CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7687 |
0.0026 |
0.3% |
0.7563 |
| High |
0.7728 |
0.7697 |
-0.0031 |
-0.4% |
0.7634 |
| Low |
0.7637 |
0.7665 |
0.0028 |
0.4% |
0.7470 |
| Close |
0.7682 |
0.7678 |
-0.0004 |
-0.1% |
0.7598 |
| Range |
0.0091 |
0.0032 |
-0.0059 |
-64.8% |
0.0164 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
306 |
321 |
15 |
4.9% |
1,189 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7759 |
0.7696 |
|
| R3 |
0.7744 |
0.7727 |
0.7687 |
|
| R2 |
0.7712 |
0.7712 |
0.7684 |
|
| R1 |
0.7695 |
0.7695 |
0.7681 |
0.7688 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7676 |
| S1 |
0.7663 |
0.7663 |
0.7675 |
0.7656 |
| S2 |
0.7648 |
0.7648 |
0.7672 |
|
| S3 |
0.7616 |
0.7631 |
0.7669 |
|
| S4 |
0.7584 |
0.7599 |
0.7660 |
|
|
| 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 |
0.7569 |
0.0159 |
2.1% |
0.0065 |
0.8% |
69% |
False |
False |
246 |
| 10 |
0.7728 |
0.7464 |
0.0264 |
3.4% |
0.0075 |
1.0% |
81% |
False |
False |
229 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0072 |
0.9% |
85% |
False |
False |
225 |
| 40 |
0.7728 |
0.7242 |
0.0486 |
6.3% |
0.0073 |
1.0% |
90% |
False |
False |
162 |
| 60 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0057 |
0.7% |
92% |
False |
False |
121 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0045 |
0.6% |
92% |
False |
False |
91 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.0% |
0.0037 |
0.5% |
90% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7833 |
|
2.618 |
0.7781 |
|
1.618 |
0.7749 |
|
1.000 |
0.7729 |
|
0.618 |
0.7717 |
|
HIGH |
0.7697 |
|
0.618 |
0.7685 |
|
0.500 |
0.7681 |
|
0.382 |
0.7677 |
|
LOW |
0.7665 |
|
0.618 |
0.7645 |
|
1.000 |
0.7633 |
|
1.618 |
0.7613 |
|
2.618 |
0.7581 |
|
4.250 |
0.7529 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7673 |
| PP |
0.7680 |
0.7667 |
| S1 |
0.7679 |
0.7662 |
|