CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7111 |
0.7109 |
-0.0002 |
0.0% |
0.7019 |
| High |
0.7149 |
0.7121 |
-0.0028 |
-0.4% |
0.7149 |
| Low |
0.7095 |
0.7070 |
-0.0025 |
-0.4% |
0.7003 |
| Close |
0.7119 |
0.7081 |
-0.0038 |
-0.5% |
0.7119 |
| Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0146 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
68,461 |
60,780 |
-7,681 |
-11.2% |
378,767 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7244 |
0.7213 |
0.7109 |
|
| R3 |
0.7193 |
0.7162 |
0.7095 |
|
| R2 |
0.7142 |
0.7142 |
0.7090 |
|
| R1 |
0.7111 |
0.7111 |
0.7086 |
0.7101 |
| PP |
0.7091 |
0.7091 |
0.7091 |
0.7086 |
| S1 |
0.7060 |
0.7060 |
0.7076 |
0.7050 |
| S2 |
0.7040 |
0.7040 |
0.7072 |
|
| S3 |
0.6989 |
0.7009 |
0.7067 |
|
| S4 |
0.6938 |
0.6958 |
0.7053 |
|
|
| 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% |
0.0060 |
0.8% |
53% |
False |
False |
74,519 |
| 10 |
0.7208 |
0.7003 |
0.0205 |
2.9% |
0.0073 |
1.0% |
38% |
False |
False |
78,338 |
| 20 |
0.7280 |
0.7003 |
0.0277 |
3.9% |
0.0073 |
1.0% |
28% |
False |
False |
76,387 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.4% |
0.0081 |
1.1% |
38% |
False |
False |
76,868 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0089 |
1.3% |
43% |
False |
False |
64,329 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0085 |
1.2% |
41% |
False |
False |
48,328 |
| 100 |
0.7660 |
0.6874 |
0.0786 |
11.1% |
0.0083 |
1.2% |
26% |
False |
False |
38,683 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0078 |
1.1% |
23% |
False |
False |
32,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7338 |
|
2.618 |
0.7255 |
|
1.618 |
0.7204 |
|
1.000 |
0.7172 |
|
0.618 |
0.7153 |
|
HIGH |
0.7121 |
|
0.618 |
0.7102 |
|
0.500 |
0.7096 |
|
0.382 |
0.7089 |
|
LOW |
0.7070 |
|
0.618 |
0.7038 |
|
1.000 |
0.7019 |
|
1.618 |
0.6987 |
|
2.618 |
0.6936 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7096 |
0.7099 |
| PP |
0.7091 |
0.7093 |
| S1 |
0.7086 |
0.7087 |
|