CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7588 |
0.7539 |
-0.0049 |
-0.6% |
0.7515 |
| High |
0.7636 |
0.7566 |
-0.0070 |
-0.9% |
0.7636 |
| Low |
0.7524 |
0.7537 |
0.0013 |
0.2% |
0.7486 |
| Close |
0.7558 |
0.7554 |
-0.0004 |
-0.1% |
0.7558 |
| Range |
0.0112 |
0.0029 |
-0.0083 |
-74.1% |
0.0150 |
| ATR |
0.0080 |
0.0076 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
81 |
89 |
8 |
9.9% |
255 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7626 |
0.7570 |
|
| R3 |
0.7610 |
0.7597 |
0.7562 |
|
| R2 |
0.7581 |
0.7581 |
0.7559 |
|
| R1 |
0.7568 |
0.7568 |
0.7557 |
0.7575 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7556 |
| S1 |
0.7539 |
0.7539 |
0.7551 |
0.7546 |
| S2 |
0.7523 |
0.7523 |
0.7549 |
|
| S3 |
0.7494 |
0.7510 |
0.7546 |
|
| S4 |
0.7465 |
0.7481 |
0.7538 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7934 |
0.7641 |
|
| R3 |
0.7860 |
0.7784 |
0.7599 |
|
| R2 |
0.7710 |
0.7710 |
0.7586 |
|
| R1 |
0.7634 |
0.7634 |
0.7572 |
0.7672 |
| PP |
0.7560 |
0.7560 |
0.7560 |
0.7579 |
| S1 |
0.7484 |
0.7484 |
0.7544 |
0.7522 |
| S2 |
0.7410 |
0.7410 |
0.7531 |
|
| S3 |
0.7260 |
0.7334 |
0.7517 |
|
| S4 |
0.7110 |
0.7184 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7636 |
0.7524 |
0.0112 |
1.5% |
0.0067 |
0.9% |
27% |
False |
False |
63 |
| 10 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0071 |
0.9% |
68% |
False |
False |
98 |
| 20 |
0.7636 |
0.7272 |
0.0364 |
4.8% |
0.0076 |
1.0% |
77% |
False |
False |
105 |
| 40 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0052 |
0.7% |
84% |
False |
False |
73 |
| 60 |
0.7661 |
0.7121 |
0.0540 |
7.1% |
0.0037 |
0.5% |
80% |
False |
False |
49 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0030 |
0.4% |
70% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7642 |
|
1.618 |
0.7613 |
|
1.000 |
0.7595 |
|
0.618 |
0.7584 |
|
HIGH |
0.7566 |
|
0.618 |
0.7555 |
|
0.500 |
0.7552 |
|
0.382 |
0.7548 |
|
LOW |
0.7537 |
|
0.618 |
0.7519 |
|
1.000 |
0.7508 |
|
1.618 |
0.7490 |
|
2.618 |
0.7461 |
|
4.250 |
0.7414 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7580 |
| PP |
0.7552 |
0.7571 |
| S1 |
0.7552 |
0.7563 |
|