CME Australian Dollar Future June 2017
| 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 |
0.7429 |
0.7426 |
-0.0003 |
0.0% |
0.7384 |
| High |
0.7450 |
0.7461 |
0.0011 |
0.1% |
0.7473 |
| Low |
0.7410 |
0.7420 |
0.0010 |
0.1% |
0.7384 |
| Close |
0.7422 |
0.7456 |
0.0034 |
0.5% |
0.7422 |
| Range |
0.0040 |
0.0041 |
0.0001 |
2.5% |
0.0089 |
| ATR |
|
|
|
|
|
| Volume |
6 |
7 |
1 |
16.7% |
47 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7553 |
0.7479 |
|
| R3 |
0.7528 |
0.7512 |
0.7467 |
|
| R2 |
0.7487 |
0.7487 |
0.7464 |
|
| R1 |
0.7471 |
0.7471 |
0.7460 |
0.7479 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7450 |
| S1 |
0.7430 |
0.7430 |
0.7452 |
0.7438 |
| S2 |
0.7405 |
0.7405 |
0.7448 |
|
| S3 |
0.7364 |
0.7389 |
0.7445 |
|
| S4 |
0.7323 |
0.7348 |
0.7433 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7647 |
0.7471 |
|
| R3 |
0.7604 |
0.7558 |
0.7446 |
|
| R2 |
0.7515 |
0.7515 |
0.7438 |
|
| R1 |
0.7469 |
0.7469 |
0.7430 |
0.7492 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7438 |
| S1 |
0.7380 |
0.7380 |
0.7414 |
0.7403 |
| S2 |
0.7337 |
0.7337 |
0.7406 |
|
| S3 |
0.7248 |
0.7291 |
0.7398 |
|
| S4 |
0.7159 |
0.7202 |
0.7373 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7568 |
|
1.618 |
0.7527 |
|
1.000 |
0.7502 |
|
0.618 |
0.7486 |
|
HIGH |
0.7461 |
|
0.618 |
0.7445 |
|
0.500 |
0.7441 |
|
0.382 |
0.7436 |
|
LOW |
0.7420 |
|
0.618 |
0.7395 |
|
1.000 |
0.7379 |
|
1.618 |
0.7354 |
|
2.618 |
0.7313 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7450 |
| PP |
0.7446 |
0.7443 |
| S1 |
0.7441 |
0.7437 |
|