CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7469 |
0.7401 |
-0.0068 |
-0.9% |
0.7399 |
| High |
0.7499 |
0.7480 |
-0.0019 |
-0.3% |
0.7456 |
| Low |
0.7414 |
0.7379 |
-0.0035 |
-0.5% |
0.7281 |
| Close |
0.7417 |
0.7476 |
0.0059 |
0.8% |
0.7440 |
| Range |
0.0085 |
0.0101 |
0.0016 |
18.8% |
0.0175 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
| Volume |
205 |
259 |
54 |
26.3% |
818 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7713 |
0.7532 |
|
| R3 |
0.7647 |
0.7612 |
0.7504 |
|
| R2 |
0.7546 |
0.7546 |
0.7495 |
|
| R1 |
0.7511 |
0.7511 |
0.7485 |
0.7528 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7454 |
| S1 |
0.7410 |
0.7410 |
0.7467 |
0.7428 |
| S2 |
0.7344 |
0.7344 |
0.7457 |
|
| S3 |
0.7243 |
0.7309 |
0.7448 |
|
| S4 |
0.7142 |
0.7208 |
0.7420 |
|
|
| 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 |
0.7499 |
0.7336 |
0.0163 |
2.2% |
0.0064 |
0.9% |
86% |
False |
False |
119 |
| 10 |
0.7586 |
0.7272 |
0.0314 |
4.2% |
0.0092 |
1.2% |
65% |
False |
False |
153 |
| 20 |
0.7586 |
0.7242 |
0.0344 |
4.6% |
0.0068 |
0.9% |
68% |
False |
False |
107 |
| 40 |
0.7586 |
0.7121 |
0.0465 |
6.2% |
0.0041 |
0.5% |
76% |
False |
False |
60 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0031 |
0.4% |
58% |
False |
False |
40 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0027 |
0.4% |
58% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7744 |
|
1.618 |
0.7643 |
|
1.000 |
0.7581 |
|
0.618 |
0.7542 |
|
HIGH |
0.7480 |
|
0.618 |
0.7441 |
|
0.500 |
0.7430 |
|
0.382 |
0.7418 |
|
LOW |
0.7379 |
|
0.618 |
0.7317 |
|
1.000 |
0.7278 |
|
1.618 |
0.7216 |
|
2.618 |
0.7115 |
|
4.250 |
0.6950 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7464 |
| PP |
0.7445 |
0.7451 |
| S1 |
0.7430 |
0.7439 |
|