CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7140 |
0.7156 |
0.0016 |
0.2% |
0.7150 |
High |
0.7166 |
0.7219 |
0.0053 |
0.7% |
0.7250 |
Low |
0.7125 |
0.7153 |
0.0028 |
0.4% |
0.7065 |
Close |
0.7161 |
0.7195 |
0.0034 |
0.5% |
0.7158 |
Range |
0.0041 |
0.0066 |
0.0025 |
61.0% |
0.0185 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
42,466 |
43,652 |
1,186 |
2.8% |
397,711 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7387 |
0.7357 |
0.7231 |
|
R3 |
0.7321 |
0.7291 |
0.7213 |
|
R2 |
0.7255 |
0.7255 |
0.7207 |
|
R1 |
0.7225 |
0.7225 |
0.7201 |
0.7240 |
PP |
0.7189 |
0.7189 |
0.7189 |
0.7197 |
S1 |
0.7159 |
0.7159 |
0.7189 |
0.7174 |
S2 |
0.7123 |
0.7123 |
0.7183 |
|
S3 |
0.7057 |
0.7093 |
0.7177 |
|
S4 |
0.6991 |
0.7027 |
0.7159 |
|
|
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 |
0.7247 |
0.7065 |
0.0182 |
2.5% |
0.0084 |
1.2% |
71% |
False |
False |
65,934 |
10 |
0.7300 |
0.7065 |
0.0235 |
3.3% |
0.0093 |
1.3% |
55% |
False |
False |
68,121 |
20 |
0.7348 |
0.7065 |
0.0283 |
3.9% |
0.0086 |
1.2% |
46% |
False |
False |
38,125 |
40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0076 |
1.1% |
59% |
False |
False |
19,300 |
60 |
0.7348 |
0.6880 |
0.0468 |
6.5% |
0.0077 |
1.1% |
67% |
False |
False |
12,902 |
80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0075 |
1.0% |
69% |
False |
False |
9,686 |
100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0071 |
1.0% |
69% |
False |
False |
7,749 |
120 |
0.7528 |
0.6850 |
0.0678 |
9.4% |
0.0067 |
0.9% |
51% |
False |
False |
6,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7500 |
2.618 |
0.7392 |
1.618 |
0.7326 |
1.000 |
0.7285 |
0.618 |
0.7260 |
HIGH |
0.7219 |
0.618 |
0.7194 |
0.500 |
0.7186 |
0.382 |
0.7178 |
LOW |
0.7153 |
0.618 |
0.7112 |
1.000 |
0.7087 |
1.618 |
0.7046 |
2.618 |
0.6980 |
4.250 |
0.6873 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7192 |
0.7180 |
PP |
0.7189 |
0.7165 |
S1 |
0.7186 |
0.7150 |
|