CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7127 |
0.7166 |
0.0039 |
0.5% |
0.7193 |
| High |
0.7204 |
0.7208 |
0.0004 |
0.1% |
0.7252 |
| Low |
0.7090 |
0.7120 |
0.0030 |
0.4% |
0.7052 |
| Close |
0.7182 |
0.7133 |
-0.0049 |
-0.7% |
0.7117 |
| Range |
0.0114 |
0.0088 |
-0.0026 |
-22.8% |
0.0200 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.3% |
0.0000 |
| Volume |
90,195 |
74,072 |
-16,123 |
-17.9% |
380,190 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7363 |
0.7181 |
|
| R3 |
0.7330 |
0.7275 |
0.7157 |
|
| R2 |
0.7242 |
0.7242 |
0.7149 |
|
| R1 |
0.7187 |
0.7187 |
0.7141 |
0.7171 |
| PP |
0.7154 |
0.7154 |
0.7154 |
0.7145 |
| S1 |
0.7099 |
0.7099 |
0.7125 |
0.7083 |
| S2 |
0.7066 |
0.7066 |
0.7117 |
|
| S3 |
0.6978 |
0.7011 |
0.7109 |
|
| S4 |
0.6890 |
0.6923 |
0.7085 |
|
|
| 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 |
0.7208 |
0.7052 |
0.0156 |
2.2% |
0.0073 |
1.0% |
52% |
True |
False |
74,181 |
| 10 |
0.7280 |
0.7052 |
0.0228 |
3.2% |
0.0079 |
1.1% |
36% |
False |
False |
78,085 |
| 20 |
0.7358 |
0.7052 |
0.0306 |
4.3% |
0.0087 |
1.2% |
26% |
False |
False |
79,122 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0087 |
1.2% |
50% |
False |
False |
77,185 |
| 60 |
0.7361 |
0.6874 |
0.0487 |
6.8% |
0.0090 |
1.3% |
53% |
False |
False |
54,066 |
| 80 |
0.7422 |
0.6874 |
0.0548 |
7.7% |
0.0086 |
1.2% |
47% |
False |
False |
40,604 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0083 |
1.2% |
29% |
False |
False |
32,495 |
| 120 |
0.7894 |
0.6874 |
0.1020 |
14.3% |
0.0075 |
1.0% |
25% |
False |
False |
27,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7438 |
|
1.618 |
0.7350 |
|
1.000 |
0.7296 |
|
0.618 |
0.7262 |
|
HIGH |
0.7208 |
|
0.618 |
0.7174 |
|
0.500 |
0.7164 |
|
0.382 |
0.7154 |
|
LOW |
0.7120 |
|
0.618 |
0.7066 |
|
1.000 |
0.7032 |
|
1.618 |
0.6978 |
|
2.618 |
0.6890 |
|
4.250 |
0.6746 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7164 |
0.7149 |
| PP |
0.7154 |
0.7144 |
| S1 |
0.7143 |
0.7138 |
|