CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7150 |
0.7214 |
0.0064 |
0.9% |
0.7301 |
| High |
0.7236 |
0.7250 |
0.0014 |
0.2% |
0.7302 |
| Low |
0.7125 |
0.7127 |
0.0002 |
0.0% |
0.7138 |
| Close |
0.7214 |
0.7161 |
-0.0053 |
-0.7% |
0.7155 |
| Range |
0.0111 |
0.0123 |
0.0012 |
10.8% |
0.0164 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.3% |
0.0000 |
| Volume |
77,093 |
77,062 |
-31 |
0.0% |
251,569 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7478 |
0.7229 |
|
| R3 |
0.7425 |
0.7355 |
0.7195 |
|
| R2 |
0.7302 |
0.7302 |
0.7184 |
|
| R1 |
0.7232 |
0.7232 |
0.7172 |
0.7206 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7166 |
| S1 |
0.7109 |
0.7109 |
0.7150 |
0.7083 |
| S2 |
0.7056 |
0.7056 |
0.7138 |
|
| S3 |
0.6933 |
0.6986 |
0.7127 |
|
| S4 |
0.6810 |
0.6863 |
0.7093 |
|
|
| 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% |
0.0101 |
1.4% |
21% |
False |
False |
70,308 |
| 10 |
0.7348 |
0.7125 |
0.0223 |
3.1% |
0.0091 |
1.3% |
16% |
False |
False |
42,292 |
| 20 |
0.7348 |
0.7028 |
0.0320 |
4.5% |
0.0082 |
1.1% |
42% |
False |
False |
21,849 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0074 |
1.0% |
50% |
False |
False |
11,069 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0076 |
1.1% |
60% |
False |
False |
7,415 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0075 |
1.0% |
62% |
False |
False |
5,566 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0070 |
1.0% |
62% |
False |
False |
4,453 |
| 120 |
0.7620 |
0.6850 |
0.0770 |
10.8% |
0.0064 |
0.9% |
40% |
False |
False |
3,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7572 |
|
1.618 |
0.7449 |
|
1.000 |
0.7373 |
|
0.618 |
0.7326 |
|
HIGH |
0.7250 |
|
0.618 |
0.7203 |
|
0.500 |
0.7189 |
|
0.382 |
0.7174 |
|
LOW |
0.7127 |
|
0.618 |
0.7051 |
|
1.000 |
0.7004 |
|
1.618 |
0.6928 |
|
2.618 |
0.6805 |
|
4.250 |
0.6604 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7188 |
| PP |
0.7179 |
0.7179 |
| S1 |
0.7170 |
0.7170 |
|