CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7187 |
0.7253 |
0.0066 |
0.9% |
0.7109 |
| High |
0.7250 |
0.7276 |
0.0026 |
0.4% |
0.7242 |
| Low |
0.7178 |
0.7220 |
0.0042 |
0.6% |
0.7055 |
| Close |
0.7239 |
0.7245 |
0.0006 |
0.1% |
0.7232 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-22.2% |
0.0187 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
79,845 |
70,242 |
-9,603 |
-12.0% |
437,993 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7386 |
0.7276 |
|
| R3 |
0.7359 |
0.7330 |
0.7260 |
|
| R2 |
0.7303 |
0.7303 |
0.7255 |
|
| R1 |
0.7274 |
0.7274 |
0.7250 |
0.7261 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7240 |
| S1 |
0.7218 |
0.7218 |
0.7240 |
0.7205 |
| S2 |
0.7191 |
0.7191 |
0.7235 |
|
| S3 |
0.7135 |
0.7162 |
0.7230 |
|
| S4 |
0.7079 |
0.7106 |
0.7214 |
|
|
| 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 |
0.7276 |
0.7096 |
0.0180 |
2.5% |
0.0076 |
1.0% |
83% |
True |
False |
88,001 |
| 10 |
0.7276 |
0.7049 |
0.0227 |
3.1% |
0.0070 |
1.0% |
86% |
True |
False |
85,715 |
| 20 |
0.7276 |
0.7003 |
0.0273 |
3.8% |
0.0070 |
1.0% |
89% |
True |
False |
79,694 |
| 40 |
0.7358 |
0.6972 |
0.0386 |
5.3% |
0.0080 |
1.1% |
71% |
False |
False |
79,630 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0083 |
1.1% |
77% |
False |
False |
74,170 |
| 80 |
0.7370 |
0.6874 |
0.0496 |
6.8% |
0.0085 |
1.2% |
75% |
False |
False |
55,853 |
| 100 |
0.7436 |
0.6874 |
0.0562 |
7.8% |
0.0083 |
1.1% |
66% |
False |
False |
44,719 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0080 |
1.1% |
42% |
False |
False |
37,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7514 |
|
2.618 |
0.7423 |
|
1.618 |
0.7367 |
|
1.000 |
0.7332 |
|
0.618 |
0.7311 |
|
HIGH |
0.7276 |
|
0.618 |
0.7255 |
|
0.500 |
0.7248 |
|
0.382 |
0.7241 |
|
LOW |
0.7220 |
|
0.618 |
0.7185 |
|
1.000 |
0.7164 |
|
1.618 |
0.7129 |
|
2.618 |
0.7073 |
|
4.250 |
0.6982 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7248 |
0.7235 |
| PP |
0.7247 |
0.7224 |
| S1 |
0.7246 |
0.7214 |
|