CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7066 |
0.7068 |
0.0002 |
0.0% |
0.6986 |
| High |
0.7073 |
0.7172 |
0.0099 |
1.4% |
0.7114 |
| Low |
0.7028 |
0.7067 |
0.0039 |
0.6% |
0.6973 |
| Close |
0.7054 |
0.7152 |
0.0098 |
1.4% |
0.7086 |
| Range |
0.0045 |
0.0105 |
0.0060 |
133.3% |
0.0141 |
| ATR |
0.0070 |
0.0074 |
0.0003 |
4.9% |
0.0000 |
| Volume |
180 |
1,068 |
888 |
493.3% |
1,647 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7445 |
0.7404 |
0.7210 |
|
| R3 |
0.7340 |
0.7299 |
0.7181 |
|
| R2 |
0.7235 |
0.7235 |
0.7171 |
|
| R1 |
0.7194 |
0.7194 |
0.7162 |
0.7215 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7141 |
| S1 |
0.7089 |
0.7089 |
0.7142 |
0.7110 |
| S2 |
0.7025 |
0.7025 |
0.7133 |
|
| S3 |
0.6920 |
0.6984 |
0.7123 |
|
| S4 |
0.6815 |
0.6879 |
0.7094 |
|
|
| 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 |
0.7172 |
0.7028 |
0.0144 |
2.0% |
0.0064 |
0.9% |
86% |
True |
False |
506 |
| 10 |
0.7172 |
0.6973 |
0.0199 |
2.8% |
0.0068 |
1.0% |
90% |
True |
False |
410 |
| 20 |
0.7246 |
0.6973 |
0.0273 |
3.8% |
0.0068 |
1.0% |
66% |
False |
False |
365 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0072 |
1.0% |
61% |
False |
False |
237 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0071 |
1.0% |
64% |
False |
False |
166 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
0.9% |
61% |
False |
False |
126 |
| 100 |
0.7545 |
0.6850 |
0.0695 |
9.7% |
0.0063 |
0.9% |
43% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7618 |
|
2.618 |
0.7447 |
|
1.618 |
0.7342 |
|
1.000 |
0.7277 |
|
0.618 |
0.7237 |
|
HIGH |
0.7172 |
|
0.618 |
0.7132 |
|
0.500 |
0.7120 |
|
0.382 |
0.7107 |
|
LOW |
0.7067 |
|
0.618 |
0.7002 |
|
1.000 |
0.6962 |
|
1.618 |
0.6897 |
|
2.618 |
0.6792 |
|
4.250 |
0.6621 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7141 |
0.7135 |
| PP |
0.7130 |
0.7117 |
| S1 |
0.7120 |
0.7100 |
|