CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7086 |
0.7140 |
0.0054 |
0.8% |
0.7150 |
| High |
0.7170 |
0.7166 |
-0.0004 |
-0.1% |
0.7250 |
| Low |
0.7081 |
0.7125 |
0.0044 |
0.6% |
0.7065 |
| Close |
0.7158 |
0.7161 |
0.0003 |
0.0% |
0.7158 |
| Range |
0.0089 |
0.0041 |
-0.0048 |
-53.9% |
0.0185 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
72,453 |
42,466 |
-29,987 |
-41.4% |
397,711 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7274 |
0.7258 |
0.7184 |
|
| R3 |
0.7233 |
0.7217 |
0.7172 |
|
| R2 |
0.7192 |
0.7192 |
0.7169 |
|
| R1 |
0.7176 |
0.7176 |
0.7165 |
0.7184 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7155 |
| S1 |
0.7135 |
0.7135 |
0.7157 |
0.7143 |
| S2 |
0.7110 |
0.7110 |
0.7153 |
|
| S3 |
0.7069 |
0.7094 |
0.7150 |
|
| S4 |
0.7028 |
0.7053 |
0.7138 |
|
|
| 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% |
0.0095 |
1.3% |
52% |
False |
False |
72,616 |
| 10 |
0.7300 |
0.7065 |
0.0235 |
3.3% |
0.0094 |
1.3% |
41% |
False |
False |
67,097 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
4.0% |
0.0086 |
1.2% |
34% |
False |
False |
36,023 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0076 |
1.1% |
50% |
False |
False |
18,211 |
| 60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0077 |
1.1% |
60% |
False |
False |
12,177 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0075 |
1.1% |
62% |
False |
False |
9,140 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0071 |
1.0% |
62% |
False |
False |
7,313 |
| 120 |
0.7528 |
0.6850 |
0.0678 |
9.5% |
0.0067 |
0.9% |
46% |
False |
False |
6,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7273 |
|
1.618 |
0.7232 |
|
1.000 |
0.7207 |
|
0.618 |
0.7191 |
|
HIGH |
0.7166 |
|
0.618 |
0.7150 |
|
0.500 |
0.7146 |
|
0.382 |
0.7141 |
|
LOW |
0.7125 |
|
0.618 |
0.7100 |
|
1.000 |
0.7084 |
|
1.618 |
0.7059 |
|
2.618 |
0.7018 |
|
4.250 |
0.6951 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7156 |
0.7149 |
| PP |
0.7151 |
0.7136 |
| S1 |
0.7146 |
0.7124 |
|