CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7097 |
0.7181 |
0.0084 |
1.2% |
0.7109 |
| High |
0.7206 |
0.7242 |
0.0036 |
0.5% |
0.7242 |
| Low |
0.7096 |
0.7175 |
0.0079 |
1.1% |
0.7055 |
| Close |
0.7185 |
0.7232 |
0.0047 |
0.7% |
0.7232 |
| Range |
0.0110 |
0.0067 |
-0.0043 |
-39.1% |
0.0187 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
110,733 |
102,625 |
-8,108 |
-7.3% |
437,993 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7392 |
0.7269 |
|
| R3 |
0.7350 |
0.7325 |
0.7250 |
|
| R2 |
0.7283 |
0.7283 |
0.7244 |
|
| R1 |
0.7258 |
0.7258 |
0.7238 |
0.7271 |
| PP |
0.7216 |
0.7216 |
0.7216 |
0.7223 |
| S1 |
0.7191 |
0.7191 |
0.7226 |
0.7204 |
| S2 |
0.7149 |
0.7149 |
0.7220 |
|
| S3 |
0.7082 |
0.7124 |
0.7214 |
|
| S4 |
0.7015 |
0.7057 |
0.7195 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7672 |
0.7335 |
|
| R3 |
0.7550 |
0.7485 |
0.7283 |
|
| R2 |
0.7363 |
0.7363 |
0.7266 |
|
| R1 |
0.7298 |
0.7298 |
0.7249 |
0.7331 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7193 |
| S1 |
0.7111 |
0.7111 |
0.7215 |
0.7144 |
| S2 |
0.6989 |
0.6989 |
0.7198 |
|
| S3 |
0.6802 |
0.6924 |
0.7181 |
|
| S4 |
0.6615 |
0.6737 |
0.7129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7242 |
0.7055 |
0.0187 |
2.6% |
0.0069 |
1.0% |
95% |
True |
False |
87,598 |
| 10 |
0.7242 |
0.7003 |
0.0239 |
3.3% |
0.0064 |
0.9% |
96% |
True |
False |
81,676 |
| 20 |
0.7252 |
0.7003 |
0.0249 |
3.4% |
0.0073 |
1.0% |
92% |
False |
False |
79,508 |
| 40 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0080 |
1.1% |
72% |
False |
False |
78,876 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0085 |
1.2% |
74% |
False |
False |
70,510 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0086 |
1.2% |
71% |
False |
False |
53,026 |
| 100 |
0.7586 |
0.6874 |
0.0712 |
9.8% |
0.0083 |
1.1% |
50% |
False |
False |
42,454 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0080 |
1.1% |
40% |
False |
False |
35,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7417 |
|
1.618 |
0.7350 |
|
1.000 |
0.7309 |
|
0.618 |
0.7283 |
|
HIGH |
0.7242 |
|
0.618 |
0.7216 |
|
0.500 |
0.7209 |
|
0.382 |
0.7201 |
|
LOW |
0.7175 |
|
0.618 |
0.7134 |
|
1.000 |
0.7108 |
|
1.618 |
0.7067 |
|
2.618 |
0.7000 |
|
4.250 |
0.6890 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7204 |
| PP |
0.7216 |
0.7176 |
| S1 |
0.7209 |
0.7149 |
|