CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7085 |
0.7100 |
0.0015 |
0.2% |
0.7095 |
| High |
0.7123 |
0.7123 |
0.0000 |
0.0% |
0.7175 |
| Low |
0.7081 |
0.6979 |
-0.0102 |
-1.4% |
0.6979 |
| Close |
0.7097 |
0.6995 |
-0.0102 |
-1.4% |
0.6995 |
| Range |
0.0042 |
0.0144 |
0.0102 |
242.9% |
0.0196 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
6.6% |
0.0000 |
| Volume |
271 |
278 |
7 |
2.6% |
1,347 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7464 |
0.7374 |
0.7074 |
|
| R3 |
0.7320 |
0.7230 |
0.7035 |
|
| R2 |
0.7176 |
0.7176 |
0.7021 |
|
| R1 |
0.7086 |
0.7086 |
0.7008 |
0.7059 |
| PP |
0.7032 |
0.7032 |
0.7032 |
0.7019 |
| S1 |
0.6942 |
0.6942 |
0.6982 |
0.6915 |
| S2 |
0.6888 |
0.6888 |
0.6969 |
|
| S3 |
0.6744 |
0.6798 |
0.6955 |
|
| S4 |
0.6600 |
0.6654 |
0.6916 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7512 |
0.7103 |
|
| R3 |
0.7442 |
0.7316 |
0.7049 |
|
| R2 |
0.7246 |
0.7246 |
0.7031 |
|
| R1 |
0.7120 |
0.7120 |
0.7013 |
0.7085 |
| PP |
0.7050 |
0.7050 |
0.7050 |
0.7032 |
| S1 |
0.6924 |
0.6924 |
0.6977 |
0.6889 |
| S2 |
0.6854 |
0.6854 |
0.6959 |
|
| S3 |
0.6658 |
0.6728 |
0.6941 |
|
| S4 |
0.6462 |
0.6532 |
0.6887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7175 |
0.6979 |
0.0196 |
2.8% |
0.0074 |
1.1% |
8% |
False |
True |
269 |
| 10 |
0.7219 |
0.6979 |
0.0240 |
3.4% |
0.0073 |
1.0% |
7% |
False |
True |
336 |
| 20 |
0.7323 |
0.6979 |
0.0344 |
4.9% |
0.0076 |
1.1% |
5% |
False |
True |
227 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0077 |
1.1% |
26% |
False |
False |
152 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.8% |
0.0070 |
1.0% |
31% |
False |
False |
104 |
| 80 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0066 |
0.9% |
29% |
False |
False |
78 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
12.0% |
0.0057 |
0.8% |
17% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7500 |
|
1.618 |
0.7356 |
|
1.000 |
0.7267 |
|
0.618 |
0.7212 |
|
HIGH |
0.7123 |
|
0.618 |
0.7068 |
|
0.500 |
0.7051 |
|
0.382 |
0.7034 |
|
LOW |
0.6979 |
|
0.618 |
0.6890 |
|
1.000 |
0.6835 |
|
1.618 |
0.6746 |
|
2.618 |
0.6602 |
|
4.250 |
0.6367 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7051 |
0.7077 |
| PP |
0.7032 |
0.7050 |
| S1 |
0.7014 |
0.7022 |
|