CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7068 |
0.7148 |
0.0080 |
1.1% |
0.7070 |
| High |
0.7172 |
0.7208 |
0.0036 |
0.5% |
0.7208 |
| Low |
0.7067 |
0.7143 |
0.0076 |
1.1% |
0.7028 |
| Close |
0.7152 |
0.7199 |
0.0047 |
0.7% |
0.7199 |
| Range |
0.0105 |
0.0065 |
-0.0040 |
-38.1% |
0.0180 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,068 |
793 |
-275 |
-25.7% |
2,968 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7378 |
0.7354 |
0.7235 |
|
| R3 |
0.7313 |
0.7289 |
0.7217 |
|
| R2 |
0.7248 |
0.7248 |
0.7211 |
|
| R1 |
0.7224 |
0.7224 |
0.7205 |
0.7236 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7190 |
| S1 |
0.7159 |
0.7159 |
0.7193 |
0.7171 |
| S2 |
0.7118 |
0.7118 |
0.7187 |
|
| S3 |
0.7053 |
0.7094 |
0.7181 |
|
| S4 |
0.6988 |
0.7029 |
0.7163 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7622 |
0.7298 |
|
| R3 |
0.7505 |
0.7442 |
0.7249 |
|
| R2 |
0.7325 |
0.7325 |
0.7232 |
|
| R1 |
0.7262 |
0.7262 |
0.7216 |
0.7294 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7161 |
| S1 |
0.7082 |
0.7082 |
0.7183 |
0.7114 |
| S2 |
0.6965 |
0.6965 |
0.7166 |
|
| S3 |
0.6785 |
0.6902 |
0.7150 |
|
| S4 |
0.6605 |
0.6722 |
0.7100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7208 |
0.7028 |
0.0180 |
2.5% |
0.0066 |
0.9% |
95% |
True |
False |
593 |
| 10 |
0.7208 |
0.6973 |
0.0235 |
3.3% |
0.0060 |
0.8% |
96% |
True |
False |
461 |
| 20 |
0.7219 |
0.6973 |
0.0246 |
3.4% |
0.0067 |
0.9% |
92% |
False |
False |
398 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0072 |
1.0% |
72% |
False |
False |
254 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
74% |
False |
False |
180 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
0.9% |
70% |
False |
False |
135 |
| 100 |
0.7528 |
0.6850 |
0.0678 |
9.4% |
0.0063 |
0.9% |
51% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7484 |
|
2.618 |
0.7378 |
|
1.618 |
0.7313 |
|
1.000 |
0.7273 |
|
0.618 |
0.7248 |
|
HIGH |
0.7208 |
|
0.618 |
0.7183 |
|
0.500 |
0.7176 |
|
0.382 |
0.7168 |
|
LOW |
0.7143 |
|
0.618 |
0.7103 |
|
1.000 |
0.7078 |
|
1.618 |
0.7038 |
|
2.618 |
0.6973 |
|
4.250 |
0.6867 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7172 |
| PP |
0.7183 |
0.7145 |
| S1 |
0.7176 |
0.7118 |
|