CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7410 |
0.7421 |
0.0011 |
0.1% |
0.7433 |
| High |
0.7465 |
0.7496 |
0.0031 |
0.4% |
0.7495 |
| Low |
0.7398 |
0.7412 |
0.0014 |
0.2% |
0.7367 |
| Close |
0.7442 |
0.7475 |
0.0033 |
0.4% |
0.7442 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0128 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
84,435 |
94,732 |
10,297 |
12.2% |
465,911 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7678 |
0.7521 |
|
| R3 |
0.7629 |
0.7594 |
0.7498 |
|
| R2 |
0.7545 |
0.7545 |
0.7490 |
|
| R1 |
0.7510 |
0.7510 |
0.7483 |
0.7528 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7470 |
| S1 |
0.7426 |
0.7426 |
0.7467 |
0.7444 |
| S2 |
0.7377 |
0.7377 |
0.7460 |
|
| S3 |
0.7293 |
0.7342 |
0.7452 |
|
| S4 |
0.7209 |
0.7258 |
0.7429 |
|
|
| 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 |
0.7496 |
0.7367 |
0.0129 |
1.7% |
0.0078 |
1.0% |
84% |
True |
False |
95,115 |
| 10 |
0.7496 |
0.7305 |
0.0191 |
2.6% |
0.0075 |
1.0% |
89% |
True |
False |
96,732 |
| 20 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0089 |
1.2% |
36% |
False |
False |
111,335 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0078 |
1.0% |
36% |
False |
False |
99,051 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
92,040 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
69,428 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.2% |
0.0074 |
1.0% |
36% |
False |
False |
55,588 |
| 120 |
0.7771 |
0.7242 |
0.0529 |
7.1% |
0.0074 |
1.0% |
44% |
False |
False |
46,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7716 |
|
1.618 |
0.7632 |
|
1.000 |
0.7580 |
|
0.618 |
0.7548 |
|
HIGH |
0.7496 |
|
0.618 |
0.7464 |
|
0.500 |
0.7454 |
|
0.382 |
0.7444 |
|
LOW |
0.7412 |
|
0.618 |
0.7360 |
|
1.000 |
0.7328 |
|
1.618 |
0.7276 |
|
2.618 |
0.7192 |
|
4.250 |
0.7055 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7468 |
0.7461 |
| PP |
0.7461 |
0.7446 |
| S1 |
0.7454 |
0.7432 |
|