CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7447 |
-0.0032 |
-0.4% |
0.7421 |
| High |
0.7507 |
0.7495 |
-0.0012 |
-0.2% |
0.7507 |
| Low |
0.7427 |
0.7433 |
0.0006 |
0.1% |
0.7412 |
| Close |
0.7458 |
0.7452 |
-0.0006 |
-0.1% |
0.7452 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-22.5% |
0.0095 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
105,448 |
76,241 |
-29,207 |
-27.7% |
425,065 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7611 |
0.7486 |
|
| R3 |
0.7584 |
0.7549 |
0.7469 |
|
| R2 |
0.7522 |
0.7522 |
0.7463 |
|
| R1 |
0.7487 |
0.7487 |
0.7458 |
0.7505 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7469 |
| S1 |
0.7425 |
0.7425 |
0.7446 |
0.7443 |
| S2 |
0.7398 |
0.7398 |
0.7441 |
|
| S3 |
0.7336 |
0.7363 |
0.7435 |
|
| S4 |
0.7274 |
0.7301 |
0.7418 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7692 |
0.7504 |
|
| R3 |
0.7647 |
0.7597 |
0.7478 |
|
| R2 |
0.7552 |
0.7552 |
0.7469 |
|
| R1 |
0.7502 |
0.7502 |
0.7461 |
0.7527 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7470 |
| S1 |
0.7407 |
0.7407 |
0.7443 |
0.7432 |
| S2 |
0.7362 |
0.7362 |
0.7435 |
|
| S3 |
0.7267 |
0.7312 |
0.7426 |
|
| S4 |
0.7172 |
0.7217 |
0.7400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7507 |
0.7412 |
0.0095 |
1.3% |
0.0069 |
0.9% |
42% |
False |
False |
85,013 |
| 10 |
0.7507 |
0.7367 |
0.0140 |
1.9% |
0.0071 |
1.0% |
61% |
False |
False |
89,097 |
| 20 |
0.7623 |
0.7305 |
0.0318 |
4.3% |
0.0076 |
1.0% |
46% |
False |
False |
98,616 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0078 |
1.0% |
32% |
False |
False |
98,333 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
32% |
False |
False |
94,776 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
32% |
False |
False |
73,524 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
32% |
False |
False |
58,885 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0074 |
1.0% |
36% |
False |
False |
49,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7657 |
|
1.618 |
0.7595 |
|
1.000 |
0.7557 |
|
0.618 |
0.7533 |
|
HIGH |
0.7495 |
|
0.618 |
0.7471 |
|
0.500 |
0.7464 |
|
0.382 |
0.7457 |
|
LOW |
0.7433 |
|
0.618 |
0.7395 |
|
1.000 |
0.7371 |
|
1.618 |
0.7333 |
|
2.618 |
0.7271 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7464 |
0.7461 |
| PP |
0.7460 |
0.7458 |
| S1 |
0.7456 |
0.7455 |
|