CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7163 |
0.7193 |
0.0030 |
0.4% |
0.7208 |
| High |
0.7246 |
0.7219 |
-0.0027 |
-0.4% |
0.7254 |
| Low |
0.7151 |
0.7161 |
0.0010 |
0.1% |
0.7133 |
| Close |
0.7162 |
0.7202 |
0.0040 |
0.6% |
0.7162 |
| Range |
0.0095 |
0.0058 |
-0.0037 |
-38.9% |
0.0121 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
122 |
67 |
-55 |
-45.1% |
566 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7368 |
0.7343 |
0.7234 |
|
| R3 |
0.7310 |
0.7285 |
0.7218 |
|
| R2 |
0.7252 |
0.7252 |
0.7213 |
|
| R1 |
0.7227 |
0.7227 |
0.7207 |
0.7240 |
| PP |
0.7194 |
0.7194 |
0.7194 |
0.7200 |
| S1 |
0.7169 |
0.7169 |
0.7197 |
0.7182 |
| S2 |
0.7136 |
0.7136 |
0.7191 |
|
| S3 |
0.7078 |
0.7111 |
0.7186 |
|
| S4 |
0.7020 |
0.7053 |
0.7170 |
|
|
| 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 |
0.7246 |
0.7133 |
0.0113 |
1.6% |
0.0066 |
0.9% |
61% |
False |
False |
88 |
| 10 |
0.7309 |
0.7133 |
0.0176 |
2.4% |
0.0077 |
1.1% |
39% |
False |
False |
121 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0077 |
1.1% |
73% |
False |
False |
105 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0075 |
1.0% |
74% |
False |
False |
72 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0068 |
0.9% |
71% |
False |
False |
49 |
| 80 |
0.7528 |
0.6850 |
0.0678 |
9.4% |
0.0063 |
0.9% |
52% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7371 |
|
1.618 |
0.7313 |
|
1.000 |
0.7277 |
|
0.618 |
0.7255 |
|
HIGH |
0.7219 |
|
0.618 |
0.7197 |
|
0.500 |
0.7190 |
|
0.382 |
0.7183 |
|
LOW |
0.7161 |
|
0.618 |
0.7125 |
|
1.000 |
0.7103 |
|
1.618 |
0.7067 |
|
2.618 |
0.7009 |
|
4.250 |
0.6915 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7198 |
0.7198 |
| PP |
0.7194 |
0.7194 |
| S1 |
0.7190 |
0.7190 |
|