CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7531 |
0.7569 |
0.0038 |
0.5% |
0.7469 |
| High |
0.7609 |
0.7596 |
-0.0013 |
-0.2% |
0.7530 |
| Low |
0.7531 |
0.7538 |
0.0007 |
0.1% |
0.7379 |
| Close |
0.7596 |
0.7571 |
-0.0025 |
-0.3% |
0.7528 |
| Range |
0.0078 |
0.0058 |
-0.0020 |
-25.6% |
0.0151 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
71 |
38 |
-33 |
-46.5% |
643 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7715 |
0.7603 |
|
| R3 |
0.7684 |
0.7657 |
0.7587 |
|
| R2 |
0.7626 |
0.7626 |
0.7582 |
|
| R1 |
0.7599 |
0.7599 |
0.7576 |
0.7613 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7575 |
| S1 |
0.7541 |
0.7541 |
0.7566 |
0.7555 |
| S2 |
0.7510 |
0.7510 |
0.7560 |
|
| S3 |
0.7452 |
0.7483 |
0.7555 |
|
| S4 |
0.7394 |
0.7425 |
0.7539 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7881 |
0.7611 |
|
| R3 |
0.7781 |
0.7730 |
0.7570 |
|
| R2 |
0.7630 |
0.7630 |
0.7556 |
|
| R1 |
0.7579 |
0.7579 |
0.7542 |
0.7604 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7492 |
| S1 |
0.7428 |
0.7428 |
0.7514 |
0.7454 |
| S2 |
0.7328 |
0.7328 |
0.7500 |
|
| S3 |
0.7177 |
0.7277 |
0.7486 |
|
| S4 |
0.7026 |
0.7126 |
0.7445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7609 |
0.7433 |
0.0176 |
2.3% |
0.0065 |
0.9% |
78% |
False |
False |
63 |
| 10 |
0.7609 |
0.7336 |
0.0273 |
3.6% |
0.0065 |
0.9% |
86% |
False |
False |
91 |
| 20 |
0.7609 |
0.7242 |
0.0367 |
4.8% |
0.0076 |
1.0% |
90% |
False |
False |
103 |
| 40 |
0.7609 |
0.7121 |
0.0488 |
6.4% |
0.0047 |
0.6% |
92% |
False |
False |
68 |
| 60 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0035 |
0.5% |
73% |
False |
False |
45 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0028 |
0.4% |
73% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7748 |
|
1.618 |
0.7690 |
|
1.000 |
0.7654 |
|
0.618 |
0.7632 |
|
HIGH |
0.7596 |
|
0.618 |
0.7574 |
|
0.500 |
0.7567 |
|
0.382 |
0.7560 |
|
LOW |
0.7538 |
|
0.618 |
0.7502 |
|
1.000 |
0.7480 |
|
1.618 |
0.7444 |
|
2.618 |
0.7386 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7570 |
0.7563 |
| PP |
0.7568 |
0.7555 |
| S1 |
0.7567 |
0.7548 |
|