CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7222 |
0.7320 |
0.0098 |
1.4% |
0.7222 |
| High |
0.7332 |
0.7340 |
0.0008 |
0.1% |
0.7276 |
| Low |
0.7221 |
0.7289 |
0.0068 |
0.9% |
0.7151 |
| Close |
0.7330 |
0.7300 |
-0.0030 |
-0.4% |
0.7189 |
| Range |
0.0111 |
0.0051 |
-0.0060 |
-54.1% |
0.0125 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
113,912 |
85,209 |
-28,703 |
-25.2% |
312,136 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7432 |
0.7328 |
|
| R3 |
0.7412 |
0.7381 |
0.7314 |
|
| R2 |
0.7361 |
0.7361 |
0.7309 |
|
| R1 |
0.7330 |
0.7330 |
0.7305 |
0.7320 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7305 |
| S1 |
0.7279 |
0.7279 |
0.7295 |
0.7269 |
| S2 |
0.7259 |
0.7259 |
0.7291 |
|
| S3 |
0.7208 |
0.7228 |
0.7286 |
|
| S4 |
0.7157 |
0.7177 |
0.7272 |
|
|
| 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 |
0.7340 |
0.7165 |
0.0175 |
2.4% |
0.0075 |
1.0% |
77% |
True |
False |
84,175 |
| 10 |
0.7340 |
0.7055 |
0.0285 |
3.9% |
0.0075 |
1.0% |
86% |
True |
False |
87,158 |
| 20 |
0.7340 |
0.7003 |
0.0337 |
4.6% |
0.0072 |
1.0% |
88% |
True |
False |
82,383 |
| 40 |
0.7358 |
0.7003 |
0.0355 |
4.9% |
0.0079 |
1.1% |
84% |
False |
False |
81,018 |
| 60 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0082 |
1.1% |
87% |
False |
False |
78,921 |
| 80 |
0.7370 |
0.6874 |
0.0496 |
6.8% |
0.0086 |
1.2% |
86% |
False |
False |
60,222 |
| 100 |
0.7422 |
0.6874 |
0.0548 |
7.5% |
0.0083 |
1.1% |
78% |
False |
False |
48,220 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.2% |
0.0080 |
1.1% |
48% |
False |
False |
40,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7474 |
|
1.618 |
0.7423 |
|
1.000 |
0.7391 |
|
0.618 |
0.7372 |
|
HIGH |
0.7340 |
|
0.618 |
0.7321 |
|
0.500 |
0.7315 |
|
0.382 |
0.7308 |
|
LOW |
0.7289 |
|
0.618 |
0.7257 |
|
1.000 |
0.7238 |
|
1.618 |
0.7206 |
|
2.618 |
0.7155 |
|
4.250 |
0.7072 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7284 |
| PP |
0.7310 |
0.7268 |
| S1 |
0.7305 |
0.7253 |
|