CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7202 |
0.0000 |
0.0% |
0.7150 |
| High |
0.7220 |
0.7260 |
0.0040 |
0.6% |
0.7250 |
| Low |
0.7181 |
0.7200 |
0.0019 |
0.3% |
0.7065 |
| Close |
0.7213 |
0.7247 |
0.0034 |
0.5% |
0.7158 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0185 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
33,152 |
26,007 |
-7,145 |
-21.6% |
397,711 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7391 |
0.7280 |
|
| R3 |
0.7356 |
0.7331 |
0.7264 |
|
| R2 |
0.7296 |
0.7296 |
0.7258 |
|
| R1 |
0.7271 |
0.7271 |
0.7253 |
0.7284 |
| PP |
0.7236 |
0.7236 |
0.7236 |
0.7242 |
| S1 |
0.7211 |
0.7211 |
0.7242 |
0.7224 |
| S2 |
0.7176 |
0.7176 |
0.7236 |
|
| S3 |
0.7116 |
0.7151 |
0.7231 |
|
| S4 |
0.7056 |
0.7091 |
0.7214 |
|
|
| 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 |
0.7260 |
0.7081 |
0.0179 |
2.5% |
0.0059 |
0.8% |
93% |
True |
False |
43,546 |
| 10 |
0.7260 |
0.7065 |
0.0195 |
2.7% |
0.0084 |
1.2% |
93% |
True |
False |
62,540 |
| 20 |
0.7348 |
0.7065 |
0.0283 |
3.9% |
0.0085 |
1.2% |
64% |
False |
False |
40,992 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.2% |
0.0074 |
1.0% |
73% |
False |
False |
20,752 |
| 60 |
0.7348 |
0.6944 |
0.0404 |
5.6% |
0.0077 |
1.1% |
75% |
False |
False |
13,885 |
| 80 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0075 |
1.0% |
80% |
False |
False |
10,425 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
6.9% |
0.0071 |
1.0% |
80% |
False |
False |
8,341 |
| 120 |
0.7382 |
0.6850 |
0.0532 |
7.3% |
0.0067 |
0.9% |
75% |
False |
False |
6,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7417 |
|
1.618 |
0.7357 |
|
1.000 |
0.7320 |
|
0.618 |
0.7297 |
|
HIGH |
0.7260 |
|
0.618 |
0.7237 |
|
0.500 |
0.7230 |
|
0.382 |
0.7223 |
|
LOW |
0.7200 |
|
0.618 |
0.7163 |
|
1.000 |
0.7140 |
|
1.618 |
0.7103 |
|
2.618 |
0.7043 |
|
4.250 |
0.6945 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7241 |
0.7234 |
| PP |
0.7236 |
0.7220 |
| S1 |
0.7230 |
0.7207 |
|