CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7212 |
0.7151 |
-0.0061 |
-0.8% |
0.7273 |
High |
0.7222 |
0.7186 |
-0.0036 |
-0.5% |
0.7323 |
Low |
0.7151 |
0.7133 |
-0.0018 |
-0.3% |
0.7144 |
Close |
0.7170 |
0.7159 |
-0.0011 |
-0.2% |
0.7226 |
Range |
0.0071 |
0.0053 |
-0.0018 |
-25.4% |
0.0179 |
ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
80 |
82 |
2 |
2.5% |
614 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7318 |
0.7292 |
0.7188 |
|
R3 |
0.7265 |
0.7239 |
0.7174 |
|
R2 |
0.7212 |
0.7212 |
0.7169 |
|
R1 |
0.7186 |
0.7186 |
0.7164 |
0.7199 |
PP |
0.7159 |
0.7159 |
0.7159 |
0.7166 |
S1 |
0.7133 |
0.7133 |
0.7154 |
0.7146 |
S2 |
0.7106 |
0.7106 |
0.7149 |
|
S3 |
0.7053 |
0.7080 |
0.7144 |
|
S4 |
0.7000 |
0.7027 |
0.7130 |
|
|
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 |
0.7254 |
0.7133 |
0.0121 |
1.7% |
0.0059 |
0.8% |
21% |
False |
True |
107 |
10 |
0.7323 |
0.7133 |
0.0190 |
2.7% |
0.0078 |
1.1% |
14% |
False |
True |
125 |
20 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0075 |
1.0% |
63% |
False |
False |
109 |
40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0072 |
1.0% |
65% |
False |
False |
67 |
60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0067 |
0.9% |
62% |
False |
False |
46 |
80 |
0.7545 |
0.6850 |
0.0695 |
9.7% |
0.0061 |
0.9% |
44% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7411 |
2.618 |
0.7325 |
1.618 |
0.7272 |
1.000 |
0.7239 |
0.618 |
0.7219 |
HIGH |
0.7186 |
0.618 |
0.7166 |
0.500 |
0.7160 |
0.382 |
0.7153 |
LOW |
0.7133 |
0.618 |
0.7100 |
1.000 |
0.7080 |
1.618 |
0.7047 |
2.618 |
0.6994 |
4.250 |
0.6908 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7160 |
0.7189 |
PP |
0.7159 |
0.7179 |
S1 |
0.7159 |
0.7169 |
|