CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7051 |
0.7066 |
0.0015 |
0.2% |
0.6986 |
| High |
0.7096 |
0.7073 |
-0.0023 |
-0.3% |
0.7114 |
| Low |
0.7030 |
0.7028 |
-0.0002 |
0.0% |
0.6973 |
| Close |
0.7077 |
0.7054 |
-0.0023 |
-0.3% |
0.7086 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0141 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
505 |
180 |
-325 |
-64.4% |
1,647 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7187 |
0.7165 |
0.7079 |
|
| R3 |
0.7142 |
0.7120 |
0.7066 |
|
| R2 |
0.7097 |
0.7097 |
0.7062 |
|
| R1 |
0.7075 |
0.7075 |
0.7058 |
0.7064 |
| PP |
0.7052 |
0.7052 |
0.7052 |
0.7046 |
| S1 |
0.7030 |
0.7030 |
0.7050 |
0.7019 |
| S2 |
0.7007 |
0.7007 |
0.7046 |
|
| S3 |
0.6962 |
0.6985 |
0.7042 |
|
| S4 |
0.6917 |
0.6940 |
0.7029 |
|
|
| 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 |
0.7022 |
0.0092 |
1.3% |
0.0060 |
0.8% |
35% |
False |
False |
470 |
| 10 |
0.7123 |
0.6973 |
0.0150 |
2.1% |
0.0062 |
0.9% |
54% |
False |
False |
330 |
| 20 |
0.7246 |
0.6973 |
0.0273 |
3.9% |
0.0066 |
0.9% |
30% |
False |
False |
316 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0071 |
1.0% |
39% |
False |
False |
213 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0069 |
1.0% |
43% |
False |
False |
149 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0067 |
0.9% |
41% |
False |
False |
112 |
| 100 |
0.7620 |
0.6850 |
0.0770 |
10.9% |
0.0062 |
0.9% |
26% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7264 |
|
2.618 |
0.7191 |
|
1.618 |
0.7146 |
|
1.000 |
0.7118 |
|
0.618 |
0.7101 |
|
HIGH |
0.7073 |
|
0.618 |
0.7056 |
|
0.500 |
0.7051 |
|
0.382 |
0.7045 |
|
LOW |
0.7028 |
|
0.618 |
0.7000 |
|
1.000 |
0.6983 |
|
1.618 |
0.6955 |
|
2.618 |
0.6910 |
|
4.250 |
0.6837 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7053 |
0.7062 |
| PP |
0.7052 |
0.7059 |
| S1 |
0.7051 |
0.7057 |
|