CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7299 |
0.0026 |
0.4% |
0.7019 |
| High |
0.7323 |
0.7299 |
-0.0024 |
-0.3% |
0.7285 |
| Low |
0.7250 |
0.7190 |
-0.0060 |
-0.8% |
0.7008 |
| Close |
0.7317 |
0.7216 |
-0.0101 |
-1.4% |
0.7275 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0277 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.8% |
0.0000 |
| Volume |
37 |
295 |
258 |
697.3% |
570 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7498 |
0.7276 |
|
| R3 |
0.7453 |
0.7389 |
0.7246 |
|
| R2 |
0.7344 |
0.7344 |
0.7236 |
|
| R1 |
0.7280 |
0.7280 |
0.7226 |
0.7258 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7224 |
| S1 |
0.7171 |
0.7171 |
0.7206 |
0.7148 |
| S2 |
0.7126 |
0.7126 |
0.7196 |
|
| S3 |
0.7017 |
0.7062 |
0.7186 |
|
| S4 |
0.6908 |
0.6953 |
0.7156 |
|
|
| 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 |
0.7094 |
0.0229 |
3.2% |
0.0098 |
1.4% |
53% |
False |
False |
147 |
| 10 |
0.7323 |
0.6944 |
0.0379 |
5.3% |
0.0081 |
1.1% |
72% |
False |
False |
112 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0081 |
1.1% |
76% |
False |
False |
90 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0071 |
1.0% |
77% |
False |
False |
50 |
| 60 |
0.7354 |
0.6850 |
0.0504 |
7.0% |
0.0065 |
0.9% |
73% |
False |
False |
34 |
| 80 |
0.7639 |
0.6850 |
0.0789 |
10.9% |
0.0055 |
0.8% |
46% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7584 |
|
1.618 |
0.7475 |
|
1.000 |
0.7408 |
|
0.618 |
0.7366 |
|
HIGH |
0.7299 |
|
0.618 |
0.7257 |
|
0.500 |
0.7245 |
|
0.382 |
0.7232 |
|
LOW |
0.7190 |
|
0.618 |
0.7123 |
|
1.000 |
0.7081 |
|
1.618 |
0.7014 |
|
2.618 |
0.6905 |
|
4.250 |
0.6727 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7245 |
0.7257 |
| PP |
0.7235 |
0.7243 |
| S1 |
0.7226 |
0.7230 |
|