CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7188 |
0.7286 |
0.0098 |
1.4% |
0.7190 |
| High |
0.7297 |
0.7305 |
0.0008 |
0.1% |
0.7242 |
| Low |
0.7188 |
0.7256 |
0.0068 |
0.9% |
0.7121 |
| Close |
0.7297 |
0.7266 |
-0.0031 |
-0.4% |
0.7156 |
| Range |
0.0109 |
0.0049 |
-0.0060 |
-55.0% |
0.0121 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
5,186 |
4,641 |
-545 |
-10.5% |
4,376 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7393 |
0.7293 |
|
| R3 |
0.7374 |
0.7344 |
0.7279 |
|
| R2 |
0.7325 |
0.7325 |
0.7275 |
|
| R1 |
0.7295 |
0.7295 |
0.7270 |
0.7286 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7271 |
| S1 |
0.7246 |
0.7246 |
0.7262 |
0.7237 |
| S2 |
0.7227 |
0.7227 |
0.7257 |
|
| S3 |
0.7178 |
0.7197 |
0.7253 |
|
| S4 |
0.7129 |
0.7148 |
0.7239 |
|
|
| 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 |
0.7305 |
0.7132 |
0.0173 |
2.4% |
0.0073 |
1.0% |
77% |
True |
False |
2,748 |
| 10 |
0.7305 |
0.7028 |
0.0277 |
3.8% |
0.0072 |
1.0% |
86% |
True |
False |
1,819 |
| 20 |
0.7305 |
0.6973 |
0.0332 |
4.6% |
0.0069 |
0.9% |
88% |
True |
False |
1,077 |
| 40 |
0.7323 |
0.6973 |
0.0350 |
4.8% |
0.0073 |
1.0% |
84% |
False |
False |
642 |
| 60 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0073 |
1.0% |
87% |
False |
False |
448 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.8% |
0.0070 |
1.0% |
84% |
False |
False |
337 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0066 |
0.9% |
78% |
False |
False |
270 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.6% |
0.0057 |
0.8% |
50% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7513 |
|
2.618 |
0.7433 |
|
1.618 |
0.7384 |
|
1.000 |
0.7354 |
|
0.618 |
0.7335 |
|
HIGH |
0.7305 |
|
0.618 |
0.7286 |
|
0.500 |
0.7281 |
|
0.382 |
0.7275 |
|
LOW |
0.7256 |
|
0.618 |
0.7226 |
|
1.000 |
0.7207 |
|
1.618 |
0.7177 |
|
2.618 |
0.7128 |
|
4.250 |
0.7048 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7281 |
0.7250 |
| PP |
0.7276 |
0.7234 |
| S1 |
0.7271 |
0.7219 |
|