
110,188 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0077 |
1.0% |
23% |
False |
False |
99,753 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
23% |
False |
False |
89,303 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
23% |
False |
False |
67,196 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
23% |
False |
False |
53,797 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0074 |
1.0% |
32% |
False |
False |
44,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7552 |
|
1.618 |
0.7501 |
|
1.000 |
0.7469 |
|
0.618 |
0.7450 |
|
HIGH |
0.7418 |
|
0.618 |
0.7399 |
|
0.500 |
0.7393 |
|
0.382 |
0.7386 |
|
LOW |
0.7367 |
|
0.618 |
0.7335 |
|
1.000 |
0.7316 |
|
1.618 |
0.7284 |
|
2.618 |
0.7233 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7404 |
0.7431 |
| PP |
0.7398 |
0.7424 |
| S1 |
0.7393 |
0.7417 |
|