CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7167 |
0.7235 |
0.0068 |
0.9% |
0.7116 |
| High |
0.7167 |
0.7267 |
0.0100 |
1.4% |
0.7184 |
| Low |
0.7167 |
0.7235 |
0.0068 |
0.9% |
0.7116 |
| Close |
0.7167 |
0.7267 |
0.0100 |
1.4% |
0.7128 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0068 |
| ATR |
0.0041 |
0.0045 |
0.0004 |
10.4% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
1 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7342 |
0.7285 |
|
| R3 |
0.7320 |
0.7310 |
0.7276 |
|
| R2 |
0.7288 |
0.7288 |
0.7273 |
|
| R1 |
0.7278 |
0.7278 |
0.7270 |
0.7283 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7259 |
| S1 |
0.7246 |
0.7246 |
0.7264 |
0.7251 |
| S2 |
0.7224 |
0.7224 |
0.7261 |
|
| S3 |
0.7192 |
0.7214 |
0.7258 |
|
| S4 |
0.7160 |
0.7182 |
0.7249 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7305 |
0.7165 |
|
| R3 |
0.7279 |
0.7237 |
0.7147 |
|
| R2 |
0.7211 |
0.7211 |
0.7140 |
|
| R1 |
0.7169 |
0.7169 |
0.7134 |
0.7190 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7153 |
| S1 |
0.7101 |
0.7101 |
0.7122 |
0.7122 |
| S2 |
0.7075 |
0.7075 |
0.7116 |
|
| S3 |
0.7007 |
0.7033 |
0.7109 |
|
| S4 |
0.6939 |
0.6965 |
0.7091 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7403 |
|
2.618 |
0.7351 |
|
1.618 |
0.7319 |
|
1.000 |
0.7299 |
|
0.618 |
0.7287 |
|
HIGH |
0.7267 |
|
0.618 |
0.7255 |
|
0.500 |
0.7251 |
|
0.382 |
0.7247 |
|
LOW |
0.7235 |
|
0.618 |
0.7215 |
|
1.000 |
0.7203 |
|
1.618 |
0.7183 |
|
2.618 |
0.7151 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7262 |
0.7244 |
| PP |
0.7256 |
0.7221 |
| S1 |
0.7251 |
0.7198 |
|