CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7639 |
-0.0035 |
-0.5% |
0.7585 |
| High |
0.7682 |
0.7697 |
0.0015 |
0.2% |
0.7728 |
| Low |
0.7589 |
0.7625 |
0.0036 |
0.5% |
0.7569 |
| Close |
0.7626 |
0.7668 |
0.0042 |
0.6% |
0.7623 |
| Range |
0.0093 |
0.0072 |
-0.0021 |
-22.6% |
0.0159 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
620 |
544 |
-76 |
-12.3% |
2,538 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7879 |
0.7846 |
0.7708 |
|
| R3 |
0.7807 |
0.7774 |
0.7688 |
|
| R2 |
0.7735 |
0.7735 |
0.7681 |
|
| R1 |
0.7702 |
0.7702 |
0.7675 |
0.7719 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7672 |
| S1 |
0.7630 |
0.7630 |
0.7661 |
0.7647 |
| S2 |
0.7591 |
0.7591 |
0.7655 |
|
| S3 |
0.7519 |
0.7558 |
0.7648 |
|
| S4 |
0.7447 |
0.7486 |
0.7628 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8029 |
0.7710 |
|
| R3 |
0.7958 |
0.7870 |
0.7667 |
|
| R2 |
0.7799 |
0.7799 |
0.7652 |
|
| R1 |
0.7711 |
0.7711 |
0.7638 |
0.7755 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7662 |
| S1 |
0.7552 |
0.7552 |
0.7608 |
0.7596 |
| S2 |
0.7481 |
0.7481 |
0.7594 |
|
| S3 |
0.7322 |
0.7393 |
0.7579 |
|
| S4 |
0.7163 |
0.7234 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7726 |
0.7589 |
0.0137 |
1.8% |
0.0078 |
1.0% |
58% |
False |
False |
637 |
| 10 |
0.7728 |
0.7569 |
0.0159 |
2.1% |
0.0072 |
0.9% |
62% |
False |
False |
441 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0075 |
1.0% |
82% |
False |
False |
345 |
| 40 |
0.7728 |
0.7272 |
0.0456 |
5.9% |
0.0077 |
1.0% |
87% |
False |
False |
238 |
| 60 |
0.7728 |
0.7149 |
0.0579 |
7.6% |
0.0063 |
0.8% |
90% |
False |
False |
172 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0049 |
0.6% |
90% |
False |
False |
130 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.0% |
0.0041 |
0.5% |
89% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8003 |
|
2.618 |
0.7885 |
|
1.618 |
0.7813 |
|
1.000 |
0.7769 |
|
0.618 |
0.7741 |
|
HIGH |
0.7697 |
|
0.618 |
0.7669 |
|
0.500 |
0.7661 |
|
0.382 |
0.7653 |
|
LOW |
0.7625 |
|
0.618 |
0.7581 |
|
1.000 |
0.7553 |
|
1.618 |
0.7509 |
|
2.618 |
0.7437 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7665 |
| PP |
0.7663 |
0.7661 |
| S1 |
0.7661 |
0.7658 |
|