CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7182 |
0.7086 |
-0.0096 |
-1.3% |
0.7243 |
| High |
0.7190 |
0.7103 |
-0.0087 |
-1.2% |
0.7286 |
| Low |
0.7064 |
0.7052 |
-0.0012 |
-0.2% |
0.7163 |
| Close |
0.7065 |
0.7064 |
-0.0001 |
0.0% |
0.7193 |
| Range |
0.0126 |
0.0051 |
-0.0075 |
-59.5% |
0.0123 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
117,406 |
73,007 |
-44,399 |
-37.8% |
379,221 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7226 |
0.7196 |
0.7092 |
|
| R3 |
0.7175 |
0.7145 |
0.7078 |
|
| R2 |
0.7124 |
0.7124 |
0.7073 |
|
| R1 |
0.7094 |
0.7094 |
0.7069 |
0.7084 |
| PP |
0.7073 |
0.7073 |
0.7073 |
0.7068 |
| S1 |
0.7043 |
0.7043 |
0.7059 |
0.7033 |
| S2 |
0.7022 |
0.7022 |
0.7055 |
|
| S3 |
0.6971 |
0.6992 |
0.7050 |
|
| S4 |
0.6920 |
0.6941 |
0.7036 |
|
|
| 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 |
0.7280 |
0.7052 |
0.0228 |
3.2% |
0.0084 |
1.2% |
5% |
False |
True |
80,312 |
| 10 |
0.7316 |
0.7052 |
0.0264 |
3.7% |
0.0077 |
1.1% |
5% |
False |
True |
74,142 |
| 20 |
0.7358 |
0.6976 |
0.0382 |
5.4% |
0.0088 |
1.2% |
23% |
False |
False |
79,052 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.9% |
0.0089 |
1.3% |
39% |
False |
False |
73,179 |
| 60 |
0.7370 |
0.6874 |
0.0496 |
7.0% |
0.0090 |
1.3% |
38% |
False |
False |
49,114 |
| 80 |
0.7436 |
0.6874 |
0.0562 |
8.0% |
0.0086 |
1.2% |
34% |
False |
False |
36,887 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0082 |
1.2% |
21% |
False |
False |
29,516 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0073 |
1.0% |
16% |
False |
False |
24,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7320 |
|
2.618 |
0.7237 |
|
1.618 |
0.7186 |
|
1.000 |
0.7154 |
|
0.618 |
0.7135 |
|
HIGH |
0.7103 |
|
0.618 |
0.7084 |
|
0.500 |
0.7078 |
|
0.382 |
0.7071 |
|
LOW |
0.7052 |
|
0.618 |
0.7020 |
|
1.000 |
0.7001 |
|
1.618 |
0.6969 |
|
2.618 |
0.6918 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7078 |
0.7146 |
| PP |
0.7073 |
0.7119 |
| S1 |
0.7069 |
0.7091 |
|