CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7295 |
0.7301 |
0.0006 |
0.1% |
0.7151 |
| High |
0.7348 |
0.7302 |
-0.0046 |
-0.6% |
0.7348 |
| Low |
0.7243 |
0.7220 |
-0.0023 |
-0.3% |
0.7132 |
| Close |
0.7304 |
0.7228 |
-0.0076 |
-1.0% |
0.7304 |
| Range |
0.0105 |
0.0082 |
-0.0023 |
-21.9% |
0.0216 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
4,504 |
20,768 |
16,264 |
361.1% |
24,341 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7444 |
0.7273 |
|
| R3 |
0.7414 |
0.7362 |
0.7251 |
|
| R2 |
0.7332 |
0.7332 |
0.7243 |
|
| R1 |
0.7280 |
0.7280 |
0.7236 |
0.7265 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7243 |
| S1 |
0.7198 |
0.7198 |
0.7220 |
0.7183 |
| S2 |
0.7168 |
0.7168 |
0.7213 |
|
| S3 |
0.7086 |
0.7116 |
0.7205 |
|
| S4 |
0.7004 |
0.7034 |
0.7183 |
|
|
| 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 |
0.7188 |
0.0160 |
2.2% |
0.0086 |
1.2% |
25% |
False |
False |
8,631 |
| 10 |
0.7348 |
0.7121 |
0.0227 |
3.1% |
0.0077 |
1.1% |
47% |
False |
False |
4,948 |
| 20 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0069 |
1.0% |
68% |
False |
False |
2,705 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0072 |
1.0% |
68% |
False |
False |
1,466 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0074 |
1.0% |
74% |
False |
False |
1,003 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0070 |
1.0% |
76% |
False |
False |
754 |
| 100 |
0.7354 |
0.6850 |
0.0504 |
7.0% |
0.0067 |
0.9% |
75% |
False |
False |
603 |
| 120 |
0.7690 |
0.6850 |
0.0840 |
11.6% |
0.0059 |
0.8% |
45% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7651 |
|
2.618 |
0.7517 |
|
1.618 |
0.7435 |
|
1.000 |
0.7384 |
|
0.618 |
0.7353 |
|
HIGH |
0.7302 |
|
0.618 |
0.7271 |
|
0.500 |
0.7261 |
|
0.382 |
0.7251 |
|
LOW |
0.7220 |
|
0.618 |
0.7169 |
|
1.000 |
0.7138 |
|
1.618 |
0.7087 |
|
2.618 |
0.7005 |
|
4.250 |
0.6872 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7261 |
0.7284 |
| PP |
0.7250 |
0.7265 |
| S1 |
0.7239 |
0.7247 |
|