CME Australian Dollar Future March 2017
| 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 |
0.7404 |
0.7397 |
-0.0007 |
-0.1% |
0.7421 |
| High |
0.7450 |
0.7480 |
0.0030 |
0.4% |
0.7478 |
| Low |
0.7383 |
0.7396 |
0.0013 |
0.2% |
0.7352 |
| Close |
0.7427 |
0.7460 |
0.0033 |
0.4% |
0.7427 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0126 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,091 |
1,511 |
420 |
38.5% |
9,247 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7663 |
0.7506 |
|
| R3 |
0.7613 |
0.7579 |
0.7483 |
|
| R2 |
0.7529 |
0.7529 |
0.7475 |
|
| R1 |
0.7495 |
0.7495 |
0.7468 |
0.7512 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7454 |
| S1 |
0.7411 |
0.7411 |
0.7452 |
0.7428 |
| S2 |
0.7361 |
0.7361 |
0.7445 |
|
| S3 |
0.7277 |
0.7327 |
0.7437 |
|
| S4 |
0.7193 |
0.7243 |
0.7414 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7738 |
0.7496 |
|
| R3 |
0.7671 |
0.7612 |
0.7462 |
|
| R2 |
0.7545 |
0.7545 |
0.7450 |
|
| R1 |
0.7486 |
0.7486 |
0.7439 |
0.7516 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7434 |
| S1 |
0.7360 |
0.7360 |
0.7415 |
0.7390 |
| S2 |
0.7293 |
0.7293 |
0.7404 |
|
| S3 |
0.7167 |
0.7234 |
0.7392 |
|
| S4 |
0.7041 |
0.7108 |
0.7358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7480 |
0.7352 |
0.0128 |
1.7% |
0.0077 |
1.0% |
84% |
True |
False |
1,978 |
| 10 |
0.7480 |
0.7293 |
0.0187 |
2.5% |
0.0073 |
1.0% |
89% |
True |
False |
1,407 |
| 20 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0087 |
1.2% |
36% |
False |
False |
1,049 |
| 40 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0075 |
1.0% |
36% |
False |
False |
642 |
| 60 |
0.7754 |
0.7293 |
0.0461 |
6.2% |
0.0069 |
0.9% |
36% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7837 |
|
2.618 |
0.7700 |
|
1.618 |
0.7616 |
|
1.000 |
0.7564 |
|
0.618 |
0.7532 |
|
HIGH |
0.7480 |
|
0.618 |
0.7448 |
|
0.500 |
0.7438 |
|
0.382 |
0.7428 |
|
LOW |
0.7396 |
|
0.618 |
0.7344 |
|
1.000 |
0.7312 |
|
1.618 |
0.7260 |
|
2.618 |
0.7176 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7445 |
| PP |
0.7445 |
0.7431 |
| S1 |
0.7438 |
0.7416 |
|