CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7028 |
0.7081 |
0.0053 |
0.8% |
0.6986 |
| High |
0.7108 |
0.7114 |
0.0006 |
0.1% |
0.7114 |
| Low |
0.7022 |
0.7062 |
0.0040 |
0.6% |
0.6973 |
| Close |
0.7077 |
0.7086 |
0.0009 |
0.1% |
0.7086 |
| Range |
0.0086 |
0.0052 |
-0.0034 |
-39.5% |
0.0141 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
886 |
359 |
-527 |
-59.5% |
1,647 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7243 |
0.7217 |
0.7115 |
|
| R3 |
0.7191 |
0.7165 |
0.7100 |
|
| R2 |
0.7139 |
0.7139 |
0.7096 |
|
| R1 |
0.7113 |
0.7113 |
0.7091 |
0.7126 |
| PP |
0.7087 |
0.7087 |
0.7087 |
0.7094 |
| S1 |
0.7061 |
0.7061 |
0.7081 |
0.7074 |
| S2 |
0.7035 |
0.7035 |
0.7076 |
|
| S3 |
0.6983 |
0.7009 |
0.7072 |
|
| S4 |
0.6931 |
0.6957 |
0.7057 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7424 |
0.7164 |
|
| R3 |
0.7340 |
0.7283 |
0.7125 |
|
| R2 |
0.7199 |
0.7199 |
0.7112 |
|
| R1 |
0.7142 |
0.7142 |
0.7099 |
0.7171 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7072 |
| S1 |
0.7001 |
0.7001 |
0.7073 |
0.7030 |
| S2 |
0.6917 |
0.6917 |
0.7060 |
|
| S3 |
0.6776 |
0.6860 |
0.7047 |
|
| S4 |
0.6635 |
0.6719 |
0.7008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7114 |
0.6973 |
0.0141 |
2.0% |
0.0054 |
0.8% |
80% |
True |
False |
329 |
| 10 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0064 |
0.9% |
56% |
False |
False |
299 |
| 20 |
0.7254 |
0.6973 |
0.0281 |
4.0% |
0.0067 |
0.9% |
40% |
False |
False |
278 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0073 |
1.0% |
47% |
False |
False |
188 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0072 |
1.0% |
50% |
False |
False |
131 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0066 |
0.9% |
47% |
False |
False |
98 |
| 100 |
0.7639 |
0.6850 |
0.0789 |
11.1% |
0.0060 |
0.8% |
30% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7335 |
|
2.618 |
0.7250 |
|
1.618 |
0.7198 |
|
1.000 |
0.7166 |
|
0.618 |
0.7146 |
|
HIGH |
0.7114 |
|
0.618 |
0.7094 |
|
0.500 |
0.7088 |
|
0.382 |
0.7082 |
|
LOW |
0.7062 |
|
0.618 |
0.7030 |
|
1.000 |
0.7010 |
|
1.618 |
0.6978 |
|
2.618 |
0.6926 |
|
4.250 |
0.6841 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7088 |
0.7074 |
| PP |
0.7087 |
0.7062 |
| S1 |
0.7087 |
0.7050 |
|