CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7021 |
0.7100 |
0.0079 |
1.1% |
0.6950 |
| High |
0.7116 |
0.7175 |
0.0059 |
0.8% |
0.7027 |
| Low |
0.7016 |
0.7094 |
0.0078 |
1.1% |
0.6880 |
| Close |
0.7099 |
0.7150 |
0.0051 |
0.7% |
0.6977 |
| Range |
0.0100 |
0.0081 |
-0.0019 |
-19.0% |
0.0147 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76 |
86 |
10 |
13.2% |
434 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7347 |
0.7195 |
|
| R3 |
0.7302 |
0.7266 |
0.7172 |
|
| R2 |
0.7221 |
0.7221 |
0.7165 |
|
| R1 |
0.7185 |
0.7185 |
0.7157 |
0.7203 |
| PP |
0.7140 |
0.7140 |
0.7140 |
0.7149 |
| S1 |
0.7104 |
0.7104 |
0.7143 |
0.7122 |
| S2 |
0.7059 |
0.7059 |
0.7135 |
|
| S3 |
0.6978 |
0.7023 |
0.7128 |
|
| S4 |
0.6897 |
0.6942 |
0.7105 |
|
|
| 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 |
0.7175 |
0.6944 |
0.0231 |
3.2% |
0.0074 |
1.0% |
89% |
True |
False |
76 |
| 10 |
0.7175 |
0.6880 |
0.0295 |
4.1% |
0.0069 |
1.0% |
92% |
True |
False |
92 |
| 20 |
0.7213 |
0.6880 |
0.0333 |
4.7% |
0.0076 |
1.1% |
81% |
False |
False |
63 |
| 40 |
0.7320 |
0.6850 |
0.0470 |
6.6% |
0.0066 |
0.9% |
64% |
False |
False |
34 |
| 60 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0062 |
0.9% |
56% |
False |
False |
23 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
11.7% |
0.0050 |
0.7% |
36% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7387 |
|
1.618 |
0.7306 |
|
1.000 |
0.7256 |
|
0.618 |
0.7225 |
|
HIGH |
0.7175 |
|
0.618 |
0.7144 |
|
0.500 |
0.7135 |
|
0.382 |
0.7125 |
|
LOW |
0.7094 |
|
0.618 |
0.7044 |
|
1.000 |
0.7013 |
|
1.618 |
0.6963 |
|
2.618 |
0.6882 |
|
4.250 |
0.6750 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7145 |
0.7131 |
| PP |
0.7140 |
0.7111 |
| S1 |
0.7135 |
0.7092 |
|