CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7399 |
-0.0084 |
-1.1% |
0.7543 |
| High |
0.7495 |
0.7410 |
-0.0085 |
-1.1% |
0.7574 |
| Low |
0.7390 |
0.7325 |
-0.0065 |
-0.9% |
0.7325 |
| Close |
0.7405 |
0.7337 |
-0.0068 |
-0.9% |
0.7337 |
| Range |
0.0105 |
0.0085 |
-0.0020 |
-19.0% |
0.0249 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.0% |
0.0000 |
| Volume |
114,715 |
105,201 |
-9,514 |
-8.3% |
547,646 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7560 |
0.7384 |
|
| R3 |
0.7527 |
0.7475 |
0.7360 |
|
| R2 |
0.7442 |
0.7442 |
0.7353 |
|
| R1 |
0.7390 |
0.7390 |
0.7345 |
0.7374 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7349 |
| S1 |
0.7305 |
0.7305 |
0.7329 |
0.7288 |
| S2 |
0.7272 |
0.7272 |
0.7321 |
|
| S3 |
0.7187 |
0.7220 |
0.7314 |
|
| S4 |
0.7102 |
0.7135 |
0.7290 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.7997 |
0.7474 |
|
| R3 |
0.7910 |
0.7748 |
0.7405 |
|
| R2 |
0.7661 |
0.7661 |
0.7383 |
|
| R1 |
0.7499 |
0.7499 |
0.7360 |
0.7456 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7390 |
| S1 |
0.7250 |
0.7250 |
0.7314 |
0.7207 |
| S2 |
0.7163 |
0.7163 |
0.7291 |
|
| S3 |
0.6914 |
0.7001 |
0.7269 |
|
| S4 |
0.6665 |
0.6752 |
0.7200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7574 |
0.7325 |
0.0249 |
3.4% |
0.0082 |
1.1% |
5% |
False |
True |
109,529 |
| 10 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0104 |
1.4% |
3% |
False |
True |
125,938 |
| 20 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0083 |
1.1% |
3% |
False |
True |
104,332 |
| 40 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0076 |
1.0% |
3% |
False |
True |
97,167 |
| 60 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0076 |
1.0% |
3% |
False |
True |
76,378 |
| 80 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0074 |
1.0% |
3% |
False |
True |
57,365 |
| 100 |
0.7771 |
0.7325 |
0.0446 |
6.1% |
0.0073 |
1.0% |
3% |
False |
True |
45,923 |
| 120 |
0.7771 |
0.7160 |
0.0611 |
8.3% |
0.0071 |
1.0% |
29% |
False |
False |
38,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7771 |
|
2.618 |
0.7633 |
|
1.618 |
0.7548 |
|
1.000 |
0.7495 |
|
0.618 |
0.7463 |
|
HIGH |
0.7410 |
|
0.618 |
0.7378 |
|
0.500 |
0.7368 |
|
0.382 |
0.7357 |
|
LOW |
0.7325 |
|
0.618 |
0.7272 |
|
1.000 |
0.7240 |
|
1.618 |
0.7187 |
|
2.618 |
0.7102 |
|
4.250 |
0.6964 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7444 |
| PP |
0.7357 |
0.7408 |
| S1 |
0.7347 |
0.7373 |
|