CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7214 |
0.7165 |
-0.0049 |
-0.7% |
0.7301 |
| High |
0.7250 |
0.7247 |
-0.0003 |
0.0% |
0.7302 |
| Low |
0.7127 |
0.7143 |
0.0016 |
0.2% |
0.7138 |
| Close |
0.7161 |
0.7224 |
0.0063 |
0.9% |
0.7155 |
| Range |
0.0123 |
0.0104 |
-0.0019 |
-15.4% |
0.0164 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.4% |
0.0000 |
| Volume |
77,062 |
82,500 |
5,438 |
7.1% |
251,569 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7474 |
0.7281 |
|
| R3 |
0.7413 |
0.7370 |
0.7253 |
|
| R2 |
0.7309 |
0.7309 |
0.7243 |
|
| R1 |
0.7266 |
0.7266 |
0.7234 |
0.7288 |
| PP |
0.7205 |
0.7205 |
0.7205 |
0.7215 |
| S1 |
0.7162 |
0.7162 |
0.7214 |
0.7184 |
| S2 |
0.7101 |
0.7101 |
0.7205 |
|
| S3 |
0.6997 |
0.7058 |
0.7195 |
|
| S4 |
0.6893 |
0.6954 |
0.7167 |
|
|
| 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% |
0.0108 |
1.5% |
57% |
False |
False |
73,197 |
| 10 |
0.7348 |
0.7125 |
0.0223 |
3.1% |
0.0096 |
1.3% |
44% |
False |
False |
50,078 |
| 20 |
0.7348 |
0.7028 |
0.0320 |
4.4% |
0.0084 |
1.2% |
61% |
False |
False |
25,949 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0076 |
1.0% |
67% |
False |
False |
13,130 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0076 |
1.1% |
74% |
False |
False |
8,790 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0074 |
1.0% |
75% |
False |
False |
6,596 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0070 |
1.0% |
75% |
False |
False |
5,278 |
| 120 |
0.7620 |
0.6850 |
0.0770 |
10.7% |
0.0065 |
0.9% |
49% |
False |
False |
4,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7519 |
|
1.618 |
0.7415 |
|
1.000 |
0.7351 |
|
0.618 |
0.7311 |
|
HIGH |
0.7247 |
|
0.618 |
0.7207 |
|
0.500 |
0.7195 |
|
0.382 |
0.7183 |
|
LOW |
0.7143 |
|
0.618 |
0.7079 |
|
1.000 |
0.7039 |
|
1.618 |
0.6975 |
|
2.618 |
0.6871 |
|
4.250 |
0.6701 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7214 |
0.7212 |
| PP |
0.7205 |
0.7200 |
| S1 |
0.7195 |
0.7188 |
|