CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7015 |
0.7057 |
0.0042 |
0.6% |
0.7114 |
| High |
0.7066 |
0.7143 |
0.0077 |
1.1% |
0.7208 |
| Low |
0.7014 |
0.7049 |
0.0035 |
0.5% |
0.7009 |
| Close |
0.7037 |
0.7109 |
0.0072 |
1.0% |
0.7026 |
| Range |
0.0052 |
0.0094 |
0.0042 |
80.8% |
0.0199 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.4% |
0.0000 |
| Volume |
55,875 |
124,050 |
68,175 |
122.0% |
393,219 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7340 |
0.7161 |
|
| R3 |
0.7288 |
0.7246 |
0.7135 |
|
| R2 |
0.7194 |
0.7194 |
0.7126 |
|
| R1 |
0.7152 |
0.7152 |
0.7118 |
0.7173 |
| PP |
0.7100 |
0.7100 |
0.7100 |
0.7111 |
| S1 |
0.7058 |
0.7058 |
0.7100 |
0.7079 |
| S2 |
0.7006 |
0.7006 |
0.7092 |
|
| S3 |
0.6912 |
0.6964 |
0.7083 |
|
| S4 |
0.6818 |
0.6870 |
0.7057 |
|
|
| 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% |
0.0076 |
1.1% |
69% |
False |
False |
86,212 |
| 10 |
0.7208 |
0.7003 |
0.0205 |
2.9% |
0.0074 |
1.0% |
52% |
False |
False |
78,777 |
| 20 |
0.7316 |
0.7003 |
0.0313 |
4.4% |
0.0076 |
1.1% |
34% |
False |
False |
76,459 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0083 |
1.2% |
45% |
False |
False |
77,488 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0090 |
1.3% |
49% |
False |
False |
62,185 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0086 |
1.2% |
47% |
False |
False |
46,714 |
| 100 |
0.7698 |
0.6874 |
0.0824 |
11.6% |
0.0083 |
1.2% |
29% |
False |
False |
37,391 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0077 |
1.1% |
26% |
False |
False |
31,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7543 |
|
2.618 |
0.7389 |
|
1.618 |
0.7295 |
|
1.000 |
0.7237 |
|
0.618 |
0.7201 |
|
HIGH |
0.7143 |
|
0.618 |
0.7107 |
|
0.500 |
0.7096 |
|
0.382 |
0.7085 |
|
LOW |
0.7049 |
|
0.618 |
0.6991 |
|
1.000 |
0.6955 |
|
1.618 |
0.6897 |
|
2.618 |
0.6803 |
|
4.250 |
0.6650 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7097 |
| PP |
0.7100 |
0.7085 |
| S1 |
0.7096 |
0.7073 |
|