CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7109 |
0.7082 |
-0.0027 |
-0.4% |
0.7019 |
| High |
0.7121 |
0.7129 |
0.0008 |
0.1% |
0.7149 |
| Low |
0.7070 |
0.7062 |
-0.0008 |
-0.1% |
0.7003 |
| Close |
0.7081 |
0.7110 |
0.0029 |
0.4% |
0.7119 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0146 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
60,780 |
82,914 |
22,134 |
36.4% |
378,767 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7301 |
0.7273 |
0.7147 |
|
| R3 |
0.7234 |
0.7206 |
0.7128 |
|
| R2 |
0.7167 |
0.7167 |
0.7122 |
|
| R1 |
0.7139 |
0.7139 |
0.7116 |
0.7153 |
| PP |
0.7100 |
0.7100 |
0.7100 |
0.7108 |
| S1 |
0.7072 |
0.7072 |
0.7104 |
0.7086 |
| S2 |
0.7033 |
0.7033 |
0.7098 |
|
| S3 |
0.6966 |
0.7005 |
0.7092 |
|
| S4 |
0.6899 |
0.6938 |
0.7073 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7470 |
0.7199 |
|
| R3 |
0.7382 |
0.7324 |
0.7159 |
|
| R2 |
0.7236 |
0.7236 |
0.7146 |
|
| R1 |
0.7178 |
0.7178 |
0.7132 |
0.7207 |
| PP |
0.7090 |
0.7090 |
0.7090 |
0.7105 |
| S1 |
0.7032 |
0.7032 |
0.7106 |
0.7061 |
| S2 |
0.6944 |
0.6944 |
0.7092 |
|
| S3 |
0.6798 |
0.6886 |
0.7079 |
|
| S4 |
0.6652 |
0.6740 |
0.7039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7149 |
0.7014 |
0.0135 |
1.9% |
0.0064 |
0.9% |
71% |
False |
False |
78,416 |
| 10 |
0.7208 |
0.7003 |
0.0205 |
2.9% |
0.0069 |
1.0% |
52% |
False |
False |
77,609 |
| 20 |
0.7280 |
0.7003 |
0.0277 |
3.9% |
0.0073 |
1.0% |
39% |
False |
False |
77,769 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0080 |
1.1% |
45% |
False |
False |
77,318 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0085 |
1.2% |
49% |
False |
False |
65,700 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0086 |
1.2% |
47% |
False |
False |
49,358 |
| 100 |
0.7660 |
0.6874 |
0.0786 |
11.1% |
0.0083 |
1.2% |
30% |
False |
False |
39,512 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0078 |
1.1% |
27% |
False |
False |
32,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7414 |
|
2.618 |
0.7304 |
|
1.618 |
0.7237 |
|
1.000 |
0.7196 |
|
0.618 |
0.7170 |
|
HIGH |
0.7129 |
|
0.618 |
0.7103 |
|
0.500 |
0.7096 |
|
0.382 |
0.7088 |
|
LOW |
0.7062 |
|
0.618 |
0.7021 |
|
1.000 |
0.6995 |
|
1.618 |
0.6954 |
|
2.618 |
0.6887 |
|
4.250 |
0.6777 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7109 |
| PP |
0.7100 |
0.7107 |
| S1 |
0.7096 |
0.7106 |
|