CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6986 |
0.7010 |
0.0024 |
0.3% |
0.7095 |
| High |
0.7024 |
0.7019 |
-0.0005 |
-0.1% |
0.7175 |
| Low |
0.6986 |
0.6973 |
-0.0013 |
-0.2% |
0.6979 |
| Close |
0.7002 |
0.6975 |
-0.0027 |
-0.4% |
0.6995 |
| Range |
0.0038 |
0.0046 |
0.0008 |
21.1% |
0.0196 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
97 |
141 |
44 |
45.4% |
1,347 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7127 |
0.7097 |
0.7000 |
|
| R3 |
0.7081 |
0.7051 |
0.6988 |
|
| R2 |
0.7035 |
0.7035 |
0.6983 |
|
| R1 |
0.7005 |
0.7005 |
0.6979 |
0.6997 |
| PP |
0.6989 |
0.6989 |
0.6989 |
0.6985 |
| S1 |
0.6959 |
0.6959 |
0.6971 |
0.6951 |
| S2 |
0.6943 |
0.6943 |
0.6967 |
|
| S3 |
0.6897 |
0.6913 |
0.6962 |
|
| S4 |
0.6851 |
0.6867 |
0.6950 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7512 |
0.7103 |
|
| R3 |
0.7442 |
0.7316 |
0.7049 |
|
| R2 |
0.7246 |
0.7246 |
0.7031 |
|
| R1 |
0.7120 |
0.7120 |
0.7013 |
0.7085 |
| PP |
0.7050 |
0.7050 |
0.7050 |
0.7032 |
| S1 |
0.6924 |
0.6924 |
0.6977 |
0.6889 |
| S2 |
0.6854 |
0.6854 |
0.6959 |
|
| S3 |
0.6658 |
0.6728 |
0.6941 |
|
| S4 |
0.6462 |
0.6532 |
0.6887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0071 |
1.0% |
1% |
False |
True |
204 |
| 10 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0068 |
1.0% |
1% |
False |
True |
340 |
| 20 |
0.7309 |
0.6973 |
0.0336 |
4.8% |
0.0071 |
1.0% |
1% |
False |
True |
222 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.4% |
0.0076 |
1.1% |
21% |
False |
False |
156 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.8% |
0.0071 |
1.0% |
26% |
False |
False |
108 |
| 80 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0066 |
0.9% |
25% |
False |
False |
81 |
| 100 |
0.7639 |
0.6850 |
0.0789 |
11.3% |
0.0058 |
0.8% |
16% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7215 |
|
2.618 |
0.7139 |
|
1.618 |
0.7093 |
|
1.000 |
0.7065 |
|
0.618 |
0.7047 |
|
HIGH |
0.7019 |
|
0.618 |
0.7001 |
|
0.500 |
0.6996 |
|
0.382 |
0.6991 |
|
LOW |
0.6973 |
|
0.618 |
0.6945 |
|
1.000 |
0.6927 |
|
1.618 |
0.6899 |
|
2.618 |
0.6853 |
|
4.250 |
0.6777 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6996 |
0.7048 |
| PP |
0.6989 |
0.7024 |
| S1 |
0.6982 |
0.6999 |
|