CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7030 |
0.7015 |
-0.0015 |
-0.2% |
0.7114 |
| High |
0.7051 |
0.7066 |
0.0015 |
0.2% |
0.7208 |
| Low |
0.7003 |
0.7014 |
0.0011 |
0.2% |
0.7009 |
| Close |
0.7006 |
0.7037 |
0.0031 |
0.4% |
0.7026 |
| Range |
0.0048 |
0.0052 |
0.0004 |
8.3% |
0.0199 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
63,431 |
55,875 |
-7,556 |
-11.9% |
393,219 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7195 |
0.7168 |
0.7066 |
|
| R3 |
0.7143 |
0.7116 |
0.7051 |
|
| R2 |
0.7091 |
0.7091 |
0.7047 |
|
| R1 |
0.7064 |
0.7064 |
0.7042 |
0.7078 |
| PP |
0.7039 |
0.7039 |
0.7039 |
0.7046 |
| S1 |
0.7012 |
0.7012 |
0.7032 |
0.7026 |
| S2 |
0.6987 |
0.6987 |
0.7027 |
|
| S3 |
0.6935 |
0.6960 |
0.7023 |
|
| S4 |
0.6883 |
0.6908 |
0.7008 |
|
|
| 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 |
0.7156 |
0.7003 |
0.0153 |
2.2% |
0.0066 |
0.9% |
22% |
False |
False |
73,164 |
| 10 |
0.7208 |
0.7003 |
0.0205 |
2.9% |
0.0070 |
1.0% |
17% |
False |
False |
73,672 |
| 20 |
0.7341 |
0.7003 |
0.0338 |
4.8% |
0.0076 |
1.1% |
10% |
False |
False |
75,487 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.4% |
0.0084 |
1.2% |
29% |
False |
False |
77,178 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.9% |
0.0089 |
1.3% |
34% |
False |
False |
60,124 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0085 |
1.2% |
32% |
False |
False |
45,164 |
| 100 |
0.7698 |
0.6874 |
0.0824 |
11.7% |
0.0083 |
1.2% |
20% |
False |
False |
36,151 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0077 |
1.1% |
18% |
False |
False |
30,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7287 |
|
2.618 |
0.7202 |
|
1.618 |
0.7150 |
|
1.000 |
0.7118 |
|
0.618 |
0.7098 |
|
HIGH |
0.7066 |
|
0.618 |
0.7046 |
|
0.500 |
0.7040 |
|
0.382 |
0.7034 |
|
LOW |
0.7014 |
|
0.618 |
0.6982 |
|
1.000 |
0.6962 |
|
1.618 |
0.6930 |
|
2.618 |
0.6878 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7040 |
0.7036 |
| PP |
0.7039 |
0.7035 |
| S1 |
0.7038 |
0.7035 |
|