CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7456 |
0.7479 |
0.0023 |
0.3% |
0.7433 |
| High |
0.7482 |
0.7507 |
0.0025 |
0.3% |
0.7495 |
| Low |
0.7414 |
0.7427 |
0.0013 |
0.2% |
0.7367 |
| Close |
0.7473 |
0.7458 |
-0.0015 |
-0.2% |
0.7442 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0128 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
82,135 |
105,448 |
23,313 |
28.4% |
465,911 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7661 |
0.7502 |
|
| R3 |
0.7624 |
0.7581 |
0.7480 |
|
| R2 |
0.7544 |
0.7544 |
0.7473 |
|
| R1 |
0.7501 |
0.7501 |
0.7465 |
0.7483 |
| PP |
0.7464 |
0.7464 |
0.7464 |
0.7455 |
| S1 |
0.7421 |
0.7421 |
0.7451 |
0.7402 |
| S2 |
0.7384 |
0.7384 |
0.7443 |
|
| S3 |
0.7304 |
0.7341 |
0.7436 |
|
| S4 |
0.7224 |
0.7261 |
0.7414 |
|
|
| 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 |
0.7507 |
0.7398 |
0.0109 |
1.5% |
0.0070 |
0.9% |
55% |
True |
False |
86,651 |
| 10 |
0.7507 |
0.7359 |
0.0148 |
2.0% |
0.0076 |
1.0% |
67% |
True |
False |
92,541 |
| 20 |
0.7735 |
0.7305 |
0.0430 |
5.8% |
0.0082 |
1.1% |
36% |
False |
False |
103,474 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0078 |
1.0% |
33% |
False |
False |
99,203 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
33% |
False |
False |
94,465 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
33% |
False |
False |
72,579 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
33% |
False |
False |
58,125 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0074 |
1.0% |
37% |
False |
False |
48,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7847 |
|
2.618 |
0.7716 |
|
1.618 |
0.7636 |
|
1.000 |
0.7587 |
|
0.618 |
0.7556 |
|
HIGH |
0.7507 |
|
0.618 |
0.7476 |
|
0.500 |
0.7467 |
|
0.382 |
0.7458 |
|
LOW |
0.7427 |
|
0.618 |
0.7378 |
|
1.000 |
0.7347 |
|
1.618 |
0.7298 |
|
2.618 |
0.7218 |
|
4.250 |
0.7087 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7467 |
0.7461 |
| PP |
0.7464 |
0.7460 |
| S1 |
0.7461 |
0.7459 |
|