CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7146 |
0.7220 |
0.0074 |
1.0% |
0.7070 |
| High |
0.7214 |
0.7242 |
0.0028 |
0.4% |
0.7208 |
| Low |
0.7146 |
0.7188 |
0.0042 |
0.6% |
0.7028 |
| Close |
0.7207 |
0.7212 |
0.0005 |
0.1% |
0.7199 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0180 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
811 |
1,015 |
204 |
25.2% |
2,968 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7376 |
0.7348 |
0.7242 |
|
| R3 |
0.7322 |
0.7294 |
0.7227 |
|
| R2 |
0.7268 |
0.7268 |
0.7222 |
|
| R1 |
0.7240 |
0.7240 |
0.7217 |
0.7227 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7208 |
| S1 |
0.7186 |
0.7186 |
0.7207 |
0.7173 |
| S2 |
0.7160 |
0.7160 |
0.7202 |
|
| S3 |
0.7106 |
0.7132 |
0.7197 |
|
| S4 |
0.7052 |
0.7078 |
0.7182 |
|
|
| 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 |
0.7242 |
0.7067 |
0.0175 |
2.4% |
0.0072 |
1.0% |
83% |
True |
False |
1,057 |
| 10 |
0.7242 |
0.7022 |
0.0220 |
3.1% |
0.0066 |
0.9% |
86% |
True |
False |
764 |
| 20 |
0.7242 |
0.6973 |
0.0269 |
3.7% |
0.0063 |
0.9% |
89% |
True |
False |
512 |
| 40 |
0.7323 |
0.6944 |
0.0379 |
5.3% |
0.0073 |
1.0% |
71% |
False |
False |
332 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
77% |
False |
False |
237 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
0.9% |
73% |
False |
False |
178 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0064 |
0.9% |
68% |
False |
False |
143 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.6% |
0.0054 |
0.8% |
43% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7472 |
|
2.618 |
0.7383 |
|
1.618 |
0.7329 |
|
1.000 |
0.7296 |
|
0.618 |
0.7275 |
|
HIGH |
0.7242 |
|
0.618 |
0.7221 |
|
0.500 |
0.7215 |
|
0.382 |
0.7209 |
|
LOW |
0.7188 |
|
0.618 |
0.7155 |
|
1.000 |
0.7134 |
|
1.618 |
0.7101 |
|
2.618 |
0.7047 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7215 |
0.7202 |
| PP |
0.7214 |
0.7192 |
| S1 |
0.7213 |
0.7182 |
|