CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7623 |
0.7661 |
0.0038 |
0.5% |
0.7563 |
High |
0.7659 |
0.7728 |
0.0069 |
0.9% |
0.7634 |
Low |
0.7595 |
0.7637 |
0.0042 |
0.6% |
0.7470 |
Close |
0.7639 |
0.7682 |
0.0043 |
0.6% |
0.7598 |
Range |
0.0064 |
0.0091 |
0.0027 |
42.2% |
0.0164 |
ATR |
0.0076 |
0.0077 |
0.0001 |
1.4% |
0.0000 |
Volume |
277 |
306 |
29 |
10.5% |
1,189 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7955 |
0.7910 |
0.7732 |
|
R3 |
0.7864 |
0.7819 |
0.7707 |
|
R2 |
0.7773 |
0.7773 |
0.7699 |
|
R1 |
0.7728 |
0.7728 |
0.7690 |
0.7750 |
PP |
0.7682 |
0.7682 |
0.7682 |
0.7694 |
S1 |
0.7637 |
0.7637 |
0.7674 |
0.7660 |
S2 |
0.7591 |
0.7591 |
0.7665 |
|
S3 |
0.7500 |
0.7546 |
0.7657 |
|
S4 |
0.7409 |
0.7455 |
0.7632 |
|
|
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 |
0.7728 |
0.7564 |
0.0164 |
2.1% |
0.0068 |
0.9% |
72% |
True |
False |
221 |
10 |
0.7728 |
0.7462 |
0.0266 |
3.5% |
0.0077 |
1.0% |
83% |
True |
False |
205 |
20 |
0.7728 |
0.7394 |
0.0334 |
4.3% |
0.0074 |
1.0% |
86% |
True |
False |
211 |
40 |
0.7728 |
0.7242 |
0.0486 |
6.3% |
0.0075 |
1.0% |
91% |
True |
False |
157 |
60 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0056 |
0.7% |
92% |
True |
False |
115 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.0% |
0.0045 |
0.6% |
91% |
False |
False |
87 |
100 |
0.7738 |
0.7121 |
0.0617 |
8.0% |
0.0037 |
0.5% |
91% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8115 |
2.618 |
0.7966 |
1.618 |
0.7875 |
1.000 |
0.7819 |
0.618 |
0.7784 |
HIGH |
0.7728 |
0.618 |
0.7693 |
0.500 |
0.7683 |
0.382 |
0.7672 |
LOW |
0.7637 |
0.618 |
0.7581 |
1.000 |
0.7546 |
1.618 |
0.7490 |
2.618 |
0.7399 |
4.250 |
0.7250 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7683 |
0.7671 |
PP |
0.7682 |
0.7660 |
S1 |
0.7682 |
0.7649 |
|