CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7224 |
0.7186 |
-0.0038 |
-0.5% |
0.7151 |
| High |
0.7234 |
0.7210 |
-0.0024 |
-0.3% |
0.7348 |
| Low |
0.7151 |
0.7138 |
-0.0013 |
-0.2% |
0.7132 |
| Close |
0.7169 |
0.7176 |
0.0007 |
0.1% |
0.7304 |
| Range |
0.0083 |
0.0072 |
-0.0011 |
-13.3% |
0.0216 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
33,414 |
68,053 |
34,639 |
103.7% |
24,341 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7391 |
0.7355 |
0.7216 |
|
| R3 |
0.7319 |
0.7283 |
0.7196 |
|
| R2 |
0.7247 |
0.7247 |
0.7189 |
|
| R1 |
0.7211 |
0.7211 |
0.7183 |
0.7193 |
| PP |
0.7175 |
0.7175 |
0.7175 |
0.7166 |
| S1 |
0.7139 |
0.7139 |
0.7169 |
0.7121 |
| S2 |
0.7103 |
0.7103 |
0.7163 |
|
| S3 |
0.7031 |
0.7067 |
0.7156 |
|
| S4 |
0.6959 |
0.6995 |
0.7136 |
|
|
| 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 |
0.7138 |
0.0210 |
2.9% |
0.0085 |
1.2% |
18% |
False |
True |
26,959 |
| 10 |
0.7348 |
0.7132 |
0.0216 |
3.0% |
0.0079 |
1.1% |
20% |
False |
False |
14,853 |
| 20 |
0.7348 |
0.6985 |
0.0363 |
5.1% |
0.0072 |
1.0% |
53% |
False |
False |
7,766 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0072 |
1.0% |
54% |
False |
False |
3,994 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0075 |
1.0% |
63% |
False |
False |
2,693 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0071 |
1.0% |
65% |
False |
False |
2,022 |
| 100 |
0.7354 |
0.6850 |
0.0504 |
7.0% |
0.0067 |
0.9% |
65% |
False |
False |
1,618 |
| 120 |
0.7639 |
0.6850 |
0.0789 |
11.0% |
0.0061 |
0.8% |
41% |
False |
False |
1,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7516 |
|
2.618 |
0.7398 |
|
1.618 |
0.7326 |
|
1.000 |
0.7282 |
|
0.618 |
0.7254 |
|
HIGH |
0.7210 |
|
0.618 |
0.7182 |
|
0.500 |
0.7174 |
|
0.382 |
0.7166 |
|
LOW |
0.7138 |
|
0.618 |
0.7094 |
|
1.000 |
0.7066 |
|
1.618 |
0.7022 |
|
2.618 |
0.6950 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7175 |
0.7220 |
| PP |
0.7175 |
0.7205 |
| S1 |
0.7174 |
0.7191 |
|