CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7736 |
0.7631 |
-0.0105 |
-1.4% |
0.7583 |
| High |
0.7764 |
0.7735 |
-0.0029 |
-0.4% |
0.7690 |
| Low |
0.7571 |
0.7560 |
-0.0011 |
-0.1% |
0.7574 |
| Close |
0.7640 |
0.7603 |
-0.0037 |
-0.5% |
0.7668 |
| Range |
0.0193 |
0.0175 |
-0.0018 |
-9.3% |
0.0116 |
| ATR |
0.0076 |
0.0083 |
0.0007 |
9.3% |
0.0000 |
| Volume |
258,989 |
173,394 |
-85,595 |
-33.0% |
405,773 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8055 |
0.7699 |
|
| R3 |
0.7983 |
0.7880 |
0.7651 |
|
| R2 |
0.7808 |
0.7808 |
0.7635 |
|
| R1 |
0.7705 |
0.7705 |
0.7619 |
0.7669 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7615 |
| S1 |
0.7530 |
0.7530 |
0.7587 |
0.7494 |
| S2 |
0.7458 |
0.7458 |
0.7571 |
|
| S3 |
0.7283 |
0.7355 |
0.7555 |
|
| S4 |
0.7108 |
0.7180 |
0.7507 |
|
|
| 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 |
0.7771 |
0.7560 |
0.0211 |
2.8% |
0.0113 |
1.5% |
20% |
False |
True |
133,218 |
| 10 |
0.7771 |
0.7547 |
0.0224 |
2.9% |
0.0086 |
1.1% |
25% |
False |
False |
108,225 |
| 20 |
0.7771 |
0.7545 |
0.0226 |
3.0% |
0.0079 |
1.0% |
26% |
False |
False |
98,050 |
| 40 |
0.7771 |
0.7458 |
0.0313 |
4.1% |
0.0072 |
0.9% |
46% |
False |
False |
92,855 |
| 60 |
0.7771 |
0.7423 |
0.0348 |
4.6% |
0.0072 |
1.0% |
52% |
False |
False |
65,160 |
| 80 |
0.7771 |
0.7394 |
0.0377 |
5.0% |
0.0073 |
1.0% |
55% |
False |
False |
48,952 |
| 100 |
0.7771 |
0.7272 |
0.0499 |
6.6% |
0.0074 |
1.0% |
66% |
False |
False |
39,186 |
| 120 |
0.7771 |
0.7121 |
0.0650 |
8.5% |
0.0067 |
0.9% |
74% |
False |
False |
32,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8479 |
|
2.618 |
0.8193 |
|
1.618 |
0.8018 |
|
1.000 |
0.7910 |
|
0.618 |
0.7843 |
|
HIGH |
0.7735 |
|
0.618 |
0.7668 |
|
0.500 |
0.7648 |
|
0.382 |
0.7627 |
|
LOW |
0.7560 |
|
0.618 |
0.7452 |
|
1.000 |
0.7385 |
|
1.618 |
0.7277 |
|
2.618 |
0.7102 |
|
4.250 |
0.6816 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7666 |
| PP |
0.7633 |
0.7645 |
| S1 |
0.7618 |
0.7624 |
|