CME Australian Dollar Future March 2016
| 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 |
0.7190 |
0.7146 |
-0.0044 |
-0.6% |
0.7070 |
| High |
0.7190 |
0.7214 |
0.0024 |
0.3% |
0.7208 |
| Low |
0.7121 |
0.7146 |
0.0025 |
0.4% |
0.7028 |
| Close |
0.7145 |
0.7207 |
0.0062 |
0.9% |
0.7199 |
| Range |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0180 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,602 |
811 |
-791 |
-49.4% |
2,968 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7368 |
0.7244 |
|
| R3 |
0.7325 |
0.7300 |
0.7226 |
|
| R2 |
0.7257 |
0.7257 |
0.7219 |
|
| R1 |
0.7232 |
0.7232 |
0.7213 |
0.7245 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7195 |
| S1 |
0.7164 |
0.7164 |
0.7201 |
0.7177 |
| S2 |
0.7121 |
0.7121 |
0.7195 |
|
| S3 |
0.7053 |
0.7096 |
0.7188 |
|
| S4 |
0.6985 |
0.7028 |
0.7170 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7622 |
0.7298 |
|
| R3 |
0.7505 |
0.7442 |
0.7249 |
|
| R2 |
0.7325 |
0.7325 |
0.7232 |
|
| R1 |
0.7262 |
0.7262 |
0.7216 |
0.7294 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7161 |
| S1 |
0.7082 |
0.7082 |
0.7183 |
0.7114 |
| S2 |
0.6965 |
0.6965 |
0.7166 |
|
| S3 |
0.6785 |
0.6902 |
0.7150 |
|
| S4 |
0.6605 |
0.6722 |
0.7100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7214 |
0.7028 |
0.0186 |
2.6% |
0.0070 |
1.0% |
96% |
True |
False |
890 |
| 10 |
0.7214 |
0.6985 |
0.0229 |
3.2% |
0.0065 |
0.9% |
97% |
True |
False |
679 |
| 20 |
0.7214 |
0.6973 |
0.0241 |
3.3% |
0.0067 |
0.9% |
97% |
True |
False |
509 |
| 40 |
0.7323 |
0.6944 |
0.0379 |
5.3% |
0.0072 |
1.0% |
69% |
False |
False |
309 |
| 60 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0073 |
1.0% |
75% |
False |
False |
220 |
| 80 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
0.9% |
72% |
False |
False |
166 |
| 100 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0063 |
0.9% |
67% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7503 |
|
2.618 |
0.7392 |
|
1.618 |
0.7324 |
|
1.000 |
0.7282 |
|
0.618 |
0.7256 |
|
HIGH |
0.7214 |
|
0.618 |
0.7188 |
|
0.500 |
0.7180 |
|
0.382 |
0.7172 |
|
LOW |
0.7146 |
|
0.618 |
0.7104 |
|
1.000 |
0.7078 |
|
1.618 |
0.7036 |
|
2.618 |
0.6968 |
|
4.250 |
0.6857 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7198 |
0.7194 |
| PP |
0.7189 |
0.7181 |
| S1 |
0.7180 |
0.7168 |
|