CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7126 |
-0.0040 |
-0.6% |
0.7193 |
| High |
0.7208 |
0.7155 |
-0.0053 |
-0.7% |
0.7252 |
| Low |
0.7120 |
0.7111 |
-0.0009 |
-0.1% |
0.7052 |
| Close |
0.7133 |
0.7129 |
-0.0004 |
-0.1% |
0.7117 |
| Range |
0.0088 |
0.0044 |
-0.0044 |
-50.0% |
0.0200 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
74,072 |
58,810 |
-15,262 |
-20.6% |
380,190 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7264 |
0.7240 |
0.7153 |
|
| R3 |
0.7220 |
0.7196 |
0.7141 |
|
| R2 |
0.7176 |
0.7176 |
0.7137 |
|
| R1 |
0.7152 |
0.7152 |
0.7133 |
0.7164 |
| PP |
0.7132 |
0.7132 |
0.7132 |
0.7138 |
| S1 |
0.7108 |
0.7108 |
0.7125 |
0.7120 |
| S2 |
0.7088 |
0.7088 |
0.7121 |
|
| S3 |
0.7044 |
0.7064 |
0.7117 |
|
| S4 |
0.7000 |
0.7020 |
0.7105 |
|
|
| 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 |
0.7063 |
0.0145 |
2.0% |
0.0072 |
1.0% |
46% |
False |
False |
71,341 |
| 10 |
0.7280 |
0.7052 |
0.0228 |
3.2% |
0.0078 |
1.1% |
34% |
False |
False |
75,827 |
| 20 |
0.7358 |
0.7052 |
0.0306 |
4.3% |
0.0082 |
1.1% |
25% |
False |
False |
77,543 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0085 |
1.2% |
49% |
False |
False |
76,246 |
| 60 |
0.7361 |
0.6874 |
0.0487 |
6.8% |
0.0088 |
1.2% |
52% |
False |
False |
55,038 |
| 80 |
0.7386 |
0.6874 |
0.0512 |
7.2% |
0.0085 |
1.2% |
50% |
False |
False |
41,335 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0083 |
1.2% |
29% |
False |
False |
33,083 |
| 120 |
0.7830 |
0.6874 |
0.0956 |
13.4% |
0.0075 |
1.1% |
27% |
False |
False |
27,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7342 |
|
2.618 |
0.7270 |
|
1.618 |
0.7226 |
|
1.000 |
0.7199 |
|
0.618 |
0.7182 |
|
HIGH |
0.7155 |
|
0.618 |
0.7138 |
|
0.500 |
0.7133 |
|
0.382 |
0.7128 |
|
LOW |
0.7111 |
|
0.618 |
0.7084 |
|
1.000 |
0.7067 |
|
1.618 |
0.7040 |
|
2.618 |
0.6996 |
|
4.250 |
0.6924 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7133 |
0.7149 |
| PP |
0.7132 |
0.7142 |
| S1 |
0.7130 |
0.7136 |
|