CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7019 |
0.7021 |
0.0002 |
0.0% |
0.6950 |
High |
0.7054 |
0.7116 |
0.0062 |
0.9% |
0.7027 |
Low |
0.7008 |
0.7016 |
0.0008 |
0.1% |
0.6880 |
Close |
0.7033 |
0.7099 |
0.0066 |
0.9% |
0.6977 |
Range |
0.0046 |
0.0100 |
0.0054 |
117.4% |
0.0147 |
ATR |
0.0078 |
0.0079 |
0.0002 |
2.1% |
0.0000 |
Volume |
91 |
76 |
-15 |
-16.5% |
434 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7377 |
0.7338 |
0.7154 |
|
R3 |
0.7277 |
0.7238 |
0.7127 |
|
R2 |
0.7177 |
0.7177 |
0.7117 |
|
R1 |
0.7138 |
0.7138 |
0.7108 |
0.7158 |
PP |
0.7077 |
0.7077 |
0.7077 |
0.7087 |
S1 |
0.7038 |
0.7038 |
0.7090 |
0.7058 |
S2 |
0.6977 |
0.6977 |
0.7081 |
|
S3 |
0.6877 |
0.6938 |
0.7072 |
|
S4 |
0.6777 |
0.6838 |
0.7044 |
|
|
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 |
0.7116 |
0.6944 |
0.0172 |
2.4% |
0.0063 |
0.9% |
90% |
True |
False |
77 |
10 |
0.7116 |
0.6880 |
0.0236 |
3.3% |
0.0067 |
0.9% |
93% |
True |
False |
91 |
20 |
0.7213 |
0.6880 |
0.0333 |
4.7% |
0.0074 |
1.0% |
66% |
False |
False |
60 |
40 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0068 |
1.0% |
50% |
False |
False |
32 |
60 |
0.7382 |
0.6850 |
0.0532 |
7.5% |
0.0061 |
0.9% |
47% |
False |
False |
22 |
80 |
0.7690 |
0.6850 |
0.0840 |
11.8% |
0.0049 |
0.7% |
30% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7541 |
2.618 |
0.7378 |
1.618 |
0.7278 |
1.000 |
0.7216 |
0.618 |
0.7178 |
HIGH |
0.7116 |
0.618 |
0.7078 |
0.500 |
0.7066 |
0.382 |
0.7054 |
LOW |
0.7016 |
0.618 |
0.6954 |
1.000 |
0.6916 |
1.618 |
0.6854 |
2.618 |
0.6754 |
4.250 |
0.6591 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7088 |
0.7076 |
PP |
0.7077 |
0.7054 |
S1 |
0.7066 |
0.7031 |
|