CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7399 |
-0.0095 |
-1.3% |
0.7421 |
| High |
0.7524 |
0.7430 |
-0.0094 |
-1.2% |
0.7507 |
| Low |
0.7394 |
0.7337 |
-0.0057 |
-0.8% |
0.7412 |
| Close |
0.7422 |
0.7364 |
-0.0058 |
-0.8% |
0.7452 |
| Range |
0.0130 |
0.0093 |
-0.0037 |
-28.5% |
0.0095 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
121,371 |
115,270 |
-6,101 |
-5.0% |
425,065 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7603 |
0.7415 |
|
| R3 |
0.7563 |
0.7510 |
0.7390 |
|
| R2 |
0.7470 |
0.7470 |
0.7381 |
|
| R1 |
0.7417 |
0.7417 |
0.7373 |
0.7397 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7367 |
| S1 |
0.7324 |
0.7324 |
0.7355 |
0.7304 |
| S2 |
0.7284 |
0.7284 |
0.7347 |
|
| S3 |
0.7191 |
0.7231 |
0.7338 |
|
| S4 |
0.7098 |
0.7138 |
0.7313 |
|
|
| 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 |
0.7524 |
0.7337 |
0.0187 |
2.5% |
0.0080 |
1.1% |
14% |
False |
True |
90,834 |
| 10 |
0.7524 |
0.7337 |
0.0187 |
2.5% |
0.0075 |
1.0% |
14% |
False |
True |
88,743 |
| 20 |
0.7524 |
0.7305 |
0.0219 |
3.0% |
0.0077 |
1.0% |
27% |
False |
False |
94,775 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0079 |
1.1% |
13% |
False |
False |
98,806 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
13% |
False |
False |
95,370 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
13% |
False |
False |
78,233 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
13% |
False |
False |
62,654 |
| 120 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
13% |
False |
False |
52,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7673 |
|
1.618 |
0.7580 |
|
1.000 |
0.7523 |
|
0.618 |
0.7487 |
|
HIGH |
0.7430 |
|
0.618 |
0.7394 |
|
0.500 |
0.7384 |
|
0.382 |
0.7373 |
|
LOW |
0.7337 |
|
0.618 |
0.7280 |
|
1.000 |
0.7244 |
|
1.618 |
0.7187 |
|
2.618 |
0.7094 |
|
4.250 |
0.6942 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7431 |
| PP |
0.7377 |
0.7408 |
| S1 |
0.7371 |
0.7386 |
|