CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7362 |
0.7283 |
-0.0079 |
-1.1% |
0.7437 |
High |
0.7368 |
0.7312 |
-0.0056 |
-0.8% |
0.7524 |
Low |
0.7266 |
0.7250 |
-0.0016 |
-0.2% |
0.7266 |
Close |
0.7292 |
0.7256 |
-0.0036 |
-0.5% |
0.7292 |
Range |
0.0102 |
0.0062 |
-0.0040 |
-39.2% |
0.0258 |
ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
18,899 |
1,096 |
-17,803 |
-94.2% |
396,831 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7459 |
0.7419 |
0.7290 |
|
R3 |
0.7397 |
0.7357 |
0.7273 |
|
R2 |
0.7335 |
0.7335 |
0.7267 |
|
R1 |
0.7295 |
0.7295 |
0.7262 |
0.7284 |
PP |
0.7273 |
0.7273 |
0.7273 |
0.7267 |
S1 |
0.7233 |
0.7233 |
0.7250 |
0.7222 |
S2 |
0.7211 |
0.7211 |
0.7245 |
|
S3 |
0.7149 |
0.7171 |
0.7239 |
|
S4 |
0.7087 |
0.7109 |
0.7222 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8135 |
0.7971 |
0.7434 |
|
R3 |
0.7877 |
0.7713 |
0.7363 |
|
R2 |
0.7619 |
0.7619 |
0.7339 |
|
R1 |
0.7455 |
0.7455 |
0.7316 |
0.7408 |
PP |
0.7361 |
0.7361 |
0.7361 |
0.7337 |
S1 |
0.7197 |
0.7197 |
0.7268 |
0.7150 |
S2 |
0.7103 |
0.7103 |
0.7245 |
|
S3 |
0.6845 |
0.6939 |
0.7221 |
|
S4 |
0.6587 |
0.6681 |
0.7150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7524 |
0.7250 |
0.0274 |
3.8% |
0.0087 |
1.2% |
2% |
False |
True |
65,890 |
10 |
0.7524 |
0.7250 |
0.0274 |
3.8% |
0.0076 |
1.1% |
2% |
False |
True |
72,826 |
20 |
0.7524 |
0.7250 |
0.0274 |
3.8% |
0.0076 |
1.0% |
2% |
False |
True |
84,779 |
40 |
0.7771 |
0.7250 |
0.0521 |
7.2% |
0.0079 |
1.1% |
1% |
False |
True |
94,555 |
60 |
0.7771 |
0.7250 |
0.0521 |
7.2% |
0.0076 |
1.0% |
1% |
False |
True |
93,037 |
80 |
0.7771 |
0.7250 |
0.0521 |
7.2% |
0.0076 |
1.0% |
1% |
False |
True |
78,478 |
100 |
0.7771 |
0.7250 |
0.0521 |
7.2% |
0.0074 |
1.0% |
1% |
False |
True |
62,848 |
120 |
0.7771 |
0.7250 |
0.0521 |
7.2% |
0.0073 |
1.0% |
1% |
False |
True |
52,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7474 |
1.618 |
0.7412 |
1.000 |
0.7374 |
0.618 |
0.7350 |
HIGH |
0.7312 |
0.618 |
0.7288 |
0.500 |
0.7281 |
0.382 |
0.7274 |
LOW |
0.7250 |
0.618 |
0.7212 |
1.000 |
0.7188 |
1.618 |
0.7150 |
2.618 |
0.7088 |
4.250 |
0.6987 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7281 |
0.7340 |
PP |
0.7273 |
0.7312 |
S1 |
0.7264 |
0.7284 |
|