CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.6955 |
0.6978 |
0.0023 |
0.3% |
0.6950 |
High |
0.7027 |
0.7004 |
-0.0023 |
-0.3% |
0.7027 |
Low |
0.6944 |
0.6946 |
0.0002 |
0.0% |
0.6880 |
Close |
0.6973 |
0.6977 |
0.0004 |
0.1% |
0.6977 |
Range |
0.0083 |
0.0058 |
-0.0025 |
-30.1% |
0.0147 |
ATR |
0.0079 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
63 |
66 |
3 |
4.8% |
434 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7150 |
0.7121 |
0.7009 |
|
R3 |
0.7092 |
0.7063 |
0.6993 |
|
R2 |
0.7034 |
0.7034 |
0.6988 |
|
R1 |
0.7005 |
0.7005 |
0.6982 |
0.6991 |
PP |
0.6976 |
0.6976 |
0.6976 |
0.6968 |
S1 |
0.6947 |
0.6947 |
0.6972 |
0.6932 |
S2 |
0.6918 |
0.6918 |
0.6966 |
|
S3 |
0.6860 |
0.6889 |
0.6961 |
|
S4 |
0.6802 |
0.6831 |
0.6945 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7402 |
0.7337 |
0.7058 |
|
R3 |
0.7255 |
0.7190 |
0.7017 |
|
R2 |
0.7108 |
0.7108 |
0.7004 |
|
R1 |
0.7043 |
0.7043 |
0.6990 |
0.7076 |
PP |
0.6961 |
0.6961 |
0.6961 |
0.6978 |
S1 |
0.6896 |
0.6896 |
0.6964 |
0.6929 |
S2 |
0.6814 |
0.6814 |
0.6950 |
|
S3 |
0.6667 |
0.6749 |
0.6937 |
|
S4 |
0.6520 |
0.6602 |
0.6896 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7027 |
0.6880 |
0.0147 |
2.1% |
0.0062 |
0.9% |
66% |
False |
False |
86 |
10 |
0.7106 |
0.6880 |
0.0226 |
3.2% |
0.0067 |
1.0% |
43% |
False |
False |
78 |
20 |
0.7213 |
0.6850 |
0.0363 |
5.2% |
0.0073 |
1.0% |
35% |
False |
False |
52 |
40 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0065 |
0.9% |
26% |
False |
False |
28 |
60 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0060 |
0.9% |
24% |
False |
False |
19 |
80 |
0.7690 |
0.6850 |
0.0840 |
12.0% |
0.0047 |
0.7% |
15% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7251 |
2.618 |
0.7156 |
1.618 |
0.7098 |
1.000 |
0.7062 |
0.618 |
0.7040 |
HIGH |
0.7004 |
0.618 |
0.6982 |
0.500 |
0.6975 |
0.382 |
0.6968 |
LOW |
0.6946 |
0.618 |
0.6910 |
1.000 |
0.6888 |
1.618 |
0.6852 |
2.618 |
0.6794 |
4.250 |
0.6699 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.6976 |
0.6986 |
PP |
0.6976 |
0.6983 |
S1 |
0.6975 |
0.6980 |
|