CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7437 |
-0.0010 |
-0.1% |
0.7421 |
| High |
0.7495 |
0.7503 |
0.0008 |
0.1% |
0.7507 |
| Low |
0.7433 |
0.7435 |
0.0002 |
0.0% |
0.7412 |
| Close |
0.7452 |
0.7486 |
0.0034 |
0.5% |
0.7452 |
| Range |
0.0062 |
0.0068 |
0.0006 |
9.7% |
0.0095 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
76,241 |
68,477 |
-7,764 |
-10.2% |
425,065 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7650 |
0.7523 |
|
| R3 |
0.7611 |
0.7582 |
0.7505 |
|
| R2 |
0.7543 |
0.7543 |
0.7498 |
|
| R1 |
0.7514 |
0.7514 |
0.7492 |
0.7528 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7482 |
| S1 |
0.7446 |
0.7446 |
0.7480 |
0.7461 |
| S2 |
0.7407 |
0.7407 |
0.7474 |
|
| S3 |
0.7339 |
0.7378 |
0.7467 |
|
| S4 |
0.7271 |
0.7310 |
0.7449 |
|
|
| 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 |
0.7414 |
0.0093 |
1.2% |
0.0066 |
0.9% |
77% |
False |
False |
79,762 |
| 10 |
0.7507 |
0.7367 |
0.0140 |
1.9% |
0.0072 |
1.0% |
85% |
False |
False |
87,438 |
| 20 |
0.7574 |
0.7305 |
0.0269 |
3.6% |
0.0075 |
1.0% |
67% |
False |
False |
95,689 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0077 |
1.0% |
39% |
False |
False |
97,129 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
39% |
False |
False |
94,510 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
39% |
False |
False |
74,374 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
39% |
False |
False |
59,568 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0075 |
1.0% |
43% |
False |
False |
49,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7681 |
|
1.618 |
0.7613 |
|
1.000 |
0.7571 |
|
0.618 |
0.7545 |
|
HIGH |
0.7503 |
|
0.618 |
0.7477 |
|
0.500 |
0.7469 |
|
0.382 |
0.7461 |
|
LOW |
0.7435 |
|
0.618 |
0.7393 |
|
1.000 |
0.7367 |
|
1.618 |
0.7325 |
|
2.618 |
0.7257 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7480 |
| PP |
0.7475 |
0.7473 |
| S1 |
0.7469 |
0.7467 |
|