CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7410 |
0.7436 |
0.0026 |
0.4% |
0.7399 |
High |
0.7412 |
0.7456 |
0.0044 |
0.6% |
0.7456 |
Low |
0.7370 |
0.7436 |
0.0066 |
0.9% |
0.7281 |
Close |
0.7401 |
0.7440 |
0.0039 |
0.5% |
0.7440 |
Range |
0.0042 |
0.0020 |
-0.0022 |
-52.4% |
0.0175 |
ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
20 |
31 |
11 |
55.0% |
818 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7504 |
0.7492 |
0.7451 |
|
R3 |
0.7484 |
0.7472 |
0.7446 |
|
R2 |
0.7464 |
0.7464 |
0.7444 |
|
R1 |
0.7452 |
0.7452 |
0.7442 |
0.7458 |
PP |
0.7444 |
0.7444 |
0.7444 |
0.7447 |
S1 |
0.7432 |
0.7432 |
0.7438 |
0.7438 |
S2 |
0.7424 |
0.7424 |
0.7436 |
|
S3 |
0.7404 |
0.7412 |
0.7435 |
|
S4 |
0.7384 |
0.7392 |
0.7429 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7917 |
0.7854 |
0.7536 |
|
R3 |
0.7742 |
0.7679 |
0.7488 |
|
R2 |
0.7567 |
0.7567 |
0.7472 |
|
R1 |
0.7504 |
0.7504 |
0.7456 |
0.7536 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7408 |
S1 |
0.7329 |
0.7329 |
0.7424 |
0.7361 |
S2 |
0.7217 |
0.7217 |
0.7408 |
|
S3 |
0.7042 |
0.7154 |
0.7392 |
|
S4 |
0.6867 |
0.6979 |
0.7344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7456 |
0.7281 |
0.0175 |
2.4% |
0.0057 |
0.8% |
91% |
True |
False |
163 |
10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0082 |
1.1% |
54% |
False |
False |
111 |
20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0063 |
0.8% |
58% |
False |
False |
89 |
40 |
0.7586 |
0.7121 |
0.0465 |
6.3% |
0.0037 |
0.5% |
69% |
False |
False |
48 |
60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0028 |
0.4% |
52% |
False |
False |
32 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0025 |
0.3% |
52% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7541 |
2.618 |
0.7508 |
1.618 |
0.7488 |
1.000 |
0.7476 |
0.618 |
0.7468 |
HIGH |
0.7456 |
0.618 |
0.7448 |
0.500 |
0.7446 |
0.382 |
0.7444 |
LOW |
0.7436 |
0.618 |
0.7424 |
1.000 |
0.7416 |
1.618 |
0.7404 |
2.618 |
0.7384 |
4.250 |
0.7351 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7446 |
0.7425 |
PP |
0.7444 |
0.7411 |
S1 |
0.7442 |
0.7396 |
|