CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7592 |
0.0000 |
0.0% |
0.7608 |
| High |
0.7630 |
0.7645 |
0.0015 |
0.2% |
0.7725 |
| Low |
0.7581 |
0.7578 |
-0.0003 |
0.0% |
0.7569 |
| Close |
0.7593 |
0.7634 |
0.0041 |
0.5% |
0.7592 |
| Range |
0.0049 |
0.0067 |
0.0018 |
36.7% |
0.0156 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
58,011 |
78,941 |
20,930 |
36.1% |
432,389 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7820 |
0.7794 |
0.7671 |
|
| R3 |
0.7753 |
0.7727 |
0.7652 |
|
| R2 |
0.7686 |
0.7686 |
0.7646 |
|
| R1 |
0.7660 |
0.7660 |
0.7640 |
0.7673 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7626 |
| S1 |
0.7593 |
0.7593 |
0.7628 |
0.7606 |
| S2 |
0.7552 |
0.7552 |
0.7622 |
|
| S3 |
0.7485 |
0.7526 |
0.7616 |
|
| S4 |
0.7418 |
0.7459 |
0.7597 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8000 |
0.7678 |
|
| R3 |
0.7941 |
0.7844 |
0.7635 |
|
| R2 |
0.7785 |
0.7785 |
0.7621 |
|
| R1 |
0.7688 |
0.7688 |
0.7606 |
0.7659 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7614 |
| S1 |
0.7532 |
0.7532 |
0.7578 |
0.7503 |
| S2 |
0.7473 |
0.7473 |
0.7563 |
|
| S3 |
0.7317 |
0.7376 |
0.7549 |
|
| S4 |
0.7161 |
0.7220 |
0.7506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7725 |
0.7576 |
0.0149 |
2.0% |
0.0073 |
1.0% |
39% |
False |
False |
83,774 |
| 10 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0070 |
0.9% |
61% |
False |
False |
89,195 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0068 |
0.9% |
61% |
False |
False |
89,323 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
4.0% |
0.0070 |
0.9% |
70% |
False |
False |
65,807 |
| 60 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0070 |
0.9% |
69% |
False |
False |
43,988 |
| 80 |
0.7728 |
0.7379 |
0.0349 |
4.6% |
0.0071 |
0.9% |
73% |
False |
False |
33,032 |
| 100 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0069 |
0.9% |
81% |
False |
False |
26,443 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0059 |
0.8% |
85% |
False |
False |
22,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7930 |
|
2.618 |
0.7820 |
|
1.618 |
0.7753 |
|
1.000 |
0.7712 |
|
0.618 |
0.7686 |
|
HIGH |
0.7645 |
|
0.618 |
0.7619 |
|
0.500 |
0.7612 |
|
0.382 |
0.7604 |
|
LOW |
0.7578 |
|
0.618 |
0.7537 |
|
1.000 |
0.7511 |
|
1.618 |
0.7470 |
|
2.618 |
0.7403 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7626 |
| PP |
0.7619 |
0.7618 |
| S1 |
0.7612 |
0.7611 |
|