CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7085 |
-0.0064 |
-0.9% |
0.7193 |
| High |
0.7175 |
0.7123 |
-0.0052 |
-0.7% |
0.7219 |
| Low |
0.7091 |
0.7081 |
-0.0010 |
-0.1% |
0.7024 |
| Close |
0.7101 |
0.7097 |
-0.0004 |
-0.1% |
0.7088 |
| Range |
0.0084 |
0.0042 |
-0.0042 |
-50.0% |
0.0195 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
235 |
271 |
36 |
15.3% |
2,017 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7226 |
0.7204 |
0.7120 |
|
| R3 |
0.7184 |
0.7162 |
0.7109 |
|
| R2 |
0.7142 |
0.7142 |
0.7105 |
|
| R1 |
0.7120 |
0.7120 |
0.7101 |
0.7131 |
| PP |
0.7100 |
0.7100 |
0.7100 |
0.7106 |
| S1 |
0.7078 |
0.7078 |
0.7093 |
0.7089 |
| S2 |
0.7058 |
0.7058 |
0.7089 |
|
| S3 |
0.7016 |
0.7036 |
0.7085 |
|
| S4 |
0.6974 |
0.6994 |
0.7074 |
|
|
| 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 |
0.7043 |
0.0132 |
1.9% |
0.0057 |
0.8% |
41% |
False |
False |
258 |
| 10 |
0.7246 |
0.7024 |
0.0222 |
3.1% |
0.0068 |
1.0% |
33% |
False |
False |
320 |
| 20 |
0.7323 |
0.7024 |
0.0299 |
4.2% |
0.0073 |
1.0% |
24% |
False |
False |
223 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0075 |
1.1% |
49% |
False |
False |
145 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0068 |
1.0% |
52% |
False |
False |
99 |
| 80 |
0.7354 |
0.6850 |
0.0504 |
7.1% |
0.0065 |
0.9% |
49% |
False |
False |
74 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
11.8% |
0.0056 |
0.8% |
29% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7302 |
|
2.618 |
0.7233 |
|
1.618 |
0.7191 |
|
1.000 |
0.7165 |
|
0.618 |
0.7149 |
|
HIGH |
0.7123 |
|
0.618 |
0.7107 |
|
0.500 |
0.7102 |
|
0.382 |
0.7097 |
|
LOW |
0.7081 |
|
0.618 |
0.7055 |
|
1.000 |
0.7039 |
|
1.618 |
0.7013 |
|
2.618 |
0.6971 |
|
4.250 |
0.6903 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7102 |
0.7128 |
| PP |
0.7100 |
0.7118 |
| S1 |
0.7099 |
0.7107 |
|