CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7193 |
0.7193 |
0.0000 |
0.0% |
0.7243 |
| High |
0.7220 |
0.7280 |
0.0060 |
0.8% |
0.7286 |
| Low |
0.7163 |
0.7179 |
0.0016 |
0.2% |
0.7163 |
| Close |
0.7191 |
0.7193 |
0.0002 |
0.0% |
0.7193 |
| Range |
0.0057 |
0.0101 |
0.0044 |
77.2% |
0.0123 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0000 |
| Volume |
81,398 |
105,617 |
24,219 |
29.8% |
379,221 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7458 |
0.7249 |
|
| R3 |
0.7419 |
0.7357 |
0.7221 |
|
| R2 |
0.7318 |
0.7318 |
0.7212 |
|
| R1 |
0.7256 |
0.7256 |
0.7202 |
0.7244 |
| PP |
0.7217 |
0.7217 |
0.7217 |
0.7211 |
| S1 |
0.7155 |
0.7155 |
0.7184 |
0.7143 |
| S2 |
0.7116 |
0.7116 |
0.7174 |
|
| S3 |
0.7015 |
0.7054 |
0.7165 |
|
| S4 |
0.6914 |
0.6953 |
0.7137 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7511 |
0.7261 |
|
| R3 |
0.7460 |
0.7388 |
0.7227 |
|
| R2 |
0.7337 |
0.7337 |
0.7216 |
|
| R1 |
0.7265 |
0.7265 |
0.7204 |
0.7240 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7201 |
| S1 |
0.7142 |
0.7142 |
0.7182 |
0.7117 |
| S2 |
0.7091 |
0.7091 |
0.7170 |
|
| S3 |
0.6968 |
0.7019 |
0.7159 |
|
| S4 |
0.6845 |
0.6896 |
0.7125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7286 |
0.7163 |
0.0123 |
1.7% |
0.0073 |
1.0% |
24% |
False |
False |
75,844 |
| 10 |
0.7358 |
0.7163 |
0.0195 |
2.7% |
0.0087 |
1.2% |
15% |
False |
False |
81,069 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.3% |
0.0086 |
1.2% |
63% |
False |
False |
78,244 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0090 |
1.3% |
66% |
False |
False |
66,012 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0091 |
1.3% |
64% |
False |
False |
44,198 |
| 80 |
0.7586 |
0.6874 |
0.0712 |
9.9% |
0.0085 |
1.2% |
45% |
False |
False |
33,190 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0081 |
1.1% |
36% |
False |
False |
26,557 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0071 |
1.0% |
27% |
False |
False |
22,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7544 |
|
1.618 |
0.7443 |
|
1.000 |
0.7381 |
|
0.618 |
0.7342 |
|
HIGH |
0.7280 |
|
0.618 |
0.7241 |
|
0.500 |
0.7230 |
|
0.382 |
0.7218 |
|
LOW |
0.7179 |
|
0.618 |
0.7117 |
|
1.000 |
0.7078 |
|
1.618 |
0.7016 |
|
2.618 |
0.6915 |
|
4.250 |
0.6750 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7230 |
0.7222 |
| PP |
0.7217 |
0.7212 |
| S1 |
0.7205 |
0.7203 |
|