CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7615 |
0.0033 |
0.4% |
0.7563 |
| High |
0.7610 |
0.7634 |
0.0024 |
0.3% |
0.7634 |
| Low |
0.7564 |
0.7571 |
0.0007 |
0.1% |
0.7470 |
| Close |
0.7605 |
0.7598 |
-0.0007 |
-0.1% |
0.7598 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0164 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
196 |
205 |
9 |
4.6% |
1,189 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7790 |
0.7757 |
0.7633 |
|
| R3 |
0.7727 |
0.7694 |
0.7615 |
|
| R2 |
0.7664 |
0.7664 |
0.7610 |
|
| R1 |
0.7631 |
0.7631 |
0.7604 |
0.7616 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7594 |
| S1 |
0.7568 |
0.7568 |
0.7592 |
0.7553 |
| S2 |
0.7538 |
0.7538 |
0.7586 |
|
| S3 |
0.7475 |
0.7505 |
0.7581 |
|
| S4 |
0.7412 |
0.7442 |
0.7563 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.7993 |
0.7688 |
|
| R3 |
0.7895 |
0.7829 |
0.7643 |
|
| R2 |
0.7731 |
0.7731 |
0.7628 |
|
| R1 |
0.7665 |
0.7665 |
0.7613 |
0.7698 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7584 |
| S1 |
0.7501 |
0.7501 |
0.7583 |
0.7534 |
| S2 |
0.7403 |
0.7403 |
0.7568 |
|
| S3 |
0.7239 |
0.7337 |
0.7553 |
|
| S4 |
0.7075 |
0.7173 |
0.7508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7634 |
0.7470 |
0.0164 |
2.2% |
0.0074 |
1.0% |
78% |
True |
False |
237 |
| 10 |
0.7634 |
0.7394 |
0.0240 |
3.2% |
0.0078 |
1.0% |
85% |
True |
False |
248 |
| 20 |
0.7636 |
0.7394 |
0.0242 |
3.2% |
0.0071 |
0.9% |
84% |
False |
False |
182 |
| 40 |
0.7636 |
0.7242 |
0.0394 |
5.2% |
0.0072 |
0.9% |
90% |
False |
False |
145 |
| 60 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0053 |
0.7% |
93% |
False |
False |
104 |
| 80 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0042 |
0.6% |
77% |
False |
False |
78 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0036 |
0.5% |
77% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7902 |
|
2.618 |
0.7799 |
|
1.618 |
0.7736 |
|
1.000 |
0.7697 |
|
0.618 |
0.7673 |
|
HIGH |
0.7634 |
|
0.618 |
0.7610 |
|
0.500 |
0.7603 |
|
0.382 |
0.7595 |
|
LOW |
0.7571 |
|
0.618 |
0.7532 |
|
1.000 |
0.7508 |
|
1.618 |
0.7469 |
|
2.618 |
0.7406 |
|
4.250 |
0.7303 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7603 |
0.7595 |
| PP |
0.7601 |
0.7591 |
| S1 |
0.7600 |
0.7588 |
|