CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7145 |
0.0045 |
0.6% |
0.6950 |
| High |
0.7175 |
0.7247 |
0.0072 |
1.0% |
0.7027 |
| Low |
0.7094 |
0.7111 |
0.0017 |
0.2% |
0.6880 |
| Close |
0.7150 |
0.7202 |
0.0052 |
0.7% |
0.6977 |
| Range |
0.0081 |
0.0136 |
0.0055 |
67.9% |
0.0147 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.1% |
0.0000 |
| Volume |
86 |
120 |
34 |
39.5% |
434 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7534 |
0.7277 |
|
| R3 |
0.7459 |
0.7398 |
0.7239 |
|
| R2 |
0.7323 |
0.7323 |
0.7227 |
|
| R1 |
0.7262 |
0.7262 |
0.7214 |
0.7293 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7202 |
| S1 |
0.7126 |
0.7126 |
0.7190 |
0.7157 |
| S2 |
0.7051 |
0.7051 |
0.7177 |
|
| S3 |
0.6915 |
0.6990 |
0.7165 |
|
| S4 |
0.6779 |
0.6854 |
0.7127 |
|
|
| 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 |
0.7247 |
0.6946 |
0.0301 |
4.2% |
0.0084 |
1.2% |
85% |
True |
False |
87 |
| 10 |
0.7247 |
0.6880 |
0.0367 |
5.1% |
0.0072 |
1.0% |
88% |
True |
False |
93 |
| 20 |
0.7247 |
0.6880 |
0.0367 |
5.1% |
0.0076 |
1.1% |
88% |
True |
False |
68 |
| 40 |
0.7320 |
0.6850 |
0.0470 |
6.5% |
0.0066 |
0.9% |
75% |
False |
False |
37 |
| 60 |
0.7354 |
0.6850 |
0.0504 |
7.0% |
0.0062 |
0.9% |
70% |
False |
False |
25 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
11.7% |
0.0052 |
0.7% |
42% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7603 |
|
1.618 |
0.7467 |
|
1.000 |
0.7383 |
|
0.618 |
0.7331 |
|
HIGH |
0.7247 |
|
0.618 |
0.7195 |
|
0.500 |
0.7179 |
|
0.382 |
0.7163 |
|
LOW |
0.7111 |
|
0.618 |
0.7027 |
|
1.000 |
0.6975 |
|
1.618 |
0.6891 |
|
2.618 |
0.6755 |
|
4.250 |
0.6533 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7179 |
| PP |
0.7187 |
0.7155 |
| S1 |
0.7179 |
0.7132 |
|