CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7472 |
0.0051 |
0.7% |
0.7433 |
| High |
0.7496 |
0.7480 |
-0.0016 |
-0.2% |
0.7495 |
| Low |
0.7412 |
0.7428 |
0.0016 |
0.2% |
0.7367 |
| Close |
0.7475 |
0.7455 |
-0.0020 |
-0.3% |
0.7442 |
| Range |
0.0084 |
0.0052 |
-0.0032 |
-38.1% |
0.0128 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
94,732 |
66,509 |
-28,223 |
-29.8% |
465,911 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7585 |
0.7484 |
|
| R3 |
0.7558 |
0.7533 |
0.7469 |
|
| R2 |
0.7506 |
0.7506 |
0.7465 |
|
| R1 |
0.7481 |
0.7481 |
0.7460 |
0.7468 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7448 |
| S1 |
0.7429 |
0.7429 |
0.7450 |
0.7416 |
| S2 |
0.7402 |
0.7402 |
0.7445 |
|
| S3 |
0.7350 |
0.7377 |
0.7441 |
|
| S4 |
0.7298 |
0.7325 |
0.7426 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7758 |
0.7512 |
|
| R3 |
0.7691 |
0.7630 |
0.7477 |
|
| R2 |
0.7563 |
0.7563 |
0.7465 |
|
| R1 |
0.7502 |
0.7502 |
0.7454 |
0.7533 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7450 |
| S1 |
0.7374 |
0.7374 |
0.7430 |
0.7405 |
| S2 |
0.7307 |
0.7307 |
0.7419 |
|
| S3 |
0.7179 |
0.7246 |
0.7407 |
|
| S4 |
0.7051 |
0.7118 |
0.7372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7496 |
0.7367 |
0.0129 |
1.7% |
0.0076 |
1.0% |
68% |
False |
False |
91,615 |
| 10 |
0.7496 |
0.7358 |
0.0138 |
1.9% |
0.0073 |
1.0% |
70% |
False |
False |
92,806 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0089 |
1.2% |
32% |
False |
False |
110,868 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0078 |
1.0% |
32% |
False |
False |
99,272 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
32% |
False |
False |
92,864 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
32% |
False |
False |
70,241 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
32% |
False |
False |
56,252 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0074 |
1.0% |
37% |
False |
False |
46,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7616 |
|
1.618 |
0.7564 |
|
1.000 |
0.7532 |
|
0.618 |
0.7512 |
|
HIGH |
0.7480 |
|
0.618 |
0.7460 |
|
0.500 |
0.7454 |
|
0.382 |
0.7448 |
|
LOW |
0.7428 |
|
0.618 |
0.7396 |
|
1.000 |
0.7376 |
|
1.618 |
0.7344 |
|
2.618 |
0.7292 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7452 |
| PP |
0.7454 |
0.7450 |
| S1 |
0.7454 |
0.7447 |
|