CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7097 |
-0.0003 |
0.0% |
0.7019 |
| High |
0.7107 |
0.7206 |
0.0099 |
1.4% |
0.7149 |
| Low |
0.7055 |
0.7096 |
0.0041 |
0.6% |
0.7003 |
| Close |
0.7087 |
0.7185 |
0.0098 |
1.4% |
0.7119 |
| Range |
0.0052 |
0.0110 |
0.0058 |
111.5% |
0.0146 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
80,941 |
110,733 |
29,792 |
36.8% |
378,767 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7449 |
0.7246 |
|
| R3 |
0.7382 |
0.7339 |
0.7215 |
|
| R2 |
0.7272 |
0.7272 |
0.7205 |
|
| R1 |
0.7229 |
0.7229 |
0.7195 |
0.7251 |
| PP |
0.7162 |
0.7162 |
0.7162 |
0.7173 |
| S1 |
0.7119 |
0.7119 |
0.7175 |
0.7141 |
| S2 |
0.7052 |
0.7052 |
0.7165 |
|
| S3 |
0.6942 |
0.7009 |
0.7155 |
|
| S4 |
0.6832 |
0.6899 |
0.7125 |
|
|
| 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 |
0.7206 |
0.7055 |
0.0151 |
2.1% |
0.0067 |
0.9% |
86% |
True |
False |
80,765 |
| 10 |
0.7206 |
0.7003 |
0.0203 |
2.8% |
0.0072 |
1.0% |
90% |
True |
False |
83,489 |
| 20 |
0.7280 |
0.7003 |
0.0277 |
3.9% |
0.0075 |
1.0% |
66% |
False |
False |
79,658 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0079 |
1.1% |
62% |
False |
False |
78,189 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0085 |
1.2% |
64% |
False |
False |
68,823 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0086 |
1.2% |
62% |
False |
False |
51,744 |
| 100 |
0.7660 |
0.6874 |
0.0786 |
10.9% |
0.0083 |
1.2% |
40% |
False |
False |
41,428 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0079 |
1.1% |
35% |
False |
False |
34,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7494 |
|
1.618 |
0.7384 |
|
1.000 |
0.7316 |
|
0.618 |
0.7274 |
|
HIGH |
0.7206 |
|
0.618 |
0.7164 |
|
0.500 |
0.7151 |
|
0.382 |
0.7138 |
|
LOW |
0.7096 |
|
0.618 |
0.7028 |
|
1.000 |
0.6986 |
|
1.618 |
0.6918 |
|
2.618 |
0.6808 |
|
4.250 |
0.6629 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7174 |
0.7167 |
| PP |
0.7162 |
0.7149 |
| S1 |
0.7151 |
0.7131 |
|