CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6985 |
0.7028 |
0.0043 |
0.6% |
0.7095 |
| High |
0.7033 |
0.7108 |
0.0075 |
1.1% |
0.7175 |
| Low |
0.6985 |
0.7022 |
0.0037 |
0.5% |
0.6979 |
| Close |
0.7006 |
0.7077 |
0.0071 |
1.0% |
0.6995 |
| Range |
0.0048 |
0.0086 |
0.0038 |
79.2% |
0.0196 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
2.8% |
0.0000 |
| Volume |
164 |
886 |
722 |
440.2% |
1,347 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7327 |
0.7288 |
0.7124 |
|
| R3 |
0.7241 |
0.7202 |
0.7101 |
|
| R2 |
0.7155 |
0.7155 |
0.7093 |
|
| R1 |
0.7116 |
0.7116 |
0.7085 |
0.7136 |
| PP |
0.7069 |
0.7069 |
0.7069 |
0.7079 |
| S1 |
0.7030 |
0.7030 |
0.7069 |
0.7050 |
| S2 |
0.6983 |
0.6983 |
0.7061 |
|
| S3 |
0.6897 |
0.6944 |
0.7053 |
|
| S4 |
0.6811 |
0.6858 |
0.7030 |
|
|
| 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% |
0.0072 |
1.0% |
69% |
False |
False |
313 |
| 10 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0065 |
0.9% |
51% |
False |
False |
285 |
| 20 |
0.7254 |
0.6973 |
0.0281 |
4.0% |
0.0067 |
0.9% |
37% |
False |
False |
265 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0074 |
1.0% |
44% |
False |
False |
180 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0072 |
1.0% |
48% |
False |
False |
125 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0066 |
0.9% |
46% |
False |
False |
94 |
| 100 |
0.7639 |
0.6850 |
0.0789 |
11.1% |
0.0060 |
0.8% |
29% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7333 |
|
1.618 |
0.7247 |
|
1.000 |
0.7194 |
|
0.618 |
0.7161 |
|
HIGH |
0.7108 |
|
0.618 |
0.7075 |
|
0.500 |
0.7065 |
|
0.382 |
0.7055 |
|
LOW |
0.7022 |
|
0.618 |
0.6969 |
|
1.000 |
0.6936 |
|
1.618 |
0.6883 |
|
2.618 |
0.6797 |
|
4.250 |
0.6657 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7073 |
0.7065 |
| PP |
0.7069 |
0.7053 |
| S1 |
0.7065 |
0.7041 |
|