CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7255 |
0.7217 |
-0.0038 |
-0.5% |
0.7185 |
| High |
0.7269 |
0.7244 |
-0.0025 |
-0.3% |
0.7384 |
| Low |
0.7184 |
0.7170 |
-0.0014 |
-0.2% |
0.7165 |
| Close |
0.7202 |
0.7209 |
0.0007 |
0.1% |
0.7338 |
| Range |
0.0085 |
0.0074 |
-0.0011 |
-12.9% |
0.0219 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
99,211 |
147,975 |
48,764 |
49.2% |
486,165 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7393 |
0.7250 |
|
| R3 |
0.7356 |
0.7319 |
0.7229 |
|
| R2 |
0.7282 |
0.7282 |
0.7223 |
|
| R1 |
0.7245 |
0.7245 |
0.7216 |
0.7227 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7198 |
| S1 |
0.7171 |
0.7171 |
0.7202 |
0.7153 |
| S2 |
0.7134 |
0.7134 |
0.7195 |
|
| S3 |
0.7060 |
0.7097 |
0.7189 |
|
| S4 |
0.6986 |
0.7023 |
0.7168 |
|
|
| 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 |
0.7170 |
0.0214 |
3.0% |
0.0087 |
1.2% |
18% |
False |
True |
109,071 |
| 10 |
0.7384 |
0.7165 |
0.0219 |
3.0% |
0.0081 |
1.1% |
20% |
False |
False |
96,623 |
| 20 |
0.7384 |
0.7014 |
0.0370 |
5.1% |
0.0075 |
1.0% |
53% |
False |
False |
90,450 |
| 40 |
0.7384 |
0.7003 |
0.0381 |
5.3% |
0.0077 |
1.1% |
54% |
False |
False |
84,115 |
| 60 |
0.7384 |
0.6908 |
0.0476 |
6.6% |
0.0082 |
1.1% |
63% |
False |
False |
81,904 |
| 80 |
0.7384 |
0.6874 |
0.0510 |
7.1% |
0.0086 |
1.2% |
66% |
False |
False |
67,009 |
| 100 |
0.7386 |
0.6874 |
0.0512 |
7.1% |
0.0084 |
1.2% |
65% |
False |
False |
53,664 |
| 120 |
0.7719 |
0.6874 |
0.0845 |
11.7% |
0.0081 |
1.1% |
40% |
False |
False |
44,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7438 |
|
1.618 |
0.7364 |
|
1.000 |
0.7318 |
|
0.618 |
0.7290 |
|
HIGH |
0.7244 |
|
0.618 |
0.7216 |
|
0.500 |
0.7207 |
|
0.382 |
0.7198 |
|
LOW |
0.7170 |
|
0.618 |
0.7124 |
|
1.000 |
0.7096 |
|
1.618 |
0.7050 |
|
2.618 |
0.6976 |
|
4.250 |
0.6856 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7208 |
0.7254 |
| PP |
0.7208 |
0.7239 |
| S1 |
0.7207 |
0.7224 |
|