CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7295 |
0.0029 |
0.4% |
0.7151 |
| High |
0.7330 |
0.7348 |
0.0018 |
0.2% |
0.7348 |
| Low |
0.7247 |
0.7243 |
-0.0004 |
-0.1% |
0.7132 |
| Close |
0.7312 |
0.7304 |
-0.0008 |
-0.1% |
0.7304 |
| Range |
0.0083 |
0.0105 |
0.0022 |
26.5% |
0.0216 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.0% |
0.0000 |
| Volume |
8,060 |
4,504 |
-3,556 |
-44.1% |
24,341 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7564 |
0.7362 |
|
| R3 |
0.7508 |
0.7459 |
0.7333 |
|
| R2 |
0.7403 |
0.7403 |
0.7323 |
|
| R1 |
0.7354 |
0.7354 |
0.7314 |
0.7379 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7311 |
| S1 |
0.7249 |
0.7249 |
0.7294 |
0.7274 |
| S2 |
0.7193 |
0.7193 |
0.7285 |
|
| S3 |
0.7088 |
0.7144 |
0.7275 |
|
| S4 |
0.6983 |
0.7039 |
0.7246 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7823 |
0.7423 |
|
| R3 |
0.7693 |
0.7607 |
0.7363 |
|
| R2 |
0.7477 |
0.7477 |
0.7344 |
|
| R1 |
0.7391 |
0.7391 |
0.7324 |
0.7434 |
| PP |
0.7261 |
0.7261 |
0.7261 |
0.7283 |
| S1 |
0.7175 |
0.7175 |
0.7284 |
0.7218 |
| S2 |
0.7045 |
0.7045 |
0.7264 |
|
| S3 |
0.6829 |
0.6959 |
0.7245 |
|
| S4 |
0.6613 |
0.6743 |
0.7185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7348 |
0.7132 |
0.0216 |
3.0% |
0.0085 |
1.2% |
80% |
True |
False |
4,868 |
| 10 |
0.7348 |
0.7121 |
0.0227 |
3.1% |
0.0076 |
1.0% |
81% |
True |
False |
2,951 |
| 20 |
0.7348 |
0.6973 |
0.0375 |
5.1% |
0.0072 |
1.0% |
88% |
True |
False |
1,680 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.1% |
0.0072 |
1.0% |
88% |
True |
False |
951 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.4% |
0.0074 |
1.0% |
91% |
True |
False |
657 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.8% |
0.0069 |
0.9% |
91% |
True |
False |
494 |
| 100 |
0.7354 |
0.6850 |
0.0504 |
6.9% |
0.0066 |
0.9% |
90% |
False |
False |
396 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.5% |
0.0059 |
0.8% |
54% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7794 |
|
2.618 |
0.7623 |
|
1.618 |
0.7518 |
|
1.000 |
0.7453 |
|
0.618 |
0.7413 |
|
HIGH |
0.7348 |
|
0.618 |
0.7308 |
|
0.500 |
0.7296 |
|
0.382 |
0.7283 |
|
LOW |
0.7243 |
|
0.618 |
0.7178 |
|
1.000 |
0.7138 |
|
1.618 |
0.7073 |
|
2.618 |
0.6968 |
|
4.250 |
0.6797 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7301 |
| PP |
0.7298 |
0.7298 |
| S1 |
0.7296 |
0.7296 |
|