CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7273 |
0.0071 |
1.0% |
0.7019 |
| High |
0.7285 |
0.7323 |
0.0038 |
0.5% |
0.7285 |
| Low |
0.7196 |
0.7250 |
0.0054 |
0.8% |
0.7008 |
| Close |
0.7275 |
0.7317 |
0.0042 |
0.6% |
0.7275 |
| Range |
0.0089 |
0.0073 |
-0.0016 |
-18.0% |
0.0277 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
197 |
37 |
-160 |
-81.2% |
570 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7516 |
0.7489 |
0.7357 |
|
| R3 |
0.7443 |
0.7416 |
0.7337 |
|
| R2 |
0.7370 |
0.7370 |
0.7330 |
|
| R1 |
0.7343 |
0.7343 |
0.7324 |
0.7357 |
| PP |
0.7297 |
0.7297 |
0.7297 |
0.7303 |
| S1 |
0.7270 |
0.7270 |
0.7310 |
0.7284 |
| S2 |
0.7224 |
0.7224 |
0.7304 |
|
| S3 |
0.7151 |
0.7197 |
0.7297 |
|
| S4 |
0.7078 |
0.7124 |
0.7277 |
|
|
| 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 |
0.7323 |
0.7016 |
0.0307 |
4.2% |
0.0096 |
1.3% |
98% |
True |
False |
103 |
| 10 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0078 |
1.1% |
99% |
True |
False |
90 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0079 |
1.1% |
99% |
True |
False |
76 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.5% |
0.0069 |
0.9% |
99% |
True |
False |
43 |
| 60 |
0.7354 |
0.6850 |
0.0504 |
6.9% |
0.0063 |
0.9% |
93% |
False |
False |
29 |
| 80 |
0.7662 |
0.6850 |
0.0812 |
11.1% |
0.0054 |
0.7% |
58% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7514 |
|
1.618 |
0.7441 |
|
1.000 |
0.7396 |
|
0.618 |
0.7368 |
|
HIGH |
0.7323 |
|
0.618 |
0.7295 |
|
0.500 |
0.7287 |
|
0.382 |
0.7278 |
|
LOW |
0.7250 |
|
0.618 |
0.7205 |
|
1.000 |
0.7177 |
|
1.618 |
0.7132 |
|
2.618 |
0.7059 |
|
4.250 |
0.6940 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7307 |
0.7284 |
| PP |
0.7297 |
0.7250 |
| S1 |
0.7287 |
0.7217 |
|