CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7196 |
0.7229 |
0.0033 |
0.5% |
0.7301 |
| High |
0.7300 |
0.7238 |
-0.0062 |
-0.8% |
0.7302 |
| Low |
0.7188 |
0.7149 |
-0.0039 |
-0.5% |
0.7138 |
| Close |
0.7253 |
0.7155 |
-0.0098 |
-1.4% |
0.7155 |
| Range |
0.0112 |
0.0089 |
-0.0023 |
-20.5% |
0.0164 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.1% |
0.0000 |
| Volume |
46,920 |
82,414 |
35,494 |
75.6% |
251,569 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7390 |
0.7204 |
|
| R3 |
0.7359 |
0.7301 |
0.7179 |
|
| R2 |
0.7270 |
0.7270 |
0.7171 |
|
| R1 |
0.7212 |
0.7212 |
0.7163 |
0.7197 |
| PP |
0.7181 |
0.7181 |
0.7181 |
0.7173 |
| S1 |
0.7123 |
0.7123 |
0.7147 |
0.7108 |
| S2 |
0.7092 |
0.7092 |
0.7139 |
|
| S3 |
0.7003 |
0.7034 |
0.7131 |
|
| S4 |
0.6914 |
0.6945 |
0.7106 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7587 |
0.7245 |
|
| R3 |
0.7526 |
0.7423 |
0.7200 |
|
| R2 |
0.7362 |
0.7362 |
0.7185 |
|
| R1 |
0.7259 |
0.7259 |
0.7170 |
0.7229 |
| PP |
0.7198 |
0.7198 |
0.7198 |
0.7183 |
| S1 |
0.7095 |
0.7095 |
0.7140 |
0.7065 |
| S2 |
0.7034 |
0.7034 |
0.7125 |
|
| S3 |
0.6870 |
0.6931 |
0.7110 |
|
| S4 |
0.6706 |
0.6767 |
0.7065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7138 |
0.0164 |
2.3% |
0.0088 |
1.2% |
10% |
False |
False |
50,313 |
| 10 |
0.7348 |
0.7132 |
0.0216 |
3.0% |
0.0086 |
1.2% |
11% |
False |
False |
27,591 |
| 20 |
0.7348 |
0.7028 |
0.0320 |
4.5% |
0.0076 |
1.1% |
40% |
False |
False |
14,180 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0071 |
1.0% |
49% |
False |
False |
7,223 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0075 |
1.0% |
59% |
False |
False |
4,846 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0073 |
1.0% |
61% |
False |
False |
3,639 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0068 |
0.9% |
61% |
False |
False |
2,911 |
| 120 |
0.7639 |
0.6850 |
0.0789 |
11.0% |
0.0062 |
0.9% |
39% |
False |
False |
2,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7471 |
|
1.618 |
0.7382 |
|
1.000 |
0.7327 |
|
0.618 |
0.7293 |
|
HIGH |
0.7238 |
|
0.618 |
0.7204 |
|
0.500 |
0.7194 |
|
0.382 |
0.7183 |
|
LOW |
0.7149 |
|
0.618 |
0.7094 |
|
1.000 |
0.7060 |
|
1.618 |
0.7005 |
|
2.618 |
0.6916 |
|
4.250 |
0.6771 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7219 |
| PP |
0.7181 |
0.7198 |
| S1 |
0.7168 |
0.7176 |
|