CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7396 |
0.7378 |
-0.0018 |
-0.2% |
0.7323 |
| High |
0.7439 |
0.7464 |
0.0025 |
0.3% |
0.7464 |
| Low |
0.7367 |
0.7359 |
-0.0008 |
-0.1% |
0.7305 |
| Close |
0.7382 |
0.7422 |
0.0040 |
0.5% |
0.7422 |
| Range |
0.0072 |
0.0105 |
0.0033 |
45.8% |
0.0159 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.1% |
0.0000 |
| Volume |
92,949 |
110,680 |
17,731 |
19.1% |
406,685 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7681 |
0.7480 |
|
| R3 |
0.7625 |
0.7576 |
0.7451 |
|
| R2 |
0.7520 |
0.7520 |
0.7441 |
|
| R1 |
0.7471 |
0.7471 |
0.7432 |
0.7496 |
| PP |
0.7415 |
0.7415 |
0.7415 |
0.7427 |
| S1 |
0.7366 |
0.7366 |
0.7412 |
0.7391 |
| S2 |
0.7310 |
0.7310 |
0.7403 |
|
| S3 |
0.7205 |
0.7261 |
0.7393 |
|
| S4 |
0.7100 |
0.7156 |
0.7364 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7807 |
0.7509 |
|
| R3 |
0.7715 |
0.7648 |
0.7466 |
|
| R2 |
0.7556 |
0.7556 |
0.7451 |
|
| R1 |
0.7489 |
0.7489 |
0.7437 |
0.7523 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7414 |
| S1 |
0.7330 |
0.7330 |
0.7407 |
0.7364 |
| S2 |
0.7238 |
0.7238 |
0.7393 |
|
| S3 |
0.7079 |
0.7171 |
0.7378 |
|
| S4 |
0.6920 |
0.7012 |
0.7335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7464 |
0.7305 |
0.0159 |
2.1% |
0.0076 |
1.0% |
74% |
True |
False |
102,377 |
| 10 |
0.7623 |
0.7305 |
0.0318 |
4.3% |
0.0081 |
1.1% |
37% |
False |
False |
108,135 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0084 |
1.1% |
25% |
False |
False |
108,180 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0076 |
1.0% |
25% |
False |
False |
99,301 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
25% |
False |
False |
83,117 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
25% |
False |
False |
62,438 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
25% |
False |
False |
49,985 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0072 |
1.0% |
34% |
False |
False |
41,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7910 |
|
2.618 |
0.7739 |
|
1.618 |
0.7634 |
|
1.000 |
0.7569 |
|
0.618 |
0.7529 |
|
HIGH |
0.7464 |
|
0.618 |
0.7424 |
|
0.500 |
0.7412 |
|
0.382 |
0.7399 |
|
LOW |
0.7359 |
|
0.618 |
0.7294 |
|
1.000 |
0.7254 |
|
1.618 |
0.7189 |
|
2.618 |
0.7084 |
|
4.250 |
0.6913 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7418 |
| PP |
0.7415 |
0.7415 |
| S1 |
0.7412 |
0.7411 |
|