CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7229 |
0.7150 |
-0.0079 |
-1.1% |
0.7301 |
| High |
0.7238 |
0.7236 |
-0.0002 |
0.0% |
0.7302 |
| Low |
0.7149 |
0.7125 |
-0.0024 |
-0.3% |
0.7138 |
| Close |
0.7155 |
0.7214 |
0.0059 |
0.8% |
0.7155 |
| Range |
0.0089 |
0.0111 |
0.0022 |
24.7% |
0.0164 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.5% |
0.0000 |
| Volume |
82,414 |
77,093 |
-5,321 |
-6.5% |
251,569 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7480 |
0.7275 |
|
| R3 |
0.7414 |
0.7369 |
0.7245 |
|
| R2 |
0.7303 |
0.7303 |
0.7234 |
|
| R1 |
0.7258 |
0.7258 |
0.7224 |
0.7281 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7203 |
| S1 |
0.7147 |
0.7147 |
0.7204 |
0.7170 |
| S2 |
0.7081 |
0.7081 |
0.7194 |
|
| S3 |
0.6970 |
0.7036 |
0.7183 |
|
| S4 |
0.6859 |
0.6925 |
0.7153 |
|
|
| 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 |
0.7300 |
0.7125 |
0.0175 |
2.4% |
0.0093 |
1.3% |
51% |
False |
True |
61,578 |
| 10 |
0.7348 |
0.7125 |
0.0223 |
3.1% |
0.0090 |
1.2% |
40% |
False |
True |
35,105 |
| 20 |
0.7348 |
0.7028 |
0.0320 |
4.4% |
0.0079 |
1.1% |
58% |
False |
False |
18,017 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0073 |
1.0% |
64% |
False |
False |
9,148 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0075 |
1.0% |
71% |
False |
False |
6,131 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0074 |
1.0% |
73% |
False |
False |
4,602 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0069 |
1.0% |
73% |
False |
False |
3,682 |
| 120 |
0.7639 |
0.6850 |
0.0789 |
10.9% |
0.0063 |
0.9% |
46% |
False |
False |
3,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7708 |
|
2.618 |
0.7527 |
|
1.618 |
0.7416 |
|
1.000 |
0.7347 |
|
0.618 |
0.7305 |
|
HIGH |
0.7236 |
|
0.618 |
0.7194 |
|
0.500 |
0.7181 |
|
0.382 |
0.7167 |
|
LOW |
0.7125 |
|
0.618 |
0.7056 |
|
1.000 |
0.7014 |
|
1.618 |
0.6945 |
|
2.618 |
0.6834 |
|
4.250 |
0.6653 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7214 |
| PP |
0.7192 |
0.7213 |
| S1 |
0.7181 |
0.7213 |
|