CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7297 |
0.7330 |
0.0033 |
0.5% |
0.7185 |
| High |
0.7365 |
0.7384 |
0.0019 |
0.3% |
0.7384 |
| Low |
0.7281 |
0.7276 |
-0.0005 |
-0.1% |
0.7165 |
| Close |
0.7346 |
0.7338 |
-0.0008 |
-0.1% |
0.7338 |
| Range |
0.0084 |
0.0108 |
0.0024 |
28.6% |
0.0219 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.8% |
0.0000 |
| Volume |
118,136 |
102,884 |
-15,252 |
-12.9% |
486,165 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7605 |
0.7397 |
|
| R3 |
0.7549 |
0.7497 |
0.7368 |
|
| R2 |
0.7441 |
0.7441 |
0.7358 |
|
| R1 |
0.7389 |
0.7389 |
0.7348 |
0.7415 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7346 |
| S1 |
0.7281 |
0.7281 |
0.7328 |
0.7307 |
| S2 |
0.7225 |
0.7225 |
0.7318 |
|
| S3 |
0.7117 |
0.7173 |
0.7308 |
|
| S4 |
0.7009 |
0.7065 |
0.7279 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7864 |
0.7458 |
|
| R3 |
0.7734 |
0.7645 |
0.7398 |
|
| R2 |
0.7515 |
0.7515 |
0.7378 |
|
| R1 |
0.7426 |
0.7426 |
0.7358 |
0.7471 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7318 |
| S1 |
0.7207 |
0.7207 |
0.7318 |
0.7252 |
| S2 |
0.7077 |
0.7077 |
0.7298 |
|
| S3 |
0.6858 |
0.6988 |
0.7278 |
|
| S4 |
0.6639 |
0.6769 |
0.7218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7384 |
0.7165 |
0.0219 |
3.0% |
0.0087 |
1.2% |
79% |
True |
False |
97,233 |
| 10 |
0.7384 |
0.7151 |
0.0233 |
3.2% |
0.0078 |
1.1% |
80% |
True |
False |
90,092 |
| 20 |
0.7384 |
0.7003 |
0.0381 |
5.2% |
0.0075 |
1.0% |
88% |
True |
False |
86,790 |
| 40 |
0.7384 |
0.7003 |
0.0381 |
5.2% |
0.0078 |
1.1% |
88% |
True |
False |
82,167 |
| 60 |
0.7384 |
0.6908 |
0.0476 |
6.5% |
0.0081 |
1.1% |
90% |
True |
False |
79,761 |
| 80 |
0.7384 |
0.6874 |
0.0510 |
7.0% |
0.0085 |
1.2% |
91% |
True |
False |
62,976 |
| 100 |
0.7386 |
0.6874 |
0.0512 |
7.0% |
0.0083 |
1.1% |
91% |
False |
False |
50,426 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.1% |
0.0082 |
1.1% |
52% |
False |
False |
42,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7667 |
|
1.618 |
0.7559 |
|
1.000 |
0.7492 |
|
0.618 |
0.7451 |
|
HIGH |
0.7384 |
|
0.618 |
0.7343 |
|
0.500 |
0.7330 |
|
0.382 |
0.7317 |
|
LOW |
0.7276 |
|
0.618 |
0.7209 |
|
1.000 |
0.7168 |
|
1.618 |
0.7101 |
|
2.618 |
0.6993 |
|
4.250 |
0.6817 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7335 |
0.7335 |
| PP |
0.7333 |
0.7333 |
| S1 |
0.7330 |
0.7330 |
|