CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7475 |
0.7480 |
0.0005 |
0.1% |
0.7539 |
High |
0.7506 |
0.7529 |
0.0023 |
0.3% |
0.7566 |
Low |
0.7432 |
0.7394 |
-0.0038 |
-0.5% |
0.7410 |
Close |
0.7472 |
0.7449 |
-0.0023 |
-0.3% |
0.7432 |
Range |
0.0074 |
0.0135 |
0.0061 |
82.4% |
0.0156 |
ATR |
0.0072 |
0.0076 |
0.0005 |
6.3% |
0.0000 |
Volume |
202 |
477 |
275 |
136.1% |
915 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7791 |
0.7523 |
|
R3 |
0.7727 |
0.7656 |
0.7486 |
|
R2 |
0.7592 |
0.7592 |
0.7474 |
|
R1 |
0.7521 |
0.7521 |
0.7461 |
0.7489 |
PP |
0.7457 |
0.7457 |
0.7457 |
0.7442 |
S1 |
0.7386 |
0.7386 |
0.7437 |
0.7354 |
S2 |
0.7322 |
0.7322 |
0.7424 |
|
S3 |
0.7187 |
0.7251 |
0.7412 |
|
S4 |
0.7052 |
0.7116 |
0.7375 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7937 |
0.7841 |
0.7518 |
|
R3 |
0.7781 |
0.7685 |
0.7475 |
|
R2 |
0.7625 |
0.7625 |
0.7461 |
|
R1 |
0.7529 |
0.7529 |
0.7446 |
0.7499 |
PP |
0.7469 |
0.7469 |
0.7469 |
0.7455 |
S1 |
0.7373 |
0.7373 |
0.7418 |
0.7343 |
S2 |
0.7313 |
0.7313 |
0.7403 |
|
S3 |
0.7157 |
0.7217 |
0.7389 |
|
S4 |
0.7001 |
0.7061 |
0.7346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7529 |
0.7394 |
0.0135 |
1.8% |
0.0072 |
1.0% |
41% |
True |
True |
301 |
10 |
0.7636 |
0.7394 |
0.0242 |
3.2% |
0.0070 |
0.9% |
23% |
False |
True |
217 |
20 |
0.7636 |
0.7336 |
0.0300 |
4.0% |
0.0068 |
0.9% |
38% |
False |
False |
154 |
40 |
0.7636 |
0.7160 |
0.0476 |
6.4% |
0.0064 |
0.9% |
61% |
False |
False |
118 |
60 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0045 |
0.6% |
64% |
False |
False |
81 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0036 |
0.5% |
53% |
False |
False |
61 |
100 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0032 |
0.4% |
53% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8103 |
2.618 |
0.7882 |
1.618 |
0.7747 |
1.000 |
0.7664 |
0.618 |
0.7612 |
HIGH |
0.7529 |
0.618 |
0.7477 |
0.500 |
0.7462 |
0.382 |
0.7446 |
LOW |
0.7394 |
0.618 |
0.7311 |
1.000 |
0.7259 |
1.618 |
0.7176 |
2.618 |
0.7041 |
4.250 |
0.6820 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7462 |
0.7462 |
PP |
0.7457 |
0.7457 |
S1 |
0.7453 |
0.7453 |
|