CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7297 |
-0.0023 |
-0.3% |
0.7222 |
| High |
0.7340 |
0.7365 |
0.0025 |
0.3% |
0.7276 |
| Low |
0.7289 |
0.7281 |
-0.0008 |
-0.1% |
0.7151 |
| Close |
0.7300 |
0.7346 |
0.0046 |
0.6% |
0.7189 |
| Range |
0.0051 |
0.0084 |
0.0033 |
64.7% |
0.0125 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
85,209 |
118,136 |
32,927 |
38.6% |
312,136 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7548 |
0.7392 |
|
| R3 |
0.7499 |
0.7464 |
0.7369 |
|
| R2 |
0.7415 |
0.7415 |
0.7361 |
|
| R1 |
0.7380 |
0.7380 |
0.7354 |
0.7398 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7339 |
| S1 |
0.7296 |
0.7296 |
0.7338 |
0.7314 |
| S2 |
0.7247 |
0.7247 |
0.7331 |
|
| S3 |
0.7163 |
0.7212 |
0.7323 |
|
| S4 |
0.7079 |
0.7128 |
0.7300 |
|
|
| 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 |
0.7365 |
0.7165 |
0.0200 |
2.7% |
0.0081 |
1.1% |
91% |
True |
False |
93,753 |
| 10 |
0.7365 |
0.7096 |
0.0269 |
3.7% |
0.0079 |
1.1% |
93% |
True |
False |
90,877 |
| 20 |
0.7365 |
0.7003 |
0.0362 |
4.9% |
0.0072 |
1.0% |
95% |
True |
False |
84,587 |
| 40 |
0.7365 |
0.7003 |
0.0362 |
4.9% |
0.0079 |
1.1% |
95% |
True |
False |
81,854 |
| 60 |
0.7365 |
0.6908 |
0.0457 |
6.2% |
0.0082 |
1.1% |
96% |
True |
False |
79,653 |
| 80 |
0.7365 |
0.6874 |
0.0491 |
6.7% |
0.0085 |
1.2% |
96% |
True |
False |
61,696 |
| 100 |
0.7422 |
0.6874 |
0.0548 |
7.5% |
0.0083 |
1.1% |
86% |
False |
False |
49,401 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.1% |
0.0081 |
1.1% |
53% |
False |
False |
41,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7585 |
|
1.618 |
0.7501 |
|
1.000 |
0.7449 |
|
0.618 |
0.7417 |
|
HIGH |
0.7365 |
|
0.618 |
0.7333 |
|
0.500 |
0.7323 |
|
0.382 |
0.7313 |
|
LOW |
0.7281 |
|
0.618 |
0.7229 |
|
1.000 |
0.7197 |
|
1.618 |
0.7145 |
|
2.618 |
0.7061 |
|
4.250 |
0.6924 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7328 |
| PP |
0.7331 |
0.7311 |
| S1 |
0.7323 |
0.7293 |
|