CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6906 |
0.6962 |
0.0056 |
0.8% |
0.7106 |
| High |
0.6964 |
0.6979 |
0.0015 |
0.2% |
0.7106 |
| Low |
0.6880 |
0.6949 |
0.0069 |
1.0% |
0.6882 |
| Close |
0.6924 |
0.6957 |
0.0033 |
0.5% |
0.6961 |
| Range |
0.0084 |
0.0030 |
-0.0054 |
-64.3% |
0.0224 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
78 |
89 |
11 |
14.1% |
346 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7052 |
0.7034 |
0.6974 |
|
| R3 |
0.7022 |
0.7004 |
0.6965 |
|
| R2 |
0.6992 |
0.6992 |
0.6963 |
|
| R1 |
0.6974 |
0.6974 |
0.6960 |
0.6968 |
| PP |
0.6962 |
0.6962 |
0.6962 |
0.6959 |
| S1 |
0.6944 |
0.6944 |
0.6954 |
0.6938 |
| S2 |
0.6932 |
0.6932 |
0.6951 |
|
| S3 |
0.6902 |
0.6914 |
0.6949 |
|
| S4 |
0.6872 |
0.6884 |
0.6940 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7532 |
0.7084 |
|
| R3 |
0.7431 |
0.7308 |
0.7023 |
|
| R2 |
0.7207 |
0.7207 |
0.7002 |
|
| R1 |
0.7084 |
0.7084 |
0.6982 |
0.7034 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6958 |
| S1 |
0.6860 |
0.6860 |
0.6940 |
0.6810 |
| S2 |
0.6759 |
0.6759 |
0.6920 |
|
| S3 |
0.6535 |
0.6636 |
0.6899 |
|
| S4 |
0.6311 |
0.6412 |
0.6838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6982 |
0.6880 |
0.0102 |
1.5% |
0.0064 |
0.9% |
75% |
False |
False |
108 |
| 10 |
0.7213 |
0.6880 |
0.0333 |
4.8% |
0.0077 |
1.1% |
23% |
False |
False |
72 |
| 20 |
0.7213 |
0.6850 |
0.0363 |
5.2% |
0.0070 |
1.0% |
29% |
False |
False |
47 |
| 40 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0063 |
0.9% |
22% |
False |
False |
25 |
| 60 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0058 |
0.8% |
20% |
False |
False |
17 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
12.1% |
0.0045 |
0.7% |
13% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7107 |
|
2.618 |
0.7058 |
|
1.618 |
0.7028 |
|
1.000 |
0.7009 |
|
0.618 |
0.6998 |
|
HIGH |
0.6979 |
|
0.618 |
0.6968 |
|
0.500 |
0.6964 |
|
0.382 |
0.6960 |
|
LOW |
0.6949 |
|
0.618 |
0.6930 |
|
1.000 |
0.6919 |
|
1.618 |
0.6900 |
|
2.618 |
0.6870 |
|
4.250 |
0.6821 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6964 |
0.6948 |
| PP |
0.6962 |
0.6939 |
| S1 |
0.6959 |
0.6930 |
|