CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2016 | 
                    19-Dec-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7362 | 
                        0.7283 | 
                        -0.0079 | 
                        -1.1% | 
                        0.7437 | 
                     
                    
                        | High | 
                        0.7368 | 
                        0.7312 | 
                        -0.0056 | 
                        -0.8% | 
                        0.7524 | 
                     
                    
                        | Low | 
                        0.7266 | 
                        0.7250 | 
                        -0.0016 | 
                        -0.2% | 
                        0.7266 | 
                     
                    
                        | Close | 
                        0.7292 | 
                        0.7256 | 
                        -0.0036 | 
                        -0.5% | 
                        0.7292 | 
                     
                    
                        | Range | 
                        0.0102 | 
                        0.0062 | 
                        -0.0040 | 
                        -39.2% | 
                        0.0258 | 
                     
                    
                        | ATR | 
                        0.0081 | 
                        0.0079 | 
                        -0.0001 | 
                        -1.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        18,899 | 
                        1,096 | 
                        -17,803 | 
                        -94.2% | 
                        396,831 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Dec-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7459 | 
                0.7419 | 
                0.7290 | 
                 | 
             
            
                | R3 | 
                0.7397 | 
                0.7357 | 
                0.7273 | 
                 | 
             
            
                | R2 | 
                0.7335 | 
                0.7335 | 
                0.7267 | 
                 | 
             
            
                | R1 | 
                0.7295 | 
                0.7295 | 
                0.7262 | 
                0.7284 | 
             
            
                | PP | 
                0.7273 | 
                0.7273 | 
                0.7273 | 
                0.7267 | 
             
            
                | S1 | 
                0.7233 | 
                0.7233 | 
                0.7250 | 
                0.7222 | 
             
            
                | S2 | 
                0.7211 | 
                0.7211 | 
                0.7245 | 
                 | 
             
            
                | S3 | 
                0.7149 | 
                0.7171 | 
                0.7239 | 
                 | 
             
            
                | S4 | 
                0.7087 | 
                0.7109 | 
                0.7222 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8135 | 
                0.7971 | 
                0.7434 | 
                 | 
             
            
                | R3 | 
                0.7877 | 
                0.7713 | 
                0.7363 | 
                 | 
             
            
                | R2 | 
                0.7619 | 
                0.7619 | 
                0.7339 | 
                 | 
             
            
                | R1 | 
                0.7455 | 
                0.7455 | 
                0.7316 | 
                0.7408 | 
             
            
                | PP | 
                0.7361 | 
                0.7361 | 
                0.7361 | 
                0.7337 | 
             
            
                | S1 | 
                0.7197 | 
                0.7197 | 
                0.7268 | 
                0.7150 | 
             
            
                | S2 | 
                0.7103 | 
                0.7103 | 
                0.7245 | 
                 | 
             
            
                | S3 | 
                0.6845 | 
                0.6939 | 
                0.7221 | 
                 | 
             
            
                | S4 | 
                0.6587 | 
                0.6681 | 
                0.7150 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7524 | 
                0.7250 | 
                0.0274 | 
                3.8% | 
                0.0087 | 
                1.2% | 
                2% | 
                False | 
                True | 
                65,890 | 
                 
                
                | 10 | 
                0.7524 | 
                0.7250 | 
                0.0274 | 
                3.8% | 
                0.0076 | 
                1.1% | 
                2% | 
                False | 
                True | 
                72,826 | 
                 
                
                | 20 | 
                0.7524 | 
                0.7250 | 
                0.0274 | 
                3.8% | 
                0.0076 | 
                1.0% | 
                2% | 
                False | 
                True | 
                84,779 | 
                 
                
                | 40 | 
                0.7771 | 
                0.7250 | 
                0.0521 | 
                7.2% | 
                0.0079 | 
                1.1% | 
                1% | 
                False | 
                True | 
                94,555 | 
                 
                
                | 60 | 
                0.7771 | 
                0.7250 | 
                0.0521 | 
                7.2% | 
                0.0076 | 
                1.0% | 
                1% | 
                False | 
                True | 
                93,037 | 
                 
                
                | 80 | 
                0.7771 | 
                0.7250 | 
                0.0521 | 
                7.2% | 
                0.0076 | 
                1.0% | 
                1% | 
                False | 
                True | 
                78,478 | 
                 
                
                | 100 | 
                0.7771 | 
                0.7250 | 
                0.0521 | 
                7.2% | 
                0.0074 | 
                1.0% | 
                1% | 
                False | 
                True | 
                62,848 | 
                 
                
                | 120 | 
                0.7771 | 
                0.7250 | 
                0.0521 | 
                7.2% | 
                0.0073 | 
                1.0% | 
                1% | 
                False | 
                True | 
                52,399 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7576 | 
         
        
            | 
2.618             | 
            0.7474 | 
         
        
            | 
1.618             | 
            0.7412 | 
         
        
            | 
1.000             | 
            0.7374 | 
         
        
            | 
0.618             | 
            0.7350 | 
         
        
            | 
HIGH             | 
            0.7312 | 
         
        
            | 
0.618             | 
            0.7288 | 
         
        
            | 
0.500             | 
            0.7281 | 
         
        
            | 
0.382             | 
            0.7274 | 
         
        
            | 
LOW             | 
            0.7250 | 
         
        
            | 
0.618             | 
            0.7212 | 
         
        
            | 
1.000             | 
            0.7188 | 
         
        
            | 
1.618             | 
            0.7150 | 
         
        
            | 
2.618             | 
            0.7088 | 
         
        
            | 
4.250             | 
            0.6987 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Dec-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7281 | 
                                0.7340 | 
                             
                            
                                | PP | 
                                0.7273 | 
                                0.7312 | 
                             
                            
                                | S1 | 
                                0.7264 | 
                                0.7284 | 
                             
             
         |