CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7437 |
0.7493 |
0.0056 |
0.8% |
0.7421 |
| High |
0.7503 |
0.7522 |
0.0019 |
0.3% |
0.7507 |
| Low |
0.7435 |
0.7475 |
0.0040 |
0.5% |
0.7412 |
| Close |
0.7486 |
0.7496 |
0.0010 |
0.1% |
0.7452 |
| Range |
0.0068 |
0.0047 |
-0.0021 |
-30.9% |
0.0095 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
68,477 |
72,814 |
4,337 |
6.3% |
425,065 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7614 |
0.7522 |
|
| R3 |
0.7592 |
0.7567 |
0.7509 |
|
| R2 |
0.7545 |
0.7545 |
0.7505 |
|
| R1 |
0.7520 |
0.7520 |
0.7500 |
0.7533 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7504 |
| S1 |
0.7473 |
0.7473 |
0.7492 |
0.7486 |
| S2 |
0.7451 |
0.7451 |
0.7487 |
|
| S3 |
0.7404 |
0.7426 |
0.7483 |
|
| S4 |
0.7357 |
0.7379 |
0.7470 |
|
|
| 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 |
0.7522 |
0.7414 |
0.0108 |
1.4% |
0.0065 |
0.9% |
76% |
True |
False |
81,023 |
| 10 |
0.7522 |
0.7367 |
0.0155 |
2.1% |
0.0070 |
0.9% |
83% |
True |
False |
86,319 |
| 20 |
0.7574 |
0.7305 |
0.0269 |
3.6% |
0.0075 |
1.0% |
71% |
False |
False |
94,358 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0077 |
1.0% |
41% |
False |
False |
97,366 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
41% |
False |
False |
94,437 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
41% |
False |
False |
75,279 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0073 |
1.0% |
41% |
False |
False |
60,294 |
| 120 |
0.7771 |
0.7272 |
0.0499 |
6.7% |
0.0074 |
1.0% |
45% |
False |
False |
50,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7645 |
|
1.618 |
0.7598 |
|
1.000 |
0.7569 |
|
0.618 |
0.7551 |
|
HIGH |
0.7522 |
|
0.618 |
0.7504 |
|
0.500 |
0.7499 |
|
0.382 |
0.7493 |
|
LOW |
0.7475 |
|
0.618 |
0.7446 |
|
1.000 |
0.7428 |
|
1.618 |
0.7399 |
|
2.618 |
0.7352 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7499 |
0.7490 |
| PP |
0.7498 |
0.7484 |
| S1 |
0.7497 |
0.7478 |
|