CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7263 |
0.7187 |
-0.0076 |
-1.0% |
0.7333 |
| High |
0.7272 |
0.7260 |
-0.0012 |
-0.2% |
0.7337 |
| Low |
0.7183 |
0.7160 |
-0.0023 |
-0.3% |
0.7170 |
| Close |
0.7189 |
0.7253 |
0.0064 |
0.9% |
0.7189 |
| Range |
0.0089 |
0.0100 |
0.0011 |
12.4% |
0.0167 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
23,765 |
2,785 |
-20,980 |
-88.3% |
445,124 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7489 |
0.7308 |
|
| R3 |
0.7424 |
0.7389 |
0.7281 |
|
| R2 |
0.7324 |
0.7324 |
0.7271 |
|
| R1 |
0.7289 |
0.7289 |
0.7262 |
0.7307 |
| PP |
0.7224 |
0.7224 |
0.7224 |
0.7233 |
| S1 |
0.7189 |
0.7189 |
0.7244 |
0.7207 |
| S2 |
0.7124 |
0.7124 |
0.7235 |
|
| S3 |
0.7024 |
0.7089 |
0.7226 |
|
| S4 |
0.6924 |
0.6989 |
0.7198 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7628 |
0.7281 |
|
| R3 |
0.7566 |
0.7461 |
0.7235 |
|
| R2 |
0.7399 |
0.7399 |
0.7220 |
|
| R1 |
0.7294 |
0.7294 |
0.7204 |
0.7263 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7217 |
| S1 |
0.7127 |
0.7127 |
0.7174 |
0.7096 |
| S2 |
0.7065 |
0.7065 |
0.7158 |
|
| S3 |
0.6898 |
0.6960 |
0.7143 |
|
| S4 |
0.6731 |
0.6793 |
0.7097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7334 |
0.7160 |
0.0174 |
2.4% |
0.0092 |
1.3% |
53% |
False |
True |
74,152 |
| 10 |
0.7384 |
0.7160 |
0.0224 |
3.1% |
0.0090 |
1.2% |
42% |
False |
True |
86,805 |
| 20 |
0.7384 |
0.7055 |
0.0329 |
4.5% |
0.0080 |
1.1% |
60% |
False |
False |
84,210 |
| 40 |
0.7384 |
0.7003 |
0.0381 |
5.3% |
0.0077 |
1.1% |
66% |
False |
False |
80,390 |
| 60 |
0.7384 |
0.6908 |
0.0476 |
6.6% |
0.0081 |
1.1% |
72% |
False |
False |
79,314 |
| 80 |
0.7384 |
0.6874 |
0.0510 |
7.0% |
0.0087 |
1.2% |
74% |
False |
False |
68,543 |
| 100 |
0.7384 |
0.6874 |
0.0510 |
7.0% |
0.0085 |
1.2% |
74% |
False |
False |
54,897 |
| 120 |
0.7676 |
0.6874 |
0.0802 |
11.1% |
0.0082 |
1.1% |
47% |
False |
False |
45,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7522 |
|
1.618 |
0.7422 |
|
1.000 |
0.7360 |
|
0.618 |
0.7322 |
|
HIGH |
0.7260 |
|
0.618 |
0.7222 |
|
0.500 |
0.7210 |
|
0.382 |
0.7198 |
|
LOW |
0.7160 |
|
0.618 |
0.7098 |
|
1.000 |
0.7060 |
|
1.618 |
0.6998 |
|
2.618 |
0.6898 |
|
4.250 |
0.6735 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7239 |
0.7251 |
| PP |
0.7224 |
0.7249 |
| S1 |
0.7210 |
0.7247 |
|