CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7126 |
0.7132 |
0.0006 |
0.1% |
0.7114 |
| High |
0.7155 |
0.7156 |
0.0001 |
0.0% |
0.7208 |
| Low |
0.7111 |
0.7009 |
-0.0102 |
-1.4% |
0.7009 |
| Close |
0.7129 |
0.7026 |
-0.0103 |
-1.4% |
0.7026 |
| Range |
0.0044 |
0.0147 |
0.0103 |
234.1% |
0.0199 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
5.7% |
0.0000 |
| Volume |
58,810 |
120,756 |
61,946 |
105.3% |
393,219 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7412 |
0.7107 |
|
| R3 |
0.7358 |
0.7265 |
0.7066 |
|
| R2 |
0.7211 |
0.7211 |
0.7053 |
|
| R1 |
0.7118 |
0.7118 |
0.7039 |
0.7091 |
| PP |
0.7064 |
0.7064 |
0.7064 |
0.7050 |
| S1 |
0.6971 |
0.6971 |
0.7013 |
0.6944 |
| S2 |
0.6917 |
0.6917 |
0.6999 |
|
| S3 |
0.6770 |
0.6824 |
0.6986 |
|
| S4 |
0.6623 |
0.6677 |
0.6945 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7551 |
0.7135 |
|
| R3 |
0.7479 |
0.7352 |
0.7081 |
|
| R2 |
0.7280 |
0.7280 |
0.7062 |
|
| R1 |
0.7153 |
0.7153 |
0.7044 |
0.7117 |
| PP |
0.7081 |
0.7081 |
0.7081 |
0.7063 |
| S1 |
0.6954 |
0.6954 |
0.7008 |
0.6918 |
| S2 |
0.6882 |
0.6882 |
0.6990 |
|
| S3 |
0.6683 |
0.6755 |
0.6971 |
|
| S4 |
0.6484 |
0.6556 |
0.6917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7208 |
0.7009 |
0.0199 |
2.8% |
0.0087 |
1.2% |
9% |
False |
True |
78,643 |
| 10 |
0.7252 |
0.7009 |
0.0243 |
3.5% |
0.0083 |
1.2% |
7% |
False |
True |
77,340 |
| 20 |
0.7358 |
0.7009 |
0.0349 |
5.0% |
0.0085 |
1.2% |
5% |
False |
True |
79,205 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.4% |
0.0087 |
1.2% |
26% |
False |
False |
77,561 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.9% |
0.0089 |
1.3% |
31% |
False |
False |
57,038 |
| 80 |
0.7386 |
0.6874 |
0.0512 |
7.3% |
0.0086 |
1.2% |
30% |
False |
False |
42,840 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0083 |
1.2% |
17% |
False |
False |
34,290 |
| 120 |
0.7816 |
0.6874 |
0.0942 |
13.4% |
0.0076 |
1.1% |
16% |
False |
False |
28,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7541 |
|
1.618 |
0.7394 |
|
1.000 |
0.7303 |
|
0.618 |
0.7247 |
|
HIGH |
0.7156 |
|
0.618 |
0.7100 |
|
0.500 |
0.7083 |
|
0.382 |
0.7065 |
|
LOW |
0.7009 |
|
0.618 |
0.6918 |
|
1.000 |
0.6862 |
|
1.618 |
0.6771 |
|
2.618 |
0.6624 |
|
4.250 |
0.6384 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7083 |
0.7109 |
| PP |
0.7064 |
0.7081 |
| S1 |
0.7045 |
0.7054 |
|