CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7246 |
0.7208 |
-0.0038 |
-0.5% |
0.7273 |
| High |
0.7247 |
0.7254 |
0.0007 |
0.1% |
0.7323 |
| Low |
0.7196 |
0.7187 |
-0.0009 |
-0.1% |
0.7144 |
| Close |
0.7226 |
0.7202 |
-0.0024 |
-0.3% |
0.7226 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0179 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
95 |
191 |
96 |
101.1% |
614 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7376 |
0.7239 |
|
| R3 |
0.7348 |
0.7309 |
0.7220 |
|
| R2 |
0.7281 |
0.7281 |
0.7214 |
|
| R1 |
0.7242 |
0.7242 |
0.7208 |
0.7228 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7208 |
| S1 |
0.7175 |
0.7175 |
0.7196 |
0.7161 |
| S2 |
0.7147 |
0.7147 |
0.7190 |
|
| S3 |
0.7080 |
0.7108 |
0.7184 |
|
| S4 |
0.7013 |
0.7041 |
0.7165 |
|
|
| 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 |
0.7309 |
0.7144 |
0.0165 |
2.3% |
0.0088 |
1.2% |
35% |
False |
False |
153 |
| 10 |
0.7323 |
0.7016 |
0.0307 |
4.3% |
0.0092 |
1.3% |
61% |
False |
False |
128 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0080 |
1.1% |
73% |
False |
False |
106 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0075 |
1.0% |
74% |
False |
False |
62 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0067 |
0.9% |
71% |
False |
False |
42 |
| 80 |
0.7620 |
0.6850 |
0.0770 |
10.7% |
0.0059 |
0.8% |
46% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7429 |
|
1.618 |
0.7362 |
|
1.000 |
0.7321 |
|
0.618 |
0.7295 |
|
HIGH |
0.7254 |
|
0.618 |
0.7228 |
|
0.500 |
0.7221 |
|
0.382 |
0.7213 |
|
LOW |
0.7187 |
|
0.618 |
0.7146 |
|
1.000 |
0.7120 |
|
1.618 |
0.7079 |
|
2.618 |
0.7012 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7221 |
0.7248 |
| PP |
0.7214 |
0.7233 |
| S1 |
0.7208 |
0.7217 |
|