CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7482 |
-0.0003 |
0.0% |
0.7323 |
| High |
0.7494 |
0.7495 |
0.0001 |
0.0% |
0.7464 |
| Low |
0.7428 |
0.7371 |
-0.0057 |
-0.8% |
0.7305 |
| Close |
0.7485 |
0.7386 |
-0.0099 |
-1.3% |
0.7422 |
| Range |
0.0066 |
0.0124 |
0.0058 |
87.9% |
0.0159 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
84,007 |
115,545 |
31,538 |
37.5% |
406,685 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7712 |
0.7454 |
|
| R3 |
0.7665 |
0.7588 |
0.7420 |
|
| R2 |
0.7541 |
0.7541 |
0.7409 |
|
| R1 |
0.7464 |
0.7464 |
0.7397 |
0.7441 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7406 |
| S1 |
0.7340 |
0.7340 |
0.7375 |
0.7317 |
| S2 |
0.7293 |
0.7293 |
0.7363 |
|
| S3 |
0.7169 |
0.7216 |
0.7352 |
|
| S4 |
0.7045 |
0.7092 |
0.7318 |
|
|
| 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 |
0.7495 |
0.7359 |
0.0136 |
1.8% |
0.0085 |
1.2% |
20% |
True |
False |
97,649 |
| 10 |
0.7563 |
0.7305 |
0.0258 |
3.5% |
0.0085 |
1.1% |
31% |
False |
False |
103,269 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0087 |
1.2% |
17% |
False |
False |
109,532 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0077 |
1.0% |
17% |
False |
False |
99,837 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
17% |
False |
False |
87,730 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
17% |
False |
False |
65,989 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
17% |
False |
False |
52,829 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.2% |
0.0073 |
1.0% |
27% |
False |
False |
44,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7820 |
|
1.618 |
0.7696 |
|
1.000 |
0.7619 |
|
0.618 |
0.7572 |
|
HIGH |
0.7495 |
|
0.618 |
0.7448 |
|
0.500 |
0.7433 |
|
0.382 |
0.7418 |
|
LOW |
0.7371 |
|
0.618 |
0.7294 |
|
1.000 |
0.7247 |
|
1.618 |
0.7170 |
|
2.618 |
0.7046 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7433 |
| PP |
0.7417 |
0.7417 |
| S1 |
0.7402 |
0.7402 |
|