CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7301 |
0.7224 |
-0.0077 |
-1.1% |
0.7151 |
| High |
0.7302 |
0.7234 |
-0.0068 |
-0.9% |
0.7348 |
| Low |
0.7220 |
0.7151 |
-0.0069 |
-1.0% |
0.7132 |
| Close |
0.7228 |
0.7169 |
-0.0059 |
-0.8% |
0.7304 |
| Range |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0216 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
20,768 |
33,414 |
12,646 |
60.9% |
24,341 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7384 |
0.7215 |
|
| R3 |
0.7351 |
0.7301 |
0.7192 |
|
| R2 |
0.7268 |
0.7268 |
0.7184 |
|
| R1 |
0.7218 |
0.7218 |
0.7177 |
0.7202 |
| PP |
0.7185 |
0.7185 |
0.7185 |
0.7176 |
| S1 |
0.7135 |
0.7135 |
0.7161 |
0.7119 |
| S2 |
0.7102 |
0.7102 |
0.7154 |
|
| S3 |
0.7019 |
0.7052 |
0.7146 |
|
| S4 |
0.6936 |
0.6969 |
0.7123 |
|
|
| 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 |
0.7151 |
0.0197 |
2.7% |
0.0080 |
1.1% |
9% |
False |
True |
14,277 |
| 10 |
0.7348 |
0.7132 |
0.0216 |
3.0% |
0.0079 |
1.1% |
17% |
False |
False |
8,129 |
| 20 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0071 |
1.0% |
52% |
False |
False |
4,370 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0073 |
1.0% |
52% |
False |
False |
2,300 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0075 |
1.0% |
62% |
False |
False |
1,559 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0071 |
1.0% |
64% |
False |
False |
1,172 |
| 100 |
0.7354 |
0.6850 |
0.0504 |
7.0% |
0.0067 |
0.9% |
63% |
False |
False |
937 |
| 120 |
0.7662 |
0.6850 |
0.0812 |
11.3% |
0.0060 |
0.8% |
39% |
False |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7451 |
|
1.618 |
0.7368 |
|
1.000 |
0.7317 |
|
0.618 |
0.7285 |
|
HIGH |
0.7234 |
|
0.618 |
0.7202 |
|
0.500 |
0.7193 |
|
0.382 |
0.7183 |
|
LOW |
0.7151 |
|
0.618 |
0.7100 |
|
1.000 |
0.7068 |
|
1.618 |
0.7017 |
|
2.618 |
0.6934 |
|
4.250 |
0.6798 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7250 |
| PP |
0.7185 |
0.7223 |
| S1 |
0.7177 |
0.7196 |
|