CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7070 |
0.7051 |
-0.0019 |
-0.3% |
0.6986 |
| High |
0.7088 |
0.7096 |
0.0008 |
0.1% |
0.7114 |
| Low |
0.7038 |
0.7030 |
-0.0008 |
-0.1% |
0.6973 |
| Close |
0.7049 |
0.7077 |
0.0028 |
0.4% |
0.7086 |
| Range |
0.0050 |
0.0066 |
0.0016 |
32.0% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
422 |
505 |
83 |
19.7% |
1,647 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7266 |
0.7237 |
0.7113 |
|
| R3 |
0.7200 |
0.7171 |
0.7095 |
|
| R2 |
0.7134 |
0.7134 |
0.7089 |
|
| R1 |
0.7105 |
0.7105 |
0.7083 |
0.7120 |
| PP |
0.7068 |
0.7068 |
0.7068 |
0.7075 |
| S1 |
0.7039 |
0.7039 |
0.7071 |
0.7054 |
| S2 |
0.7002 |
0.7002 |
0.7065 |
|
| S3 |
0.6936 |
0.6973 |
0.7059 |
|
| S4 |
0.6870 |
0.6907 |
0.7041 |
|
|
| 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 |
0.6985 |
0.0129 |
1.8% |
0.0060 |
0.9% |
71% |
False |
False |
467 |
| 10 |
0.7175 |
0.6973 |
0.0202 |
2.9% |
0.0066 |
0.9% |
51% |
False |
False |
335 |
| 20 |
0.7246 |
0.6973 |
0.0273 |
3.9% |
0.0067 |
0.9% |
38% |
False |
False |
311 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0072 |
1.0% |
44% |
False |
False |
210 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0070 |
1.0% |
48% |
False |
False |
146 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0067 |
0.9% |
46% |
False |
False |
110 |
| 100 |
0.7620 |
0.6850 |
0.0770 |
10.9% |
0.0061 |
0.9% |
29% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7377 |
|
2.618 |
0.7269 |
|
1.618 |
0.7203 |
|
1.000 |
0.7162 |
|
0.618 |
0.7137 |
|
HIGH |
0.7096 |
|
0.618 |
0.7071 |
|
0.500 |
0.7063 |
|
0.382 |
0.7055 |
|
LOW |
0.7030 |
|
0.618 |
0.6989 |
|
1.000 |
0.6964 |
|
1.618 |
0.6923 |
|
2.618 |
0.6857 |
|
4.250 |
0.6750 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7072 |
0.7075 |
| PP |
0.7068 |
0.7074 |
| S1 |
0.7063 |
0.7072 |
|