CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7313 |
0.0029 |
0.4% |
0.7300 |
| High |
0.7341 |
0.7316 |
-0.0025 |
-0.3% |
0.7358 |
| Low |
0.7243 |
0.7226 |
-0.0017 |
-0.2% |
0.7175 |
| Close |
0.7317 |
0.7257 |
-0.0060 |
-0.8% |
0.7257 |
| Range |
0.0098 |
0.0090 |
-0.0008 |
-8.2% |
0.0183 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
104,610 |
66,262 |
-38,348 |
-36.7% |
431,475 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7487 |
0.7307 |
|
| R3 |
0.7446 |
0.7397 |
0.7282 |
|
| R2 |
0.7356 |
0.7356 |
0.7274 |
|
| R1 |
0.7307 |
0.7307 |
0.7265 |
0.7287 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7256 |
| S1 |
0.7217 |
0.7217 |
0.7249 |
0.7197 |
| S2 |
0.7176 |
0.7176 |
0.7241 |
|
| S3 |
0.7086 |
0.7127 |
0.7232 |
|
| S4 |
0.6996 |
0.7037 |
0.7208 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7812 |
0.7718 |
0.7358 |
|
| R3 |
0.7629 |
0.7535 |
0.7307 |
|
| R2 |
0.7446 |
0.7446 |
0.7291 |
|
| R1 |
0.7352 |
0.7352 |
0.7274 |
0.7308 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7241 |
| S1 |
0.7169 |
0.7169 |
0.7240 |
0.7125 |
| S2 |
0.7080 |
0.7080 |
0.7223 |
|
| S3 |
0.6897 |
0.6986 |
0.7207 |
|
| S4 |
0.6714 |
0.6803 |
0.7156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7358 |
0.7175 |
0.0183 |
2.5% |
0.0101 |
1.4% |
45% |
False |
False |
86,295 |
| 10 |
0.7358 |
0.7017 |
0.0341 |
4.7% |
0.0101 |
1.4% |
70% |
False |
False |
82,718 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0090 |
1.2% |
78% |
False |
False |
77,164 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0097 |
1.3% |
79% |
False |
False |
56,696 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0090 |
1.2% |
76% |
False |
False |
37,901 |
| 80 |
0.7676 |
0.6874 |
0.0802 |
11.1% |
0.0085 |
1.2% |
48% |
False |
False |
28,452 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0079 |
1.1% |
43% |
False |
False |
22,765 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.1% |
0.0069 |
1.0% |
33% |
False |
False |
18,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7699 |
|
2.618 |
0.7552 |
|
1.618 |
0.7462 |
|
1.000 |
0.7406 |
|
0.618 |
0.7372 |
|
HIGH |
0.7316 |
|
0.618 |
0.7282 |
|
0.500 |
0.7271 |
|
0.382 |
0.7260 |
|
LOW |
0.7226 |
|
0.618 |
0.7170 |
|
1.000 |
0.7136 |
|
1.618 |
0.7080 |
|
2.618 |
0.6990 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7271 |
0.7258 |
| PP |
0.7266 |
0.7258 |
| S1 |
0.7262 |
0.7257 |
|