CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7299 |
0.7160 |
-0.0139 |
-1.9% |
0.7019 |
| High |
0.7299 |
0.7261 |
-0.0038 |
-0.5% |
0.7285 |
| Low |
0.7190 |
0.7144 |
-0.0046 |
-0.6% |
0.7008 |
| Close |
0.7216 |
0.7233 |
0.0017 |
0.2% |
0.7275 |
| Range |
0.0109 |
0.0117 |
0.0008 |
7.3% |
0.0277 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.6% |
0.0000 |
| Volume |
295 |
93 |
-202 |
-68.5% |
570 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7515 |
0.7297 |
|
| R3 |
0.7447 |
0.7398 |
0.7265 |
|
| R2 |
0.7330 |
0.7330 |
0.7254 |
|
| R1 |
0.7281 |
0.7281 |
0.7244 |
0.7305 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7225 |
| S1 |
0.7164 |
0.7164 |
0.7222 |
0.7189 |
| S2 |
0.7096 |
0.7096 |
0.7212 |
|
| S3 |
0.6979 |
0.7047 |
0.7201 |
|
| S4 |
0.6862 |
0.6930 |
0.7169 |
|
|
| 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 |
0.7111 |
0.0212 |
2.9% |
0.0105 |
1.4% |
58% |
False |
False |
148 |
| 10 |
0.7323 |
0.6944 |
0.0379 |
5.2% |
0.0089 |
1.2% |
76% |
False |
False |
112 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0083 |
1.1% |
80% |
False |
False |
92 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.5% |
0.0074 |
1.0% |
81% |
False |
False |
53 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0065 |
0.9% |
77% |
False |
False |
35 |
| 80 |
0.7639 |
0.6850 |
0.0789 |
10.9% |
0.0057 |
0.8% |
49% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7567 |
|
1.618 |
0.7450 |
|
1.000 |
0.7378 |
|
0.618 |
0.7333 |
|
HIGH |
0.7261 |
|
0.618 |
0.7216 |
|
0.500 |
0.7203 |
|
0.382 |
0.7189 |
|
LOW |
0.7144 |
|
0.618 |
0.7072 |
|
1.000 |
0.7027 |
|
1.618 |
0.6955 |
|
2.618 |
0.6838 |
|
4.250 |
0.6647 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7223 |
0.7234 |
| PP |
0.7213 |
0.7233 |
| S1 |
0.7203 |
0.7233 |
|