CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7663 |
-0.0009 |
-0.1% |
0.7583 |
| High |
0.7690 |
0.7721 |
0.0031 |
0.4% |
0.7690 |
| Low |
0.7644 |
0.7658 |
0.0014 |
0.2% |
0.7574 |
| Close |
0.7668 |
0.7709 |
0.0041 |
0.5% |
0.7668 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0116 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
81,376 |
75,852 |
-5,524 |
-6.8% |
405,773 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7860 |
0.7744 |
|
| R3 |
0.7822 |
0.7797 |
0.7726 |
|
| R2 |
0.7759 |
0.7759 |
0.7721 |
|
| R1 |
0.7734 |
0.7734 |
0.7715 |
0.7747 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7702 |
| S1 |
0.7671 |
0.7671 |
0.7703 |
0.7684 |
| S2 |
0.7633 |
0.7633 |
0.7697 |
|
| S3 |
0.7570 |
0.7608 |
0.7692 |
|
| S4 |
0.7507 |
0.7545 |
0.7674 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7946 |
0.7732 |
|
| R3 |
0.7876 |
0.7830 |
0.7700 |
|
| R2 |
0.7760 |
0.7760 |
0.7689 |
|
| R1 |
0.7714 |
0.7714 |
0.7679 |
0.7737 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7656 |
| S1 |
0.7598 |
0.7598 |
0.7657 |
0.7621 |
| S2 |
0.7528 |
0.7528 |
0.7647 |
|
| S3 |
0.7412 |
0.7482 |
0.7636 |
|
| S4 |
0.7296 |
0.7366 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7721 |
0.7589 |
0.0132 |
1.7% |
0.0063 |
0.8% |
91% |
True |
False |
84,505 |
| 10 |
0.7721 |
0.7547 |
0.0174 |
2.3% |
0.0063 |
0.8% |
93% |
True |
False |
84,510 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0067 |
0.9% |
93% |
False |
False |
87,676 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
3.9% |
0.0066 |
0.9% |
95% |
False |
False |
83,862 |
| 60 |
0.7726 |
0.7423 |
0.0303 |
3.9% |
0.0069 |
0.9% |
94% |
False |
False |
56,698 |
| 80 |
0.7728 |
0.7394 |
0.0334 |
4.3% |
0.0069 |
0.9% |
94% |
False |
False |
42,598 |
| 100 |
0.7728 |
0.7272 |
0.0456 |
5.9% |
0.0071 |
0.9% |
96% |
False |
False |
34,098 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
7.9% |
0.0063 |
0.8% |
97% |
False |
False |
28,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7989 |
|
2.618 |
0.7886 |
|
1.618 |
0.7823 |
|
1.000 |
0.7784 |
|
0.618 |
0.7760 |
|
HIGH |
0.7721 |
|
0.618 |
0.7697 |
|
0.500 |
0.7690 |
|
0.382 |
0.7682 |
|
LOW |
0.7658 |
|
0.618 |
0.7619 |
|
1.000 |
0.7595 |
|
1.618 |
0.7556 |
|
2.618 |
0.7493 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7698 |
| PP |
0.7696 |
0.7686 |
| S1 |
0.7690 |
0.7675 |
|