CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7165 |
0.7174 |
0.0009 |
0.1% |
0.7301 |
| High |
0.7247 |
0.7183 |
-0.0064 |
-0.9% |
0.7302 |
| Low |
0.7143 |
0.7065 |
-0.0078 |
-1.1% |
0.7138 |
| Close |
0.7224 |
0.7082 |
-0.0142 |
-2.0% |
0.7155 |
| Range |
0.0104 |
0.0118 |
0.0014 |
13.5% |
0.0164 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.8% |
0.0000 |
| Volume |
82,500 |
88,603 |
6,103 |
7.4% |
251,569 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7464 |
0.7391 |
0.7147 |
|
| R3 |
0.7346 |
0.7273 |
0.7114 |
|
| R2 |
0.7228 |
0.7228 |
0.7104 |
|
| R1 |
0.7155 |
0.7155 |
0.7093 |
0.7133 |
| PP |
0.7110 |
0.7110 |
0.7110 |
0.7099 |
| S1 |
0.7037 |
0.7037 |
0.7071 |
0.7015 |
| S2 |
0.6992 |
0.6992 |
0.7060 |
|
| S3 |
0.6874 |
0.6919 |
0.7050 |
|
| S4 |
0.6756 |
0.6801 |
0.7017 |
|
|
| 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 |
0.7250 |
0.7065 |
0.0185 |
2.6% |
0.0109 |
1.5% |
9% |
False |
True |
81,534 |
| 10 |
0.7348 |
0.7065 |
0.0283 |
4.0% |
0.0100 |
1.4% |
6% |
False |
True |
58,133 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
4.0% |
0.0088 |
1.2% |
6% |
False |
True |
30,370 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.3% |
0.0077 |
1.1% |
29% |
False |
False |
15,343 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.6% |
0.0077 |
1.1% |
43% |
False |
False |
10,265 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0074 |
1.0% |
47% |
False |
False |
7,704 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0071 |
1.0% |
47% |
False |
False |
6,164 |
| 120 |
0.7620 |
0.6850 |
0.0770 |
10.9% |
0.0066 |
0.9% |
30% |
False |
False |
5,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7492 |
|
1.618 |
0.7374 |
|
1.000 |
0.7301 |
|
0.618 |
0.7256 |
|
HIGH |
0.7183 |
|
0.618 |
0.7138 |
|
0.500 |
0.7124 |
|
0.382 |
0.7110 |
|
LOW |
0.7065 |
|
0.618 |
0.6992 |
|
1.000 |
0.6947 |
|
1.618 |
0.6874 |
|
2.618 |
0.6756 |
|
4.250 |
0.6564 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7124 |
0.7158 |
| PP |
0.7110 |
0.7132 |
| S1 |
0.7096 |
0.7107 |
|