CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7230 |
0.7242 |
0.0012 |
0.2% |
0.7300 |
| High |
0.7278 |
0.7256 |
-0.0022 |
-0.3% |
0.7358 |
| Low |
0.7221 |
0.7182 |
-0.0039 |
-0.5% |
0.7175 |
| Close |
0.7238 |
0.7202 |
-0.0036 |
-0.5% |
0.7257 |
| Range |
0.0057 |
0.0074 |
0.0017 |
29.8% |
0.0183 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55,262 |
72,512 |
17,250 |
31.2% |
431,475 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7435 |
0.7393 |
0.7243 |
|
| R3 |
0.7361 |
0.7319 |
0.7222 |
|
| R2 |
0.7287 |
0.7287 |
0.7216 |
|
| R1 |
0.7245 |
0.7245 |
0.7209 |
0.7229 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7206 |
| S1 |
0.7171 |
0.7171 |
0.7195 |
0.7155 |
| S2 |
0.7139 |
0.7139 |
0.7188 |
|
| S3 |
0.7065 |
0.7097 |
0.7182 |
|
| S4 |
0.6991 |
0.7023 |
0.7161 |
|
|
| 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 |
0.7341 |
0.7182 |
0.0159 |
2.2% |
0.0079 |
1.1% |
13% |
False |
True |
72,615 |
| 10 |
0.7358 |
0.7141 |
0.0217 |
3.0% |
0.0095 |
1.3% |
28% |
False |
False |
80,159 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0086 |
1.2% |
65% |
False |
False |
77,266 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0090 |
1.3% |
68% |
False |
False |
61,395 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0090 |
1.2% |
65% |
False |
False |
41,092 |
| 80 |
0.7660 |
0.6874 |
0.0786 |
10.9% |
0.0085 |
1.2% |
42% |
False |
False |
30,853 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0080 |
1.1% |
37% |
False |
False |
24,687 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0070 |
1.0% |
28% |
False |
False |
20,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7450 |
|
1.618 |
0.7376 |
|
1.000 |
0.7330 |
|
0.618 |
0.7302 |
|
HIGH |
0.7256 |
|
0.618 |
0.7228 |
|
0.500 |
0.7219 |
|
0.382 |
0.7210 |
|
LOW |
0.7182 |
|
0.618 |
0.7136 |
|
1.000 |
0.7108 |
|
1.618 |
0.7062 |
|
2.618 |
0.6988 |
|
4.250 |
0.6868 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7219 |
0.7234 |
| PP |
0.7213 |
0.7223 |
| S1 |
0.7208 |
0.7213 |
|