CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7160 |
0.7247 |
0.0087 |
1.2% |
0.7019 |
| High |
0.7261 |
0.7309 |
0.0048 |
0.7% |
0.7285 |
| Low |
0.7144 |
0.7212 |
0.0068 |
1.0% |
0.7008 |
| Close |
0.7233 |
0.7285 |
0.0052 |
0.7% |
0.7275 |
| Range |
0.0117 |
0.0097 |
-0.0020 |
-17.1% |
0.0277 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.7% |
0.0000 |
| Volume |
93 |
94 |
1 |
1.1% |
570 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7519 |
0.7338 |
|
| R3 |
0.7463 |
0.7422 |
0.7312 |
|
| R2 |
0.7366 |
0.7366 |
0.7303 |
|
| R1 |
0.7325 |
0.7325 |
0.7294 |
0.7346 |
| PP |
0.7269 |
0.7269 |
0.7269 |
0.7279 |
| S1 |
0.7228 |
0.7228 |
0.7276 |
0.7249 |
| S2 |
0.7172 |
0.7172 |
0.7267 |
|
| S3 |
0.7075 |
0.7131 |
0.7258 |
|
| S4 |
0.6978 |
0.7034 |
0.7232 |
|
|
| 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 |
0.7144 |
0.0179 |
2.5% |
0.0097 |
1.3% |
79% |
False |
False |
143 |
| 10 |
0.7323 |
0.6946 |
0.0377 |
5.2% |
0.0091 |
1.2% |
90% |
False |
False |
115 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0081 |
1.1% |
91% |
False |
False |
94 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.5% |
0.0075 |
1.0% |
92% |
False |
False |
55 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.8% |
0.0066 |
0.9% |
88% |
False |
False |
37 |
| 80 |
0.7639 |
0.6850 |
0.0789 |
10.8% |
0.0058 |
0.8% |
55% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7563 |
|
1.618 |
0.7466 |
|
1.000 |
0.7406 |
|
0.618 |
0.7369 |
|
HIGH |
0.7309 |
|
0.618 |
0.7272 |
|
0.500 |
0.7261 |
|
0.382 |
0.7249 |
|
LOW |
0.7212 |
|
0.618 |
0.7152 |
|
1.000 |
0.7115 |
|
1.618 |
0.7055 |
|
2.618 |
0.6958 |
|
4.250 |
0.6800 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7266 |
| PP |
0.7269 |
0.7246 |
| S1 |
0.7261 |
0.7227 |
|