CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7333 |
0.0003 |
0.0% |
0.7185 |
| High |
0.7384 |
0.7337 |
-0.0047 |
-0.6% |
0.7384 |
| Low |
0.7276 |
0.7254 |
-0.0022 |
-0.3% |
0.7165 |
| Close |
0.7338 |
0.7261 |
-0.0077 |
-1.0% |
0.7338 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0219 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
| Volume |
102,884 |
77,149 |
-25,735 |
-25.0% |
486,165 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7480 |
0.7307 |
|
| R3 |
0.7450 |
0.7397 |
0.7284 |
|
| R2 |
0.7367 |
0.7367 |
0.7276 |
|
| R1 |
0.7314 |
0.7314 |
0.7269 |
0.7299 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7277 |
| S1 |
0.7231 |
0.7231 |
0.7253 |
0.7216 |
| S2 |
0.7201 |
0.7201 |
0.7246 |
|
| S3 |
0.7118 |
0.7148 |
0.7238 |
|
| S4 |
0.7035 |
0.7065 |
0.7215 |
|
|
| 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 |
0.7221 |
0.0163 |
2.2% |
0.0087 |
1.2% |
25% |
False |
False |
99,458 |
| 10 |
0.7384 |
0.7151 |
0.0233 |
3.2% |
0.0080 |
1.1% |
47% |
False |
False |
87,545 |
| 20 |
0.7384 |
0.7003 |
0.0381 |
5.2% |
0.0072 |
1.0% |
68% |
False |
False |
84,610 |
| 40 |
0.7384 |
0.7003 |
0.0381 |
5.2% |
0.0078 |
1.1% |
68% |
False |
False |
81,907 |
| 60 |
0.7384 |
0.6908 |
0.0476 |
6.6% |
0.0082 |
1.1% |
74% |
False |
False |
79,911 |
| 80 |
0.7384 |
0.6874 |
0.0510 |
7.0% |
0.0085 |
1.2% |
76% |
False |
False |
63,931 |
| 100 |
0.7386 |
0.6874 |
0.0512 |
7.1% |
0.0083 |
1.1% |
76% |
False |
False |
51,194 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0081 |
1.1% |
43% |
False |
False |
42,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7690 |
|
2.618 |
0.7554 |
|
1.618 |
0.7471 |
|
1.000 |
0.7420 |
|
0.618 |
0.7388 |
|
HIGH |
0.7337 |
|
0.618 |
0.7305 |
|
0.500 |
0.7296 |
|
0.382 |
0.7286 |
|
LOW |
0.7254 |
|
0.618 |
0.7203 |
|
1.000 |
0.7171 |
|
1.618 |
0.7120 |
|
2.618 |
0.7037 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7296 |
0.7319 |
| PP |
0.7284 |
0.7300 |
| S1 |
0.7273 |
0.7280 |
|