CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7057 |
0.7111 |
0.0054 |
0.8% |
0.7019 |
| High |
0.7143 |
0.7149 |
0.0006 |
0.1% |
0.7149 |
| Low |
0.7049 |
0.7095 |
0.0046 |
0.7% |
0.7003 |
| Close |
0.7109 |
0.7119 |
0.0010 |
0.1% |
0.7119 |
| Range |
0.0094 |
0.0054 |
-0.0040 |
-42.6% |
0.0146 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
124,050 |
68,461 |
-55,589 |
-44.8% |
378,767 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7283 |
0.7255 |
0.7149 |
|
| R3 |
0.7229 |
0.7201 |
0.7134 |
|
| R2 |
0.7175 |
0.7175 |
0.7129 |
|
| R1 |
0.7147 |
0.7147 |
0.7124 |
0.7161 |
| PP |
0.7121 |
0.7121 |
0.7121 |
0.7128 |
| S1 |
0.7093 |
0.7093 |
0.7114 |
0.7107 |
| S2 |
0.7067 |
0.7067 |
0.7109 |
|
| S3 |
0.7013 |
0.7039 |
0.7104 |
|
| S4 |
0.6959 |
0.6985 |
0.7089 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7470 |
0.7199 |
|
| R3 |
0.7382 |
0.7324 |
0.7159 |
|
| R2 |
0.7236 |
0.7236 |
0.7146 |
|
| R1 |
0.7178 |
0.7178 |
0.7132 |
0.7207 |
| PP |
0.7090 |
0.7090 |
0.7090 |
0.7105 |
| S1 |
0.7032 |
0.7032 |
0.7106 |
0.7061 |
| S2 |
0.6944 |
0.6944 |
0.7092 |
|
| S3 |
0.6798 |
0.6886 |
0.7079 |
|
| S4 |
0.6652 |
0.6740 |
0.7039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7149 |
0.7003 |
0.0146 |
2.1% |
0.0058 |
0.8% |
79% |
True |
False |
75,753 |
| 10 |
0.7208 |
0.7003 |
0.0205 |
2.9% |
0.0072 |
1.0% |
57% |
False |
False |
77,198 |
| 20 |
0.7286 |
0.7003 |
0.0283 |
4.0% |
0.0074 |
1.0% |
41% |
False |
False |
76,569 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0082 |
1.1% |
47% |
False |
False |
76,867 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0089 |
1.3% |
51% |
False |
False |
63,320 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0086 |
1.2% |
49% |
False |
False |
47,568 |
| 100 |
0.7676 |
0.6874 |
0.0802 |
11.3% |
0.0083 |
1.2% |
31% |
False |
False |
38,075 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0078 |
1.1% |
28% |
False |
False |
31,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7379 |
|
2.618 |
0.7290 |
|
1.618 |
0.7236 |
|
1.000 |
0.7203 |
|
0.618 |
0.7182 |
|
HIGH |
0.7149 |
|
0.618 |
0.7128 |
|
0.500 |
0.7122 |
|
0.382 |
0.7116 |
|
LOW |
0.7095 |
|
0.618 |
0.7062 |
|
1.000 |
0.7041 |
|
1.618 |
0.7008 |
|
2.618 |
0.6954 |
|
4.250 |
0.6866 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7122 |
0.7107 |
| PP |
0.7121 |
0.7094 |
| S1 |
0.7120 |
0.7082 |
|