CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7493 |
0.7494 |
0.0001 |
0.0% |
0.7421 |
| High |
0.7522 |
0.7524 |
0.0002 |
0.0% |
0.7507 |
| Low |
0.7475 |
0.7394 |
-0.0081 |
-1.1% |
0.7412 |
| Close |
0.7496 |
0.7422 |
-0.0074 |
-1.0% |
0.7452 |
| Range |
0.0047 |
0.0130 |
0.0083 |
176.6% |
0.0095 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0000 |
| Volume |
72,814 |
121,371 |
48,557 |
66.7% |
425,065 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7759 |
0.7494 |
|
| R3 |
0.7707 |
0.7629 |
0.7458 |
|
| R2 |
0.7577 |
0.7577 |
0.7446 |
|
| R1 |
0.7499 |
0.7499 |
0.7434 |
0.7473 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7434 |
| S1 |
0.7369 |
0.7369 |
0.7410 |
0.7343 |
| S2 |
0.7317 |
0.7317 |
0.7398 |
|
| S3 |
0.7187 |
0.7239 |
0.7386 |
|
| S4 |
0.7057 |
0.7109 |
0.7351 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7692 |
0.7504 |
|
| R3 |
0.7647 |
0.7597 |
0.7478 |
|
| R2 |
0.7552 |
0.7552 |
0.7469 |
|
| R1 |
0.7502 |
0.7502 |
0.7461 |
0.7527 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7470 |
| S1 |
0.7407 |
0.7407 |
0.7443 |
0.7432 |
| S2 |
0.7362 |
0.7362 |
0.7435 |
|
| S3 |
0.7267 |
0.7312 |
0.7426 |
|
| S4 |
0.7172 |
0.7217 |
0.7400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7524 |
0.7394 |
0.0130 |
1.8% |
0.0077 |
1.0% |
22% |
True |
True |
88,870 |
| 10 |
0.7524 |
0.7367 |
0.0157 |
2.1% |
0.0071 |
1.0% |
35% |
True |
False |
86,901 |
| 20 |
0.7563 |
0.7305 |
0.0258 |
3.5% |
0.0078 |
1.0% |
45% |
False |
False |
95,085 |
| 40 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0079 |
1.1% |
25% |
False |
False |
98,222 |
| 60 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0075 |
1.0% |
25% |
False |
False |
95,387 |
| 80 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
25% |
False |
False |
76,794 |
| 100 |
0.7771 |
0.7305 |
0.0466 |
6.3% |
0.0074 |
1.0% |
25% |
False |
False |
61,503 |
| 120 |
0.7771 |
0.7281 |
0.0490 |
6.6% |
0.0073 |
1.0% |
29% |
False |
False |
51,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7864 |
|
1.618 |
0.7734 |
|
1.000 |
0.7654 |
|
0.618 |
0.7604 |
|
HIGH |
0.7524 |
|
0.618 |
0.7474 |
|
0.500 |
0.7459 |
|
0.382 |
0.7444 |
|
LOW |
0.7394 |
|
0.618 |
0.7314 |
|
1.000 |
0.7264 |
|
1.618 |
0.7184 |
|
2.618 |
0.7054 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7459 |
0.7459 |
| PP |
0.7447 |
0.7447 |
| S1 |
0.7434 |
0.7434 |
|