CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7145 |
0.7202 |
0.0057 |
0.8% |
0.7019 |
| High |
0.7247 |
0.7285 |
0.0038 |
0.5% |
0.7285 |
| Low |
0.7111 |
0.7196 |
0.0085 |
1.2% |
0.7008 |
| Close |
0.7202 |
0.7275 |
0.0073 |
1.0% |
0.7275 |
| Range |
0.0136 |
0.0089 |
-0.0047 |
-34.6% |
0.0277 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
120 |
197 |
77 |
64.2% |
570 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7486 |
0.7324 |
|
| R3 |
0.7430 |
0.7397 |
0.7299 |
|
| R2 |
0.7341 |
0.7341 |
0.7291 |
|
| R1 |
0.7308 |
0.7308 |
0.7283 |
0.7325 |
| PP |
0.7252 |
0.7252 |
0.7252 |
0.7260 |
| S1 |
0.7219 |
0.7219 |
0.7267 |
0.7236 |
| S2 |
0.7163 |
0.7163 |
0.7259 |
|
| S3 |
0.7074 |
0.7130 |
0.7251 |
|
| S4 |
0.6985 |
0.7041 |
0.7226 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7925 |
0.7427 |
|
| R3 |
0.7743 |
0.7648 |
0.7351 |
|
| R2 |
0.7466 |
0.7466 |
0.7326 |
|
| R1 |
0.7371 |
0.7371 |
0.7300 |
0.7419 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7213 |
| S1 |
0.7094 |
0.7094 |
0.7250 |
0.7142 |
| S2 |
0.6912 |
0.6912 |
0.7224 |
|
| S3 |
0.6635 |
0.6817 |
0.7199 |
|
| S4 |
0.6358 |
0.6540 |
0.7123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7285 |
0.7008 |
0.0277 |
3.8% |
0.0090 |
1.2% |
96% |
True |
False |
114 |
| 10 |
0.7285 |
0.6880 |
0.0405 |
5.6% |
0.0076 |
1.0% |
98% |
True |
False |
100 |
| 20 |
0.7285 |
0.6880 |
0.0405 |
5.6% |
0.0079 |
1.1% |
98% |
True |
False |
77 |
| 40 |
0.7305 |
0.6850 |
0.0455 |
6.3% |
0.0067 |
0.9% |
93% |
False |
False |
42 |
| 60 |
0.7354 |
0.6850 |
0.0504 |
6.9% |
0.0063 |
0.9% |
84% |
False |
False |
28 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
11.5% |
0.0053 |
0.7% |
51% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7518 |
|
1.618 |
0.7429 |
|
1.000 |
0.7374 |
|
0.618 |
0.7340 |
|
HIGH |
0.7285 |
|
0.618 |
0.7251 |
|
0.500 |
0.7241 |
|
0.382 |
0.7230 |
|
LOW |
0.7196 |
|
0.618 |
0.7141 |
|
1.000 |
0.7107 |
|
1.618 |
0.7052 |
|
2.618 |
0.6963 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7264 |
0.7247 |
| PP |
0.7252 |
0.7218 |
| S1 |
0.7241 |
0.7190 |
|