CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7148 |
0.7190 |
0.0042 |
0.6% |
0.7070 |
| High |
0.7208 |
0.7190 |
-0.0018 |
-0.2% |
0.7208 |
| Low |
0.7143 |
0.7121 |
-0.0022 |
-0.3% |
0.7028 |
| Close |
0.7199 |
0.7145 |
-0.0054 |
-0.8% |
0.7199 |
| Range |
0.0065 |
0.0069 |
0.0004 |
6.2% |
0.0180 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
793 |
1,602 |
809 |
102.0% |
2,968 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7321 |
0.7183 |
|
| R3 |
0.7290 |
0.7252 |
0.7164 |
|
| R2 |
0.7221 |
0.7221 |
0.7158 |
|
| R1 |
0.7183 |
0.7183 |
0.7151 |
0.7168 |
| PP |
0.7152 |
0.7152 |
0.7152 |
0.7144 |
| S1 |
0.7114 |
0.7114 |
0.7139 |
0.7099 |
| S2 |
0.7083 |
0.7083 |
0.7132 |
|
| S3 |
0.7014 |
0.7045 |
0.7126 |
|
| S4 |
0.6945 |
0.6976 |
0.7107 |
|
|
| 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% |
0.0070 |
1.0% |
65% |
False |
False |
829 |
| 10 |
0.7208 |
0.6973 |
0.0235 |
3.3% |
0.0063 |
0.9% |
73% |
False |
False |
612 |
| 20 |
0.7208 |
0.6973 |
0.0235 |
3.3% |
0.0067 |
0.9% |
73% |
False |
False |
475 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0072 |
1.0% |
60% |
False |
False |
290 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
62% |
False |
False |
206 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0067 |
0.9% |
59% |
False |
False |
155 |
| 100 |
0.7528 |
0.6850 |
0.0678 |
9.5% |
0.0064 |
0.9% |
44% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7483 |
|
2.618 |
0.7371 |
|
1.618 |
0.7302 |
|
1.000 |
0.7259 |
|
0.618 |
0.7233 |
|
HIGH |
0.7190 |
|
0.618 |
0.7164 |
|
0.500 |
0.7156 |
|
0.382 |
0.7147 |
|
LOW |
0.7121 |
|
0.618 |
0.7078 |
|
1.000 |
0.7052 |
|
1.618 |
0.7009 |
|
2.618 |
0.6940 |
|
4.250 |
0.6828 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7156 |
0.7143 |
| PP |
0.7152 |
0.7140 |
| S1 |
0.7149 |
0.7138 |
|