CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7132 |
0.7019 |
-0.0113 |
-1.6% |
0.7114 |
| High |
0.7156 |
0.7056 |
-0.0100 |
-1.4% |
0.7208 |
| Low |
0.7009 |
0.7016 |
0.0007 |
0.1% |
0.7009 |
| Close |
0.7026 |
0.7033 |
0.0007 |
0.1% |
0.7026 |
| Range |
0.0147 |
0.0040 |
-0.0107 |
-72.8% |
0.0199 |
| ATR |
0.0087 |
0.0083 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
120,756 |
66,950 |
-53,806 |
-44.6% |
393,219 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7155 |
0.7134 |
0.7055 |
|
| R3 |
0.7115 |
0.7094 |
0.7044 |
|
| R2 |
0.7075 |
0.7075 |
0.7040 |
|
| R1 |
0.7054 |
0.7054 |
0.7037 |
0.7065 |
| PP |
0.7035 |
0.7035 |
0.7035 |
0.7040 |
| S1 |
0.7014 |
0.7014 |
0.7029 |
0.7025 |
| S2 |
0.6995 |
0.6995 |
0.7026 |
|
| S3 |
0.6955 |
0.6974 |
0.7022 |
|
| S4 |
0.6915 |
0.6934 |
0.7011 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7551 |
0.7135 |
|
| R3 |
0.7479 |
0.7352 |
0.7081 |
|
| R2 |
0.7280 |
0.7280 |
0.7062 |
|
| R1 |
0.7153 |
0.7153 |
0.7044 |
0.7117 |
| PP |
0.7081 |
0.7081 |
0.7081 |
0.7063 |
| S1 |
0.6954 |
0.6954 |
0.7008 |
0.6918 |
| S2 |
0.6882 |
0.6882 |
0.6990 |
|
| S3 |
0.6683 |
0.6755 |
0.6971 |
|
| S4 |
0.6484 |
0.6556 |
0.6917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7208 |
0.7009 |
0.0199 |
2.8% |
0.0087 |
1.2% |
12% |
False |
False |
82,156 |
| 10 |
0.7240 |
0.7009 |
0.0231 |
3.3% |
0.0080 |
1.1% |
10% |
False |
False |
79,406 |
| 20 |
0.7341 |
0.7009 |
0.0332 |
4.7% |
0.0083 |
1.2% |
7% |
False |
False |
79,424 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.4% |
0.0086 |
1.2% |
28% |
False |
False |
77,534 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.9% |
0.0089 |
1.3% |
33% |
False |
False |
58,147 |
| 80 |
0.7386 |
0.6874 |
0.0512 |
7.3% |
0.0086 |
1.2% |
31% |
False |
False |
43,676 |
| 100 |
0.7724 |
0.6874 |
0.0850 |
12.1% |
0.0083 |
1.2% |
19% |
False |
False |
34,959 |
| 120 |
0.7810 |
0.6874 |
0.0936 |
13.3% |
0.0076 |
1.1% |
17% |
False |
False |
29,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7226 |
|
2.618 |
0.7161 |
|
1.618 |
0.7121 |
|
1.000 |
0.7096 |
|
0.618 |
0.7081 |
|
HIGH |
0.7056 |
|
0.618 |
0.7041 |
|
0.500 |
0.7036 |
|
0.382 |
0.7031 |
|
LOW |
0.7016 |
|
0.618 |
0.6991 |
|
1.000 |
0.6976 |
|
1.618 |
0.6951 |
|
2.618 |
0.6911 |
|
4.250 |
0.6846 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7036 |
0.7083 |
| PP |
0.7035 |
0.7066 |
| S1 |
0.7034 |
0.7050 |
|