CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7222 |
0.7187 |
-0.0035 |
-0.5% |
0.7109 |
| High |
0.7226 |
0.7250 |
0.0024 |
0.3% |
0.7242 |
| Low |
0.7151 |
0.7178 |
0.0027 |
0.4% |
0.7055 |
| Close |
0.7178 |
0.7239 |
0.0061 |
0.8% |
0.7232 |
| Range |
0.0075 |
0.0072 |
-0.0003 |
-4.0% |
0.0187 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76,561 |
79,845 |
3,284 |
4.3% |
437,993 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7411 |
0.7279 |
|
| R3 |
0.7366 |
0.7339 |
0.7259 |
|
| R2 |
0.7294 |
0.7294 |
0.7252 |
|
| R1 |
0.7267 |
0.7267 |
0.7246 |
0.7281 |
| PP |
0.7222 |
0.7222 |
0.7222 |
0.7229 |
| S1 |
0.7195 |
0.7195 |
0.7232 |
0.7209 |
| S2 |
0.7150 |
0.7150 |
0.7226 |
|
| S3 |
0.7078 |
0.7123 |
0.7219 |
|
| S4 |
0.7006 |
0.7051 |
0.7199 |
|
|
| 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 |
0.7250 |
0.7055 |
0.0195 |
2.7% |
0.0075 |
1.0% |
94% |
True |
False |
90,141 |
| 10 |
0.7250 |
0.7014 |
0.0236 |
3.3% |
0.0069 |
1.0% |
95% |
True |
False |
84,278 |
| 20 |
0.7250 |
0.7003 |
0.0247 |
3.4% |
0.0073 |
1.0% |
96% |
True |
False |
82,052 |
| 40 |
0.7358 |
0.6960 |
0.0398 |
5.5% |
0.0080 |
1.1% |
70% |
False |
False |
79,480 |
| 60 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0084 |
1.2% |
75% |
False |
False |
73,051 |
| 80 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0086 |
1.2% |
73% |
False |
False |
54,977 |
| 100 |
0.7436 |
0.6874 |
0.0562 |
7.8% |
0.0083 |
1.1% |
65% |
False |
False |
44,017 |
| 120 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0080 |
1.1% |
41% |
False |
False |
36,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7438 |
|
1.618 |
0.7366 |
|
1.000 |
0.7322 |
|
0.618 |
0.7294 |
|
HIGH |
0.7250 |
|
0.618 |
0.7222 |
|
0.500 |
0.7214 |
|
0.382 |
0.7206 |
|
LOW |
0.7178 |
|
0.618 |
0.7134 |
|
1.000 |
0.7106 |
|
1.618 |
0.7062 |
|
2.618 |
0.6990 |
|
4.250 |
0.6872 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7231 |
0.7226 |
| PP |
0.7222 |
0.7213 |
| S1 |
0.7214 |
0.7201 |
|