CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7114 |
0.7127 |
0.0013 |
0.2% |
0.7193 |
| High |
0.7150 |
0.7204 |
0.0054 |
0.8% |
0.7252 |
| Low |
0.7107 |
0.7090 |
-0.0017 |
-0.2% |
0.7052 |
| Close |
0.7119 |
0.7182 |
0.0063 |
0.9% |
0.7117 |
| Range |
0.0043 |
0.0114 |
0.0071 |
165.1% |
0.0200 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.8% |
0.0000 |
| Volume |
49,386 |
90,195 |
40,809 |
82.6% |
380,190 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7455 |
0.7245 |
|
| R3 |
0.7387 |
0.7341 |
0.7213 |
|
| R2 |
0.7273 |
0.7273 |
0.7203 |
|
| R1 |
0.7227 |
0.7227 |
0.7192 |
0.7250 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7170 |
| S1 |
0.7113 |
0.7113 |
0.7172 |
0.7136 |
| S2 |
0.7045 |
0.7045 |
0.7161 |
|
| S3 |
0.6931 |
0.6999 |
0.7151 |
|
| S4 |
0.6817 |
0.6885 |
0.7119 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7629 |
0.7227 |
|
| R3 |
0.7540 |
0.7429 |
0.7172 |
|
| R2 |
0.7340 |
0.7340 |
0.7154 |
|
| R1 |
0.7229 |
0.7229 |
0.7135 |
0.7185 |
| PP |
0.7140 |
0.7140 |
0.7140 |
0.7118 |
| S1 |
0.7029 |
0.7029 |
0.7099 |
0.6985 |
| S2 |
0.6940 |
0.6940 |
0.7080 |
|
| S3 |
0.6740 |
0.6829 |
0.7062 |
|
| S4 |
0.6540 |
0.6629 |
0.7007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7204 |
0.7052 |
0.0152 |
2.1% |
0.0081 |
1.1% |
86% |
True |
False |
82,848 |
| 10 |
0.7280 |
0.7052 |
0.0228 |
3.2% |
0.0078 |
1.1% |
57% |
False |
False |
77,929 |
| 20 |
0.7358 |
0.7052 |
0.0306 |
4.3% |
0.0087 |
1.2% |
42% |
False |
False |
79,653 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0087 |
1.2% |
61% |
False |
False |
77,189 |
| 60 |
0.7370 |
0.6874 |
0.0496 |
6.9% |
0.0091 |
1.3% |
62% |
False |
False |
52,835 |
| 80 |
0.7422 |
0.6874 |
0.0548 |
7.6% |
0.0086 |
1.2% |
56% |
False |
False |
39,679 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0082 |
1.1% |
35% |
False |
False |
31,754 |
| 120 |
0.7959 |
0.6874 |
0.1085 |
15.1% |
0.0074 |
1.0% |
28% |
False |
False |
26,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7502 |
|
1.618 |
0.7388 |
|
1.000 |
0.7318 |
|
0.618 |
0.7274 |
|
HIGH |
0.7204 |
|
0.618 |
0.7160 |
|
0.500 |
0.7147 |
|
0.382 |
0.7134 |
|
LOW |
0.7090 |
|
0.618 |
0.7020 |
|
1.000 |
0.6976 |
|
1.618 |
0.6906 |
|
2.618 |
0.6792 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7170 |
0.7166 |
| PP |
0.7159 |
0.7150 |
| S1 |
0.7147 |
0.7134 |
|