CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.6986 |
-0.0114 |
-1.6% |
0.7095 |
| High |
0.7123 |
0.7024 |
-0.0099 |
-1.4% |
0.7175 |
| Low |
0.6979 |
0.6986 |
0.0007 |
0.1% |
0.6979 |
| Close |
0.6995 |
0.7002 |
0.0007 |
0.1% |
0.6995 |
| Range |
0.0144 |
0.0038 |
-0.0106 |
-73.6% |
0.0196 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
278 |
97 |
-181 |
-65.1% |
1,347 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7118 |
0.7098 |
0.7023 |
|
| R3 |
0.7080 |
0.7060 |
0.7012 |
|
| R2 |
0.7042 |
0.7042 |
0.7009 |
|
| R1 |
0.7022 |
0.7022 |
0.7005 |
0.7032 |
| PP |
0.7004 |
0.7004 |
0.7004 |
0.7009 |
| S1 |
0.6984 |
0.6984 |
0.6999 |
0.6994 |
| S2 |
0.6966 |
0.6966 |
0.6995 |
|
| S3 |
0.6928 |
0.6946 |
0.6992 |
|
| S4 |
0.6890 |
0.6908 |
0.6981 |
|
|
| 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% |
0.0075 |
1.1% |
12% |
False |
False |
273 |
| 10 |
0.7208 |
0.6979 |
0.0229 |
3.3% |
0.0071 |
1.0% |
10% |
False |
False |
339 |
| 20 |
0.7309 |
0.6979 |
0.0330 |
4.7% |
0.0074 |
1.1% |
7% |
False |
False |
230 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.3% |
0.0077 |
1.1% |
28% |
False |
False |
153 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.8% |
0.0070 |
1.0% |
32% |
False |
False |
105 |
| 80 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0066 |
0.9% |
30% |
False |
False |
79 |
| 100 |
0.7662 |
0.6850 |
0.0812 |
11.6% |
0.0058 |
0.8% |
19% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7186 |
|
2.618 |
0.7123 |
|
1.618 |
0.7085 |
|
1.000 |
0.7062 |
|
0.618 |
0.7047 |
|
HIGH |
0.7024 |
|
0.618 |
0.7009 |
|
0.500 |
0.7005 |
|
0.382 |
0.7001 |
|
LOW |
0.6986 |
|
0.618 |
0.6963 |
|
1.000 |
0.6948 |
|
1.618 |
0.6925 |
|
2.618 |
0.6887 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7005 |
0.7051 |
| PP |
0.7004 |
0.7035 |
| S1 |
0.7003 |
0.7018 |
|