CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6978 |
0.7019 |
0.0041 |
0.6% |
0.6950 |
| High |
0.7004 |
0.7054 |
0.0050 |
0.7% |
0.7027 |
| Low |
0.6946 |
0.7008 |
0.0062 |
0.9% |
0.6880 |
| Close |
0.6977 |
0.7033 |
0.0056 |
0.8% |
0.6977 |
| Range |
0.0058 |
0.0046 |
-0.0012 |
-20.7% |
0.0147 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
66 |
91 |
25 |
37.9% |
434 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7170 |
0.7147 |
0.7058 |
|
| R3 |
0.7124 |
0.7101 |
0.7046 |
|
| R2 |
0.7078 |
0.7078 |
0.7041 |
|
| R1 |
0.7055 |
0.7055 |
0.7037 |
0.7067 |
| PP |
0.7032 |
0.7032 |
0.7032 |
0.7037 |
| S1 |
0.7009 |
0.7009 |
0.7029 |
0.7021 |
| S2 |
0.6986 |
0.6986 |
0.7025 |
|
| S3 |
0.6940 |
0.6963 |
0.7020 |
|
| S4 |
0.6894 |
0.6917 |
0.7008 |
|
|
| 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 |
0.7054 |
0.6880 |
0.0174 |
2.5% |
0.0060 |
0.9% |
88% |
True |
False |
77 |
| 10 |
0.7094 |
0.6880 |
0.0214 |
3.0% |
0.0067 |
1.0% |
71% |
False |
False |
85 |
| 20 |
0.7213 |
0.6880 |
0.0333 |
4.7% |
0.0073 |
1.0% |
46% |
False |
False |
56 |
| 40 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0066 |
0.9% |
37% |
False |
False |
30 |
| 60 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0061 |
0.9% |
34% |
False |
False |
20 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
11.9% |
0.0048 |
0.7% |
22% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7250 |
|
2.618 |
0.7174 |
|
1.618 |
0.7128 |
|
1.000 |
0.7100 |
|
0.618 |
0.7082 |
|
HIGH |
0.7054 |
|
0.618 |
0.7036 |
|
0.500 |
0.7031 |
|
0.382 |
0.7026 |
|
LOW |
0.7008 |
|
0.618 |
0.6980 |
|
1.000 |
0.6962 |
|
1.618 |
0.6934 |
|
2.618 |
0.6888 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7032 |
0.7022 |
| PP |
0.7032 |
0.7010 |
| S1 |
0.7031 |
0.6999 |
|