CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7082 |
0.7100 |
0.0018 |
0.3% |
0.7019 |
| High |
0.7129 |
0.7107 |
-0.0022 |
-0.3% |
0.7149 |
| Low |
0.7062 |
0.7055 |
-0.0007 |
-0.1% |
0.7003 |
| Close |
0.7110 |
0.7087 |
-0.0023 |
-0.3% |
0.7119 |
| Range |
0.0067 |
0.0052 |
-0.0015 |
-22.4% |
0.0146 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
82,914 |
80,941 |
-1,973 |
-2.4% |
378,767 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7239 |
0.7215 |
0.7116 |
|
| R3 |
0.7187 |
0.7163 |
0.7101 |
|
| R2 |
0.7135 |
0.7135 |
0.7097 |
|
| R1 |
0.7111 |
0.7111 |
0.7092 |
0.7097 |
| PP |
0.7083 |
0.7083 |
0.7083 |
0.7076 |
| S1 |
0.7059 |
0.7059 |
0.7082 |
0.7045 |
| S2 |
0.7031 |
0.7031 |
0.7077 |
|
| S3 |
0.6979 |
0.7007 |
0.7073 |
|
| S4 |
0.6927 |
0.6955 |
0.7058 |
|
|
| 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 |
0.7049 |
0.0100 |
1.4% |
0.0064 |
0.9% |
38% |
False |
False |
83,429 |
| 10 |
0.7156 |
0.7003 |
0.0153 |
2.2% |
0.0065 |
0.9% |
55% |
False |
False |
78,296 |
| 20 |
0.7280 |
0.7003 |
0.0277 |
3.9% |
0.0072 |
1.0% |
30% |
False |
False |
78,191 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0079 |
1.1% |
40% |
False |
False |
77,728 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0084 |
1.2% |
44% |
False |
False |
66,994 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0085 |
1.2% |
42% |
False |
False |
50,367 |
| 100 |
0.7660 |
0.6874 |
0.0786 |
11.1% |
0.0082 |
1.2% |
27% |
False |
False |
40,321 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0078 |
1.1% |
24% |
False |
False |
33,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7328 |
|
2.618 |
0.7243 |
|
1.618 |
0.7191 |
|
1.000 |
0.7159 |
|
0.618 |
0.7139 |
|
HIGH |
0.7107 |
|
0.618 |
0.7087 |
|
0.500 |
0.7081 |
|
0.382 |
0.7075 |
|
LOW |
0.7055 |
|
0.618 |
0.7023 |
|
1.000 |
0.7003 |
|
1.618 |
0.6971 |
|
2.618 |
0.6919 |
|
4.250 |
0.6834 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7085 |
0.7092 |
| PP |
0.7083 |
0.7090 |
| S1 |
0.7081 |
0.7089 |
|