CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7149 |
0.0044 |
0.6% |
0.7193 |
| High |
0.7172 |
0.7175 |
0.0003 |
0.0% |
0.7219 |
| Low |
0.7105 |
0.7091 |
-0.0014 |
-0.2% |
0.7024 |
| Close |
0.7151 |
0.7101 |
-0.0050 |
-0.7% |
0.7088 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0195 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
485 |
235 |
-250 |
-51.5% |
2,017 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7322 |
0.7147 |
|
| R3 |
0.7290 |
0.7238 |
0.7124 |
|
| R2 |
0.7206 |
0.7206 |
0.7116 |
|
| R1 |
0.7154 |
0.7154 |
0.7109 |
0.7138 |
| PP |
0.7122 |
0.7122 |
0.7122 |
0.7115 |
| S1 |
0.7070 |
0.7070 |
0.7093 |
0.7054 |
| S2 |
0.7038 |
0.7038 |
0.7086 |
|
| S3 |
0.6954 |
0.6986 |
0.7078 |
|
| S4 |
0.6870 |
0.6902 |
0.7055 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7695 |
0.7587 |
0.7195 |
|
| R3 |
0.7500 |
0.7392 |
0.7142 |
|
| R2 |
0.7305 |
0.7305 |
0.7124 |
|
| R1 |
0.7197 |
0.7197 |
0.7106 |
0.7154 |
| PP |
0.7110 |
0.7110 |
0.7110 |
0.7089 |
| S1 |
0.7002 |
0.7002 |
0.7070 |
0.6959 |
| S2 |
0.6915 |
0.6915 |
0.7052 |
|
| S3 |
0.6720 |
0.6807 |
0.7034 |
|
| S4 |
0.6525 |
0.6612 |
0.6981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7175 |
0.7024 |
0.0151 |
2.1% |
0.0058 |
0.8% |
51% |
True |
False |
330 |
| 10 |
0.7246 |
0.7024 |
0.0222 |
3.1% |
0.0069 |
1.0% |
35% |
False |
False |
301 |
| 20 |
0.7323 |
0.7024 |
0.0299 |
4.2% |
0.0078 |
1.1% |
26% |
False |
False |
215 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0077 |
1.1% |
50% |
False |
False |
139 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0070 |
1.0% |
53% |
False |
False |
94 |
| 80 |
0.7382 |
0.6850 |
0.0532 |
7.5% |
0.0066 |
0.9% |
47% |
False |
False |
71 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
11.8% |
0.0056 |
0.8% |
30% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7532 |
|
2.618 |
0.7395 |
|
1.618 |
0.7311 |
|
1.000 |
0.7259 |
|
0.618 |
0.7227 |
|
HIGH |
0.7175 |
|
0.618 |
0.7143 |
|
0.500 |
0.7133 |
|
0.382 |
0.7123 |
|
LOW |
0.7091 |
|
0.618 |
0.7039 |
|
1.000 |
0.7007 |
|
1.618 |
0.6955 |
|
2.618 |
0.6871 |
|
4.250 |
0.6734 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7133 |
0.7127 |
| PP |
0.7122 |
0.7118 |
| S1 |
0.7112 |
0.7110 |
|