CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7562 |
-0.0007 |
-0.1% |
0.7469 |
| High |
0.7596 |
0.7611 |
0.0015 |
0.2% |
0.7530 |
| Low |
0.7538 |
0.7552 |
0.0014 |
0.2% |
0.7379 |
| Close |
0.7571 |
0.7598 |
0.0027 |
0.4% |
0.7528 |
| Range |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0151 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
38 |
38 |
0 |
0.0% |
643 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7740 |
0.7630 |
|
| R3 |
0.7705 |
0.7681 |
0.7614 |
|
| R2 |
0.7646 |
0.7646 |
0.7609 |
|
| R1 |
0.7622 |
0.7622 |
0.7603 |
0.7634 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7593 |
| S1 |
0.7563 |
0.7563 |
0.7593 |
0.7575 |
| S2 |
0.7528 |
0.7528 |
0.7587 |
|
| S3 |
0.7469 |
0.7504 |
0.7582 |
|
| S4 |
0.7410 |
0.7445 |
0.7566 |
|
|
| 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 |
0.7611 |
0.7444 |
0.0167 |
2.2% |
0.0064 |
0.8% |
92% |
True |
False |
45 |
| 10 |
0.7611 |
0.7370 |
0.0241 |
3.2% |
0.0063 |
0.8% |
95% |
True |
False |
86 |
| 20 |
0.7611 |
0.7242 |
0.0369 |
4.9% |
0.0075 |
1.0% |
96% |
True |
False |
99 |
| 40 |
0.7611 |
0.7121 |
0.0490 |
6.4% |
0.0049 |
0.6% |
97% |
True |
False |
68 |
| 60 |
0.7722 |
0.7121 |
0.0601 |
7.9% |
0.0036 |
0.5% |
79% |
False |
False |
46 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0029 |
0.4% |
77% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7765 |
|
1.618 |
0.7706 |
|
1.000 |
0.7670 |
|
0.618 |
0.7647 |
|
HIGH |
0.7611 |
|
0.618 |
0.7588 |
|
0.500 |
0.7582 |
|
0.382 |
0.7575 |
|
LOW |
0.7552 |
|
0.618 |
0.7516 |
|
1.000 |
0.7493 |
|
1.618 |
0.7457 |
|
2.618 |
0.7398 |
|
4.250 |
0.7301 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7589 |
| PP |
0.7587 |
0.7580 |
| S1 |
0.7582 |
0.7571 |
|