CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7010 |
0.6985 |
-0.0025 |
-0.4% |
0.7095 |
| High |
0.7019 |
0.7033 |
0.0014 |
0.2% |
0.7175 |
| Low |
0.6973 |
0.6985 |
0.0012 |
0.2% |
0.6979 |
| Close |
0.6975 |
0.7006 |
0.0031 |
0.4% |
0.6995 |
| Range |
0.0046 |
0.0048 |
0.0002 |
4.3% |
0.0196 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
141 |
164 |
23 |
16.3% |
1,347 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7152 |
0.7127 |
0.7032 |
|
| R3 |
0.7104 |
0.7079 |
0.7019 |
|
| R2 |
0.7056 |
0.7056 |
0.7015 |
|
| R1 |
0.7031 |
0.7031 |
0.7010 |
0.7044 |
| PP |
0.7008 |
0.7008 |
0.7008 |
0.7014 |
| S1 |
0.6983 |
0.6983 |
0.7002 |
0.6996 |
| S2 |
0.6960 |
0.6960 |
0.6997 |
|
| S3 |
0.6912 |
0.6935 |
0.6993 |
|
| S4 |
0.6864 |
0.6887 |
0.6980 |
|
|
| 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 |
0.7123 |
0.6973 |
0.0150 |
2.1% |
0.0064 |
0.9% |
22% |
False |
False |
190 |
| 10 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0061 |
0.9% |
16% |
False |
False |
260 |
| 20 |
0.7309 |
0.6973 |
0.0336 |
4.8% |
0.0067 |
1.0% |
10% |
False |
False |
226 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0075 |
1.1% |
28% |
False |
False |
159 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.8% |
0.0072 |
1.0% |
33% |
False |
False |
110 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0066 |
0.9% |
31% |
False |
False |
83 |
| 100 |
0.7639 |
0.6850 |
0.0789 |
11.3% |
0.0059 |
0.8% |
20% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7237 |
|
2.618 |
0.7159 |
|
1.618 |
0.7111 |
|
1.000 |
0.7081 |
|
0.618 |
0.7063 |
|
HIGH |
0.7033 |
|
0.618 |
0.7015 |
|
0.500 |
0.7009 |
|
0.382 |
0.7003 |
|
LOW |
0.6985 |
|
0.618 |
0.6955 |
|
1.000 |
0.6937 |
|
1.618 |
0.6907 |
|
2.618 |
0.6859 |
|
4.250 |
0.6781 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7009 |
0.7005 |
| PP |
0.7008 |
0.7004 |
| S1 |
0.7007 |
0.7003 |
|