CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7286 |
0.7266 |
-0.0020 |
-0.3% |
0.7190 |
| High |
0.7305 |
0.7330 |
0.0025 |
0.3% |
0.7242 |
| Low |
0.7256 |
0.7247 |
-0.0009 |
-0.1% |
0.7121 |
| Close |
0.7266 |
0.7312 |
0.0046 |
0.6% |
0.7156 |
| Range |
0.0049 |
0.0083 |
0.0034 |
69.4% |
0.0121 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4,641 |
8,060 |
3,419 |
73.7% |
4,376 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7512 |
0.7358 |
|
| R3 |
0.7462 |
0.7429 |
0.7335 |
|
| R2 |
0.7379 |
0.7379 |
0.7327 |
|
| R1 |
0.7346 |
0.7346 |
0.7320 |
0.7363 |
| PP |
0.7296 |
0.7296 |
0.7296 |
0.7305 |
| S1 |
0.7263 |
0.7263 |
0.7304 |
0.7280 |
| S2 |
0.7213 |
0.7213 |
0.7297 |
|
| S3 |
0.7130 |
0.7180 |
0.7289 |
|
| S4 |
0.7047 |
0.7097 |
0.7266 |
|
|
| 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 |
0.7330 |
0.7132 |
0.0198 |
2.7% |
0.0079 |
1.1% |
91% |
True |
False |
4,157 |
| 10 |
0.7330 |
0.7067 |
0.0263 |
3.6% |
0.0076 |
1.0% |
93% |
True |
False |
2,607 |
| 20 |
0.7330 |
0.6973 |
0.0357 |
4.9% |
0.0069 |
0.9% |
95% |
True |
False |
1,468 |
| 40 |
0.7330 |
0.6973 |
0.0357 |
4.9% |
0.0073 |
1.0% |
95% |
True |
False |
842 |
| 60 |
0.7330 |
0.6880 |
0.0450 |
6.2% |
0.0074 |
1.0% |
96% |
True |
False |
582 |
| 80 |
0.7330 |
0.6850 |
0.0480 |
6.6% |
0.0070 |
1.0% |
96% |
True |
False |
438 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0066 |
0.9% |
87% |
False |
False |
350 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.5% |
0.0058 |
0.8% |
55% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7547 |
|
1.618 |
0.7464 |
|
1.000 |
0.7413 |
|
0.618 |
0.7381 |
|
HIGH |
0.7330 |
|
0.618 |
0.7298 |
|
0.500 |
0.7289 |
|
0.382 |
0.7279 |
|
LOW |
0.7247 |
|
0.618 |
0.7196 |
|
1.000 |
0.7164 |
|
1.618 |
0.7113 |
|
2.618 |
0.7030 |
|
4.250 |
0.6894 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7304 |
0.7294 |
| PP |
0.7296 |
0.7277 |
| S1 |
0.7289 |
0.7259 |
|