CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7151 |
0.7188 |
0.0037 |
0.5% |
0.7190 |
| High |
0.7211 |
0.7297 |
0.0086 |
1.2% |
0.7242 |
| Low |
0.7132 |
0.7188 |
0.0056 |
0.8% |
0.7121 |
| Close |
0.7195 |
0.7297 |
0.0102 |
1.4% |
0.7156 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.0% |
0.0121 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,950 |
5,186 |
3,236 |
165.9% |
4,376 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7551 |
0.7357 |
|
| R3 |
0.7479 |
0.7442 |
0.7327 |
|
| R2 |
0.7370 |
0.7370 |
0.7317 |
|
| R1 |
0.7333 |
0.7333 |
0.7307 |
0.7352 |
| PP |
0.7261 |
0.7261 |
0.7261 |
0.7270 |
| S1 |
0.7224 |
0.7224 |
0.7287 |
0.7243 |
| S2 |
0.7152 |
0.7152 |
0.7277 |
|
| S3 |
0.7043 |
0.7115 |
0.7267 |
|
| S4 |
0.6934 |
0.7006 |
0.7237 |
|
|
| 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 |
0.7297 |
0.7132 |
0.0165 |
2.3% |
0.0077 |
1.1% |
100% |
True |
False |
1,982 |
| 10 |
0.7297 |
0.7028 |
0.0269 |
3.7% |
0.0074 |
1.0% |
100% |
True |
False |
1,405 |
| 20 |
0.7297 |
0.6973 |
0.0324 |
4.4% |
0.0070 |
1.0% |
100% |
True |
False |
869 |
| 40 |
0.7323 |
0.6973 |
0.0350 |
4.8% |
0.0074 |
1.0% |
93% |
False |
False |
528 |
| 60 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0074 |
1.0% |
94% |
False |
False |
371 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.8% |
0.0070 |
1.0% |
90% |
False |
False |
279 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0066 |
0.9% |
84% |
False |
False |
223 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.5% |
0.0057 |
0.8% |
53% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7760 |
|
2.618 |
0.7582 |
|
1.618 |
0.7473 |
|
1.000 |
0.7406 |
|
0.618 |
0.7364 |
|
HIGH |
0.7297 |
|
0.618 |
0.7255 |
|
0.500 |
0.7243 |
|
0.382 |
0.7230 |
|
LOW |
0.7188 |
|
0.618 |
0.7121 |
|
1.000 |
0.7079 |
|
1.618 |
0.7012 |
|
2.618 |
0.6903 |
|
4.250 |
0.6725 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7279 |
0.7270 |
| PP |
0.7261 |
0.7242 |
| S1 |
0.7243 |
0.7215 |
|