CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7563 |
0.7495 |
-0.0068 |
-0.9% |
0.7433 |
| High |
0.7581 |
0.7606 |
0.0025 |
0.3% |
0.7578 |
| Low |
0.7497 |
0.7470 |
-0.0027 |
-0.4% |
0.7394 |
| Close |
0.7532 |
0.7577 |
0.0045 |
0.6% |
0.7571 |
| Range |
0.0084 |
0.0136 |
0.0052 |
61.9% |
0.0184 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.2% |
0.0000 |
| Volume |
151 |
438 |
287 |
190.1% |
1,296 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7904 |
0.7652 |
|
| R3 |
0.7823 |
0.7768 |
0.7614 |
|
| R2 |
0.7687 |
0.7687 |
0.7602 |
|
| R1 |
0.7632 |
0.7632 |
0.7589 |
0.7660 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7565 |
| S1 |
0.7496 |
0.7496 |
0.7565 |
0.7524 |
| S2 |
0.7415 |
0.7415 |
0.7552 |
|
| S3 |
0.7279 |
0.7360 |
0.7540 |
|
| S4 |
0.7143 |
0.7224 |
0.7502 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8003 |
0.7672 |
|
| R3 |
0.7882 |
0.7819 |
0.7622 |
|
| R2 |
0.7698 |
0.7698 |
0.7605 |
|
| R1 |
0.7635 |
0.7635 |
0.7588 |
0.7666 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7530 |
| S1 |
0.7451 |
0.7451 |
0.7554 |
0.7483 |
| S2 |
0.7330 |
0.7330 |
0.7537 |
|
| S3 |
0.7146 |
0.7267 |
0.7520 |
|
| S4 |
0.6962 |
0.7083 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7606 |
0.7394 |
0.0212 |
2.8% |
0.0104 |
1.4% |
86% |
True |
False |
244 |
| 10 |
0.7606 |
0.7394 |
0.0212 |
2.8% |
0.0080 |
1.1% |
86% |
True |
False |
249 |
| 20 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0076 |
1.0% |
77% |
False |
False |
174 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0071 |
0.9% |
85% |
False |
False |
137 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0051 |
0.7% |
89% |
False |
False |
94 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0041 |
0.5% |
74% |
False |
False |
70 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0036 |
0.5% |
74% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.7962 |
|
1.618 |
0.7826 |
|
1.000 |
0.7742 |
|
0.618 |
0.7690 |
|
HIGH |
0.7606 |
|
0.618 |
0.7554 |
|
0.500 |
0.7538 |
|
0.382 |
0.7522 |
|
LOW |
0.7470 |
|
0.618 |
0.7386 |
|
1.000 |
0.7334 |
|
1.618 |
0.7250 |
|
2.618 |
0.7114 |
|
4.250 |
0.6892 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7563 |
| PP |
0.7551 |
0.7549 |
| S1 |
0.7538 |
0.7535 |
|