CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7174 |
0.7086 |
-0.0088 |
-1.2% |
0.7150 |
| High |
0.7183 |
0.7170 |
-0.0013 |
-0.2% |
0.7250 |
| Low |
0.7065 |
0.7081 |
0.0016 |
0.2% |
0.7065 |
| Close |
0.7082 |
0.7158 |
0.0076 |
1.1% |
0.7158 |
| Range |
0.0118 |
0.0089 |
-0.0029 |
-24.6% |
0.0185 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
88,603 |
72,453 |
-16,150 |
-18.2% |
397,711 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7370 |
0.7207 |
|
| R3 |
0.7314 |
0.7281 |
0.7182 |
|
| R2 |
0.7225 |
0.7225 |
0.7174 |
|
| R1 |
0.7192 |
0.7192 |
0.7166 |
0.7209 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7145 |
| S1 |
0.7103 |
0.7103 |
0.7150 |
0.7120 |
| S2 |
0.7047 |
0.7047 |
0.7142 |
|
| S3 |
0.6958 |
0.7014 |
0.7134 |
|
| S4 |
0.6869 |
0.6925 |
0.7109 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7620 |
0.7260 |
|
| R3 |
0.7528 |
0.7435 |
0.7209 |
|
| R2 |
0.7343 |
0.7343 |
0.7192 |
|
| R1 |
0.7250 |
0.7250 |
0.7175 |
0.7297 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7181 |
| S1 |
0.7065 |
0.7065 |
0.7141 |
0.7112 |
| S2 |
0.6973 |
0.6973 |
0.7124 |
|
| S3 |
0.6788 |
0.6880 |
0.7107 |
|
| S4 |
0.6603 |
0.6695 |
0.7056 |
|
|
| 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% |
50% |
False |
False |
79,542 |
| 10 |
0.7302 |
0.7065 |
0.0237 |
3.3% |
0.0098 |
1.4% |
39% |
False |
False |
64,928 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
4.0% |
0.0087 |
1.2% |
33% |
False |
False |
33,939 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0078 |
1.1% |
49% |
False |
False |
17,152 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0077 |
1.1% |
59% |
False |
False |
11,471 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0075 |
1.0% |
62% |
False |
False |
8,610 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0071 |
1.0% |
62% |
False |
False |
6,888 |
| 120 |
0.7545 |
0.6850 |
0.0695 |
9.7% |
0.0067 |
0.9% |
44% |
False |
False |
5,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7403 |
|
1.618 |
0.7314 |
|
1.000 |
0.7259 |
|
0.618 |
0.7225 |
|
HIGH |
0.7170 |
|
0.618 |
0.7136 |
|
0.500 |
0.7126 |
|
0.382 |
0.7115 |
|
LOW |
0.7081 |
|
0.618 |
0.7026 |
|
1.000 |
0.6992 |
|
1.618 |
0.6937 |
|
2.618 |
0.6848 |
|
4.250 |
0.6703 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7147 |
0.7157 |
| PP |
0.7136 |
0.7157 |
| S1 |
0.7126 |
0.7156 |
|