CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7185 |
0.7222 |
0.0037 |
0.5% |
0.7222 |
| High |
0.7245 |
0.7332 |
0.0087 |
1.2% |
0.7276 |
| Low |
0.7165 |
0.7221 |
0.0056 |
0.8% |
0.7151 |
| Close |
0.7228 |
0.7330 |
0.0102 |
1.4% |
0.7189 |
| Range |
0.0080 |
0.0111 |
0.0031 |
38.8% |
0.0125 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
3.3% |
0.0000 |
| Volume |
66,024 |
113,912 |
47,888 |
72.5% |
312,136 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7627 |
0.7590 |
0.7391 |
|
| R3 |
0.7516 |
0.7479 |
0.7361 |
|
| R2 |
0.7405 |
0.7405 |
0.7350 |
|
| R1 |
0.7368 |
0.7368 |
0.7340 |
0.7387 |
| PP |
0.7294 |
0.7294 |
0.7294 |
0.7304 |
| S1 |
0.7257 |
0.7257 |
0.7320 |
0.7276 |
| S2 |
0.7183 |
0.7183 |
0.7310 |
|
| S3 |
0.7072 |
0.7146 |
0.7299 |
|
| S4 |
0.6961 |
0.7035 |
0.7269 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7510 |
0.7258 |
|
| R3 |
0.7455 |
0.7385 |
0.7223 |
|
| R2 |
0.7330 |
0.7330 |
0.7212 |
|
| R1 |
0.7260 |
0.7260 |
0.7200 |
0.7233 |
| PP |
0.7205 |
0.7205 |
0.7205 |
0.7192 |
| S1 |
0.7135 |
0.7135 |
0.7178 |
0.7108 |
| S2 |
0.7080 |
0.7080 |
0.7166 |
|
| S3 |
0.6955 |
0.7010 |
0.7155 |
|
| S4 |
0.6830 |
0.6885 |
0.7120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7332 |
0.7165 |
0.0167 |
2.3% |
0.0080 |
1.1% |
99% |
True |
False |
83,102 |
| 10 |
0.7332 |
0.7055 |
0.0277 |
3.8% |
0.0077 |
1.0% |
99% |
True |
False |
86,928 |
| 20 |
0.7332 |
0.7003 |
0.0329 |
4.5% |
0.0075 |
1.0% |
99% |
True |
False |
82,633 |
| 40 |
0.7358 |
0.7003 |
0.0355 |
4.8% |
0.0081 |
1.1% |
92% |
False |
False |
80,739 |
| 60 |
0.7358 |
0.6877 |
0.0481 |
6.6% |
0.0083 |
1.1% |
94% |
False |
False |
78,242 |
| 80 |
0.7370 |
0.6874 |
0.0496 |
6.8% |
0.0086 |
1.2% |
92% |
False |
False |
59,159 |
| 100 |
0.7422 |
0.6874 |
0.0548 |
7.5% |
0.0083 |
1.1% |
83% |
False |
False |
47,371 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.1% |
0.0080 |
1.1% |
51% |
False |
False |
39,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7804 |
|
2.618 |
0.7623 |
|
1.618 |
0.7512 |
|
1.000 |
0.7443 |
|
0.618 |
0.7401 |
|
HIGH |
0.7332 |
|
0.618 |
0.7290 |
|
0.500 |
0.7277 |
|
0.382 |
0.7263 |
|
LOW |
0.7221 |
|
0.618 |
0.7152 |
|
1.000 |
0.7110 |
|
1.618 |
0.7041 |
|
2.618 |
0.6930 |
|
4.250 |
0.6749 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7312 |
0.7303 |
| PP |
0.7294 |
0.7276 |
| S1 |
0.7277 |
0.7249 |
|