CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7247 |
0.7246 |
-0.0001 |
0.0% |
0.7273 |
| High |
0.7309 |
0.7247 |
-0.0062 |
-0.8% |
0.7323 |
| Low |
0.7212 |
0.7196 |
-0.0016 |
-0.2% |
0.7144 |
| Close |
0.7285 |
0.7226 |
-0.0059 |
-0.8% |
0.7226 |
| Range |
0.0097 |
0.0051 |
-0.0046 |
-47.4% |
0.0179 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
94 |
95 |
1 |
1.1% |
614 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7376 |
0.7352 |
0.7254 |
|
| R3 |
0.7325 |
0.7301 |
0.7240 |
|
| R2 |
0.7274 |
0.7274 |
0.7235 |
|
| R1 |
0.7250 |
0.7250 |
0.7231 |
0.7237 |
| PP |
0.7223 |
0.7223 |
0.7223 |
0.7216 |
| S1 |
0.7199 |
0.7199 |
0.7221 |
0.7186 |
| S2 |
0.7172 |
0.7172 |
0.7217 |
|
| S3 |
0.7121 |
0.7148 |
0.7212 |
|
| S4 |
0.7070 |
0.7097 |
0.7198 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7676 |
0.7324 |
|
| R3 |
0.7589 |
0.7497 |
0.7275 |
|
| R2 |
0.7410 |
0.7410 |
0.7259 |
|
| R1 |
0.7318 |
0.7318 |
0.7242 |
0.7275 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7209 |
| S1 |
0.7139 |
0.7139 |
0.7210 |
0.7096 |
| S2 |
0.7052 |
0.7052 |
0.7193 |
|
| S3 |
0.6873 |
0.6960 |
0.7177 |
|
| S4 |
0.6694 |
0.6781 |
0.7128 |
|
|
| 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% |
0.0089 |
1.2% |
46% |
False |
False |
122 |
| 10 |
0.7323 |
0.7008 |
0.0315 |
4.4% |
0.0090 |
1.2% |
69% |
False |
False |
118 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0079 |
1.1% |
78% |
False |
False |
98 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.5% |
0.0075 |
1.0% |
79% |
False |
False |
57 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0066 |
0.9% |
76% |
False |
False |
38 |
| 80 |
0.7639 |
0.6850 |
0.0789 |
10.9% |
0.0058 |
0.8% |
48% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7381 |
|
1.618 |
0.7330 |
|
1.000 |
0.7298 |
|
0.618 |
0.7279 |
|
HIGH |
0.7247 |
|
0.618 |
0.7228 |
|
0.500 |
0.7222 |
|
0.382 |
0.7215 |
|
LOW |
0.7196 |
|
0.618 |
0.7164 |
|
1.000 |
0.7145 |
|
1.618 |
0.7113 |
|
2.618 |
0.7062 |
|
4.250 |
0.6979 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7225 |
0.7227 |
| PP |
0.7223 |
0.7226 |
| S1 |
0.7222 |
0.7226 |
|