CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7151 |
0.7163 |
0.0012 |
0.2% |
0.7208 |
| High |
0.7186 |
0.7246 |
0.0060 |
0.8% |
0.7254 |
| Low |
0.7133 |
0.7151 |
0.0018 |
0.3% |
0.7133 |
| Close |
0.7159 |
0.7162 |
0.0003 |
0.0% |
0.7162 |
| Range |
0.0053 |
0.0095 |
0.0042 |
79.2% |
0.0121 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0000 |
| Volume |
82 |
122 |
40 |
48.8% |
566 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7412 |
0.7214 |
|
| R3 |
0.7376 |
0.7317 |
0.7188 |
|
| R2 |
0.7281 |
0.7281 |
0.7179 |
|
| R1 |
0.7222 |
0.7222 |
0.7171 |
0.7204 |
| PP |
0.7186 |
0.7186 |
0.7186 |
0.7178 |
| S1 |
0.7127 |
0.7127 |
0.7153 |
0.7109 |
| S2 |
0.7091 |
0.7091 |
0.7145 |
|
| S3 |
0.6996 |
0.7032 |
0.7136 |
|
| S4 |
0.6901 |
0.6937 |
0.7110 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7475 |
0.7229 |
|
| R3 |
0.7425 |
0.7354 |
0.7195 |
|
| R2 |
0.7304 |
0.7304 |
0.7184 |
|
| R1 |
0.7233 |
0.7233 |
0.7173 |
0.7208 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7171 |
| S1 |
0.7112 |
0.7112 |
0.7151 |
0.7087 |
| S2 |
0.7062 |
0.7062 |
0.7140 |
|
| S3 |
0.6941 |
0.6991 |
0.7129 |
|
| S4 |
0.6820 |
0.6870 |
0.7095 |
|
|
| 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% |
0.0068 |
0.9% |
24% |
False |
False |
113 |
| 10 |
0.7323 |
0.7133 |
0.0190 |
2.7% |
0.0078 |
1.1% |
15% |
False |
False |
118 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0077 |
1.1% |
64% |
False |
False |
109 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0074 |
1.0% |
66% |
False |
False |
70 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
1.0% |
63% |
False |
False |
48 |
| 80 |
0.7528 |
0.6850 |
0.0678 |
9.5% |
0.0062 |
0.9% |
46% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7650 |
|
2.618 |
0.7495 |
|
1.618 |
0.7400 |
|
1.000 |
0.7341 |
|
0.618 |
0.7305 |
|
HIGH |
0.7246 |
|
0.618 |
0.7210 |
|
0.500 |
0.7199 |
|
0.382 |
0.7187 |
|
LOW |
0.7151 |
|
0.618 |
0.7092 |
|
1.000 |
0.7056 |
|
1.618 |
0.6997 |
|
2.618 |
0.6902 |
|
4.250 |
0.6747 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7199 |
0.7190 |
| PP |
0.7186 |
0.7180 |
| S1 |
0.7174 |
0.7171 |
|