CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7410 |
0.0028 |
0.4% |
0.7433 |
| High |
0.7418 |
0.7465 |
0.0047 |
0.6% |
0.7495 |
| Low |
0.7367 |
0.7398 |
0.0031 |
0.4% |
0.7367 |
| Close |
0.7410 |
0.7442 |
0.0032 |
0.4% |
0.7442 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0128 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
96,856 |
84,435 |
-12,421 |
-12.8% |
465,911 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7606 |
0.7479 |
|
| R3 |
0.7569 |
0.7539 |
0.7460 |
|
| R2 |
0.7502 |
0.7502 |
0.7454 |
|
| R1 |
0.7472 |
0.7472 |
0.7448 |
0.7487 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7443 |
| S1 |
0.7405 |
0.7405 |
0.7436 |
0.7420 |
| S2 |
0.7368 |
0.7368 |
0.7430 |
|
| S3 |
0.7301 |
0.7338 |
0.7424 |
|
| S4 |
0.7234 |
0.7271 |
0.7405 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7758 |
0.7512 |
|
| R3 |
0.7691 |
0.7630 |
0.7477 |
|
| R2 |
0.7563 |
0.7563 |
0.7465 |
|
| R1 |
0.7502 |
0.7502 |
0.7454 |
0.7533 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7450 |
| S1 |
0.7374 |
0.7374 |
0.7430 |
0.7405 |
| S2 |
0.7307 |
0.7307 |
0.7419 |
|
| S3 |
0.7179 |
0.7246 |
0.7407 |
|
| S4 |
0.7051 |
0.7118 |
0.7372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7495 |
0.7367 |
0.0128 |
1.7% |
0.0074 |
1.0% |
59% |
False |
False |
93,182 |
| 10 |
0.7495 |
0.7305 |
0.0190 |
2.6% |
0.0075 |
1.0% |
72% |
False |
False |
97,779 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0087 |
1.2% |
29% |
False |
False |
110,667 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0078 |
1.0% |
29% |
False |
False |
99,600 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
29% |
False |
False |
90,617 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
29% |
False |
False |
68,248 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0073 |
1.0% |
29% |
False |
False |
54,641 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0074 |
1.0% |
38% |
False |
False |
45,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7640 |
|
1.618 |
0.7573 |
|
1.000 |
0.7532 |
|
0.618 |
0.7506 |
|
HIGH |
0.7465 |
|
0.618 |
0.7439 |
|
0.500 |
0.7432 |
|
0.382 |
0.7424 |
|
LOW |
0.7398 |
|
0.618 |
0.7357 |
|
1.000 |
0.7331 |
|
1.618 |
0.7290 |
|
2.618 |
0.7223 |
|
4.250 |
0.7113 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7439 |
0.7438 |
| PP |
0.7435 |
0.7435 |
| S1 |
0.7432 |
0.7431 |
|