CME Australian Dollar Future June 2017
| 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 |
0.7426 |
0.7451 |
0.0025 |
0.3% |
0.7384 |
| High |
0.7461 |
0.7487 |
0.0026 |
0.3% |
0.7473 |
| Low |
0.7420 |
0.7451 |
0.0031 |
0.4% |
0.7384 |
| Close |
0.7456 |
0.7466 |
0.0010 |
0.1% |
0.7422 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-12.2% |
0.0089 |
| ATR |
|
|
|
|
|
| Volume |
7 |
9 |
2 |
28.6% |
47 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7557 |
0.7486 |
|
| R3 |
0.7540 |
0.7521 |
0.7476 |
|
| R2 |
0.7504 |
0.7504 |
0.7473 |
|
| R1 |
0.7485 |
0.7485 |
0.7469 |
0.7495 |
| PP |
0.7468 |
0.7468 |
0.7468 |
0.7473 |
| S1 |
0.7449 |
0.7449 |
0.7463 |
0.7459 |
| S2 |
0.7432 |
0.7432 |
0.7459 |
|
| S3 |
0.7396 |
0.7413 |
0.7456 |
|
| S4 |
0.7360 |
0.7377 |
0.7446 |
|
|
| 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 |
0.7640 |
|
2.618 |
0.7581 |
|
1.618 |
0.7545 |
|
1.000 |
0.7523 |
|
0.618 |
0.7509 |
|
HIGH |
0.7487 |
|
0.618 |
0.7473 |
|
0.500 |
0.7469 |
|
0.382 |
0.7465 |
|
LOW |
0.7451 |
|
0.618 |
0.7429 |
|
1.000 |
0.7415 |
|
1.618 |
0.7393 |
|
2.618 |
0.7357 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7460 |
| PP |
0.7468 |
0.7454 |
| S1 |
0.7467 |
0.7449 |
|