CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7224 |
0.7151 |
-0.0073 |
-1.0% |
0.7190 |
| High |
0.7224 |
0.7211 |
-0.0013 |
-0.2% |
0.7242 |
| Low |
0.7148 |
0.7132 |
-0.0016 |
-0.2% |
0.7121 |
| Close |
0.7156 |
0.7195 |
0.0039 |
0.5% |
0.7156 |
| Range |
0.0076 |
0.0079 |
0.0003 |
3.9% |
0.0121 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
0.7% |
0.0000 |
| Volume |
948 |
1,950 |
1,002 |
105.7% |
4,376 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7385 |
0.7238 |
|
| R3 |
0.7337 |
0.7306 |
0.7217 |
|
| R2 |
0.7258 |
0.7258 |
0.7209 |
|
| R1 |
0.7227 |
0.7227 |
0.7202 |
0.7243 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7187 |
| S1 |
0.7148 |
0.7148 |
0.7188 |
0.7164 |
| S2 |
0.7100 |
0.7100 |
0.7181 |
|
| S3 |
0.7021 |
0.7069 |
0.7173 |
|
| S4 |
0.6942 |
0.6990 |
0.7152 |
|
|
| 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% |
0.0069 |
1.0% |
61% |
False |
False |
1,265 |
| 10 |
0.7242 |
0.7028 |
0.0214 |
3.0% |
0.0068 |
0.9% |
78% |
False |
False |
929 |
| 20 |
0.7242 |
0.6973 |
0.0269 |
3.7% |
0.0066 |
0.9% |
83% |
False |
False |
614 |
| 40 |
0.7323 |
0.6973 |
0.0350 |
4.9% |
0.0073 |
1.0% |
63% |
False |
False |
401 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0073 |
1.0% |
73% |
False |
False |
285 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0069 |
1.0% |
69% |
False |
False |
214 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0065 |
0.9% |
65% |
False |
False |
172 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.7% |
0.0056 |
0.8% |
41% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7418 |
|
1.618 |
0.7339 |
|
1.000 |
0.7290 |
|
0.618 |
0.7260 |
|
HIGH |
0.7211 |
|
0.618 |
0.7181 |
|
0.500 |
0.7172 |
|
0.382 |
0.7162 |
|
LOW |
0.7132 |
|
0.618 |
0.7083 |
|
1.000 |
0.7053 |
|
1.618 |
0.7004 |
|
2.618 |
0.6925 |
|
4.250 |
0.6796 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7187 |
0.7192 |
| PP |
0.7179 |
0.7190 |
| S1 |
0.7172 |
0.7187 |
|