CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7242 |
0.7193 |
-0.0049 |
-0.7% |
0.7300 |
| High |
0.7256 |
0.7220 |
-0.0036 |
-0.5% |
0.7358 |
| Low |
0.7182 |
0.7163 |
-0.0019 |
-0.3% |
0.7175 |
| Close |
0.7202 |
0.7191 |
-0.0011 |
-0.2% |
0.7257 |
| Range |
0.0074 |
0.0057 |
-0.0017 |
-23.0% |
0.0183 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
72,512 |
81,398 |
8,886 |
12.3% |
431,475 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7362 |
0.7334 |
0.7222 |
|
| R3 |
0.7305 |
0.7277 |
0.7207 |
|
| R2 |
0.7248 |
0.7248 |
0.7201 |
|
| R1 |
0.7220 |
0.7220 |
0.7196 |
0.7206 |
| PP |
0.7191 |
0.7191 |
0.7191 |
0.7184 |
| S1 |
0.7163 |
0.7163 |
0.7186 |
0.7149 |
| S2 |
0.7134 |
0.7134 |
0.7181 |
|
| S3 |
0.7077 |
0.7106 |
0.7175 |
|
| S4 |
0.7020 |
0.7049 |
0.7160 |
|
|
| 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 |
0.7316 |
0.7163 |
0.0153 |
2.1% |
0.0071 |
1.0% |
18% |
False |
True |
67,973 |
| 10 |
0.7358 |
0.7163 |
0.0195 |
2.7% |
0.0086 |
1.2% |
14% |
False |
True |
79,259 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0084 |
1.2% |
63% |
False |
False |
76,721 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0090 |
1.2% |
65% |
False |
False |
63,405 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0090 |
1.2% |
63% |
False |
False |
42,440 |
| 80 |
0.7660 |
0.6874 |
0.0786 |
10.9% |
0.0085 |
1.2% |
40% |
False |
False |
31,870 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0080 |
1.1% |
36% |
False |
False |
25,501 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0070 |
1.0% |
27% |
False |
False |
21,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7369 |
|
1.618 |
0.7312 |
|
1.000 |
0.7277 |
|
0.618 |
0.7255 |
|
HIGH |
0.7220 |
|
0.618 |
0.7198 |
|
0.500 |
0.7192 |
|
0.382 |
0.7185 |
|
LOW |
0.7163 |
|
0.618 |
0.7128 |
|
1.000 |
0.7106 |
|
1.618 |
0.7071 |
|
2.618 |
0.7014 |
|
4.250 |
0.6921 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7192 |
0.7221 |
| PP |
0.7191 |
0.7211 |
| S1 |
0.7191 |
0.7201 |
|