CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7456 |
-0.0016 |
-0.2% |
0.7433 |
| High |
0.7480 |
0.7482 |
0.0002 |
0.0% |
0.7495 |
| Low |
0.7428 |
0.7414 |
-0.0014 |
-0.2% |
0.7367 |
| Close |
0.7455 |
0.7473 |
0.0018 |
0.2% |
0.7442 |
| Range |
0.0052 |
0.0068 |
0.0016 |
30.8% |
0.0128 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
66,509 |
82,135 |
15,626 |
23.5% |
465,911 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7660 |
0.7635 |
0.7510 |
|
| R3 |
0.7592 |
0.7567 |
0.7492 |
|
| R2 |
0.7524 |
0.7524 |
0.7485 |
|
| R1 |
0.7499 |
0.7499 |
0.7479 |
0.7512 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7463 |
| S1 |
0.7431 |
0.7431 |
0.7467 |
0.7444 |
| S2 |
0.7388 |
0.7388 |
0.7461 |
|
| S3 |
0.7320 |
0.7363 |
0.7454 |
|
| S4 |
0.7252 |
0.7295 |
0.7436 |
|
|
| 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% |
0.0064 |
0.9% |
82% |
False |
False |
84,933 |
| 10 |
0.7496 |
0.7359 |
0.0137 |
1.8% |
0.0075 |
1.0% |
83% |
False |
False |
91,291 |
| 20 |
0.7764 |
0.7305 |
0.0459 |
6.1% |
0.0088 |
1.2% |
37% |
False |
False |
111,151 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0078 |
1.0% |
36% |
False |
False |
98,940 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
36% |
False |
False |
93,617 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
71,265 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
57,072 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0074 |
1.0% |
40% |
False |
False |
47,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7771 |
|
2.618 |
0.7660 |
|
1.618 |
0.7592 |
|
1.000 |
0.7550 |
|
0.618 |
0.7524 |
|
HIGH |
0.7482 |
|
0.618 |
0.7456 |
|
0.500 |
0.7448 |
|
0.382 |
0.7440 |
|
LOW |
0.7414 |
|
0.618 |
0.7372 |
|
1.000 |
0.7346 |
|
1.618 |
0.7304 |
|
2.618 |
0.7236 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7465 |
0.7467 |
| PP |
0.7456 |
0.7460 |
| S1 |
0.7448 |
0.7454 |
|