CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7181 |
0.7222 |
0.0041 |
0.6% |
0.7109 |
| High |
0.7242 |
0.7226 |
-0.0016 |
-0.2% |
0.7242 |
| Low |
0.7175 |
0.7151 |
-0.0024 |
-0.3% |
0.7055 |
| Close |
0.7232 |
0.7178 |
-0.0054 |
-0.7% |
0.7232 |
| Range |
0.0067 |
0.0075 |
0.0008 |
11.9% |
0.0187 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
102,625 |
76,561 |
-26,064 |
-25.4% |
437,993 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7410 |
0.7369 |
0.7219 |
|
| R3 |
0.7335 |
0.7294 |
0.7199 |
|
| R2 |
0.7260 |
0.7260 |
0.7192 |
|
| R1 |
0.7219 |
0.7219 |
0.7185 |
0.7202 |
| PP |
0.7185 |
0.7185 |
0.7185 |
0.7177 |
| S1 |
0.7144 |
0.7144 |
0.7171 |
0.7127 |
| S2 |
0.7110 |
0.7110 |
0.7164 |
|
| S3 |
0.7035 |
0.7069 |
0.7157 |
|
| S4 |
0.6960 |
0.6994 |
0.7137 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7672 |
0.7335 |
|
| R3 |
0.7550 |
0.7485 |
0.7283 |
|
| R2 |
0.7363 |
0.7363 |
0.7266 |
|
| R1 |
0.7298 |
0.7298 |
0.7249 |
0.7331 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7193 |
| S1 |
0.7111 |
0.7111 |
0.7215 |
0.7144 |
| S2 |
0.6989 |
0.6989 |
0.7198 |
|
| S3 |
0.6802 |
0.6924 |
0.7181 |
|
| S4 |
0.6615 |
0.6737 |
0.7129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7242 |
0.7055 |
0.0187 |
2.6% |
0.0074 |
1.0% |
66% |
False |
False |
90,754 |
| 10 |
0.7242 |
0.7003 |
0.0239 |
3.3% |
0.0067 |
0.9% |
73% |
False |
False |
82,637 |
| 20 |
0.7242 |
0.7003 |
0.0239 |
3.3% |
0.0074 |
1.0% |
73% |
False |
False |
81,021 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0080 |
1.1% |
60% |
False |
False |
79,501 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0084 |
1.2% |
63% |
False |
False |
71,767 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0086 |
1.2% |
61% |
False |
False |
53,982 |
| 100 |
0.7518 |
0.6874 |
0.0644 |
9.0% |
0.0083 |
1.2% |
47% |
False |
False |
43,219 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0080 |
1.1% |
34% |
False |
False |
36,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7422 |
|
1.618 |
0.7347 |
|
1.000 |
0.7301 |
|
0.618 |
0.7272 |
|
HIGH |
0.7226 |
|
0.618 |
0.7197 |
|
0.500 |
0.7189 |
|
0.382 |
0.7180 |
|
LOW |
0.7151 |
|
0.618 |
0.7105 |
|
1.000 |
0.7076 |
|
1.618 |
0.7030 |
|
2.618 |
0.6955 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7175 |
| PP |
0.7185 |
0.7172 |
| S1 |
0.7182 |
0.7169 |
|