CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7208 |
0.7215 |
0.0007 |
0.1% |
0.7273 |
| High |
0.7254 |
0.7244 |
-0.0010 |
-0.1% |
0.7323 |
| Low |
0.7187 |
0.7192 |
0.0005 |
0.1% |
0.7144 |
| Close |
0.7202 |
0.7207 |
0.0005 |
0.1% |
0.7226 |
| Range |
0.0067 |
0.0052 |
-0.0015 |
-22.4% |
0.0179 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
191 |
91 |
-100 |
-52.4% |
614 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7341 |
0.7236 |
|
| R3 |
0.7318 |
0.7289 |
0.7221 |
|
| R2 |
0.7266 |
0.7266 |
0.7217 |
|
| R1 |
0.7237 |
0.7237 |
0.7212 |
0.7226 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7209 |
| S1 |
0.7185 |
0.7185 |
0.7202 |
0.7174 |
| S2 |
0.7162 |
0.7162 |
0.7197 |
|
| S3 |
0.7110 |
0.7133 |
0.7193 |
|
| S4 |
0.7058 |
0.7081 |
0.7178 |
|
|
| 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% |
0.0077 |
1.1% |
38% |
False |
False |
112 |
| 10 |
0.7323 |
0.7094 |
0.0229 |
3.2% |
0.0087 |
1.2% |
49% |
False |
False |
129 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.1% |
0.0077 |
1.1% |
74% |
False |
False |
110 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
75% |
False |
False |
63 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0067 |
0.9% |
72% |
False |
False |
43 |
| 80 |
0.7620 |
0.6850 |
0.0770 |
10.7% |
0.0060 |
0.8% |
46% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7465 |
|
2.618 |
0.7380 |
|
1.618 |
0.7328 |
|
1.000 |
0.7296 |
|
0.618 |
0.7276 |
|
HIGH |
0.7244 |
|
0.618 |
0.7224 |
|
0.500 |
0.7218 |
|
0.382 |
0.7212 |
|
LOW |
0.7192 |
|
0.618 |
0.7160 |
|
1.000 |
0.7140 |
|
1.618 |
0.7108 |
|
2.618 |
0.7056 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7218 |
0.7221 |
| PP |
0.7214 |
0.7216 |
| S1 |
0.7211 |
0.7212 |
|