CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7263 |
0.0035 |
0.5% |
0.7333 |
| High |
0.7334 |
0.7272 |
-0.0062 |
-0.8% |
0.7337 |
| Low |
0.7221 |
0.7183 |
-0.0038 |
-0.5% |
0.7170 |
| Close |
0.7287 |
0.7189 |
-0.0098 |
-1.3% |
0.7189 |
| Range |
0.0113 |
0.0089 |
-0.0024 |
-21.2% |
0.0167 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
1.8% |
0.0000 |
| Volume |
97,024 |
23,765 |
-73,259 |
-75.5% |
445,124 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7482 |
0.7424 |
0.7238 |
|
| R3 |
0.7393 |
0.7335 |
0.7213 |
|
| R2 |
0.7304 |
0.7304 |
0.7205 |
|
| R1 |
0.7246 |
0.7246 |
0.7197 |
0.7231 |
| PP |
0.7215 |
0.7215 |
0.7215 |
0.7207 |
| S1 |
0.7157 |
0.7157 |
0.7181 |
0.7142 |
| S2 |
0.7126 |
0.7126 |
0.7173 |
|
| S3 |
0.7037 |
0.7068 |
0.7165 |
|
| S4 |
0.6948 |
0.6979 |
0.7140 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7628 |
0.7281 |
|
| R3 |
0.7566 |
0.7461 |
0.7235 |
|
| R2 |
0.7399 |
0.7399 |
0.7220 |
|
| R1 |
0.7294 |
0.7294 |
0.7204 |
0.7263 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7217 |
| S1 |
0.7127 |
0.7127 |
0.7174 |
0.7096 |
| S2 |
0.7065 |
0.7065 |
0.7158 |
|
| S3 |
0.6898 |
0.6960 |
0.7143 |
|
| S4 |
0.6731 |
0.6793 |
0.7097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7337 |
0.7170 |
0.0167 |
2.3% |
0.0089 |
1.2% |
11% |
False |
False |
89,024 |
| 10 |
0.7384 |
0.7165 |
0.0219 |
3.0% |
0.0088 |
1.2% |
11% |
False |
False |
93,128 |
| 20 |
0.7384 |
0.7055 |
0.0329 |
4.6% |
0.0078 |
1.1% |
41% |
False |
False |
87,493 |
| 40 |
0.7384 |
0.7003 |
0.0381 |
5.3% |
0.0077 |
1.1% |
49% |
False |
False |
81,976 |
| 60 |
0.7384 |
0.6908 |
0.0476 |
6.6% |
0.0082 |
1.1% |
59% |
False |
False |
80,823 |
| 80 |
0.7384 |
0.6874 |
0.0510 |
7.1% |
0.0087 |
1.2% |
62% |
False |
False |
68,512 |
| 100 |
0.7384 |
0.6874 |
0.0510 |
7.1% |
0.0084 |
1.2% |
62% |
False |
False |
54,870 |
| 120 |
0.7698 |
0.6874 |
0.0824 |
11.5% |
0.0082 |
1.1% |
38% |
False |
False |
45,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7650 |
|
2.618 |
0.7505 |
|
1.618 |
0.7416 |
|
1.000 |
0.7361 |
|
0.618 |
0.7327 |
|
HIGH |
0.7272 |
|
0.618 |
0.7238 |
|
0.500 |
0.7228 |
|
0.382 |
0.7217 |
|
LOW |
0.7183 |
|
0.618 |
0.7128 |
|
1.000 |
0.7094 |
|
1.618 |
0.7039 |
|
2.618 |
0.6950 |
|
4.250 |
0.6805 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7228 |
0.7252 |
| PP |
0.7215 |
0.7231 |
| S1 |
0.7202 |
0.7210 |
|