CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7220 |
0.7224 |
0.0004 |
0.1% |
0.7190 |
| High |
0.7242 |
0.7224 |
-0.0018 |
-0.2% |
0.7242 |
| Low |
0.7188 |
0.7148 |
-0.0040 |
-0.6% |
0.7121 |
| Close |
0.7212 |
0.7156 |
-0.0056 |
-0.8% |
0.7156 |
| Range |
0.0054 |
0.0076 |
0.0022 |
40.7% |
0.0121 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,015 |
948 |
-67 |
-6.6% |
4,376 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7356 |
0.7198 |
|
| R3 |
0.7328 |
0.7280 |
0.7177 |
|
| R2 |
0.7252 |
0.7252 |
0.7170 |
|
| R1 |
0.7204 |
0.7204 |
0.7163 |
0.7190 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7169 |
| S1 |
0.7128 |
0.7128 |
0.7149 |
0.7114 |
| S2 |
0.7100 |
0.7100 |
0.7142 |
|
| S3 |
0.7024 |
0.7052 |
0.7135 |
|
| S4 |
0.6948 |
0.6976 |
0.7114 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7467 |
0.7223 |
|
| R3 |
0.7415 |
0.7346 |
0.7189 |
|
| R2 |
0.7294 |
0.7294 |
0.7178 |
|
| R1 |
0.7225 |
0.7225 |
0.7167 |
0.7199 |
| PP |
0.7173 |
0.7173 |
0.7173 |
0.7160 |
| S1 |
0.7104 |
0.7104 |
0.7145 |
0.7078 |
| S2 |
0.7052 |
0.7052 |
0.7134 |
|
| S3 |
0.6931 |
0.6983 |
0.7123 |
|
| S4 |
0.6810 |
0.6862 |
0.7089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7242 |
0.7121 |
0.0121 |
1.7% |
0.0066 |
0.9% |
29% |
False |
False |
1,033 |
| 10 |
0.7242 |
0.7028 |
0.0214 |
3.0% |
0.0065 |
0.9% |
60% |
False |
False |
770 |
| 20 |
0.7242 |
0.6973 |
0.0269 |
3.8% |
0.0065 |
0.9% |
68% |
False |
False |
528 |
| 40 |
0.7323 |
0.6946 |
0.0377 |
5.3% |
0.0072 |
1.0% |
56% |
False |
False |
354 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
65% |
False |
False |
252 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
1.0% |
62% |
False |
False |
190 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0064 |
0.9% |
58% |
False |
False |
152 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.7% |
0.0055 |
0.8% |
36% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7423 |
|
1.618 |
0.7347 |
|
1.000 |
0.7300 |
|
0.618 |
0.7271 |
|
HIGH |
0.7224 |
|
0.618 |
0.7195 |
|
0.500 |
0.7186 |
|
0.382 |
0.7177 |
|
LOW |
0.7148 |
|
0.618 |
0.7101 |
|
1.000 |
0.7072 |
|
1.618 |
0.7025 |
|
2.618 |
0.6949 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7194 |
| PP |
0.7176 |
0.7181 |
| S1 |
0.7166 |
0.7169 |
|