CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7196 |
0.0010 |
0.1% |
0.7151 |
| High |
0.7210 |
0.7300 |
0.0090 |
1.2% |
0.7348 |
| Low |
0.7138 |
0.7188 |
0.0050 |
0.7% |
0.7132 |
| Close |
0.7176 |
0.7253 |
0.0077 |
1.1% |
0.7304 |
| Range |
0.0072 |
0.0112 |
0.0040 |
55.6% |
0.0216 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.4% |
0.0000 |
| Volume |
68,053 |
46,920 |
-21,133 |
-31.1% |
24,341 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7530 |
0.7315 |
|
| R3 |
0.7471 |
0.7418 |
0.7284 |
|
| R2 |
0.7359 |
0.7359 |
0.7274 |
|
| R1 |
0.7306 |
0.7306 |
0.7263 |
0.7333 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7260 |
| S1 |
0.7194 |
0.7194 |
0.7243 |
0.7221 |
| S2 |
0.7135 |
0.7135 |
0.7232 |
|
| S3 |
0.7023 |
0.7082 |
0.7222 |
|
| S4 |
0.6911 |
0.6970 |
0.7191 |
|
|
| 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% |
0.0091 |
1.3% |
55% |
False |
False |
34,731 |
| 10 |
0.7348 |
0.7132 |
0.0216 |
3.0% |
0.0085 |
1.2% |
56% |
False |
False |
19,444 |
| 20 |
0.7348 |
0.7022 |
0.0326 |
4.5% |
0.0076 |
1.0% |
71% |
False |
False |
10,104 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0071 |
1.0% |
75% |
False |
False |
5,165 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0075 |
1.0% |
80% |
False |
False |
3,474 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0073 |
1.0% |
81% |
False |
False |
2,609 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0068 |
0.9% |
81% |
False |
False |
2,087 |
| 120 |
0.7639 |
0.6850 |
0.0789 |
10.9% |
0.0062 |
0.8% |
51% |
False |
False |
1,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7776 |
|
2.618 |
0.7593 |
|
1.618 |
0.7481 |
|
1.000 |
0.7412 |
|
0.618 |
0.7369 |
|
HIGH |
0.7300 |
|
0.618 |
0.7257 |
|
0.500 |
0.7244 |
|
0.382 |
0.7231 |
|
LOW |
0.7188 |
|
0.618 |
0.7119 |
|
1.000 |
0.7076 |
|
1.618 |
0.7007 |
|
2.618 |
0.6895 |
|
4.250 |
0.6712 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7250 |
0.7242 |
| PP |
0.7247 |
0.7230 |
| S1 |
0.7244 |
0.7219 |
|