CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7139 |
0.7055 |
-0.0084 |
-1.2% |
0.7208 |
| High |
0.7156 |
0.7073 |
-0.0083 |
-1.2% |
0.7254 |
| Low |
0.7036 |
0.7024 |
-0.0012 |
-0.2% |
0.7133 |
| Close |
0.7036 |
0.7035 |
-0.0001 |
0.0% |
0.7162 |
| Range |
0.0120 |
0.0049 |
-0.0071 |
-59.2% |
0.0121 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
963 |
632 |
-331 |
-34.4% |
566 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7191 |
0.7162 |
0.7062 |
|
| R3 |
0.7142 |
0.7113 |
0.7048 |
|
| R2 |
0.7093 |
0.7093 |
0.7044 |
|
| R1 |
0.7064 |
0.7064 |
0.7039 |
0.7054 |
| PP |
0.7044 |
0.7044 |
0.7044 |
0.7039 |
| S1 |
0.7015 |
0.7015 |
0.7031 |
0.7005 |
| S2 |
0.6995 |
0.6995 |
0.7026 |
|
| S3 |
0.6946 |
0.6966 |
0.7022 |
|
| S4 |
0.6897 |
0.6917 |
0.7008 |
|
|
| 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 |
0.7024 |
0.0222 |
3.2% |
0.0080 |
1.1% |
5% |
False |
True |
383 |
| 10 |
0.7254 |
0.7024 |
0.0230 |
3.3% |
0.0069 |
1.0% |
5% |
False |
True |
245 |
| 20 |
0.7323 |
0.6946 |
0.0377 |
5.4% |
0.0080 |
1.1% |
24% |
False |
False |
180 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0076 |
1.1% |
39% |
False |
False |
115 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0069 |
1.0% |
37% |
False |
False |
77 |
| 80 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0064 |
0.9% |
35% |
False |
False |
58 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
11.9% |
0.0053 |
0.8% |
22% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7281 |
|
2.618 |
0.7201 |
|
1.618 |
0.7152 |
|
1.000 |
0.7122 |
|
0.618 |
0.7103 |
|
HIGH |
0.7073 |
|
0.618 |
0.7054 |
|
0.500 |
0.7049 |
|
0.382 |
0.7043 |
|
LOW |
0.7024 |
|
0.618 |
0.6994 |
|
1.000 |
0.6975 |
|
1.618 |
0.6945 |
|
2.618 |
0.6896 |
|
4.250 |
0.6816 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7049 |
0.7116 |
| PP |
0.7044 |
0.7089 |
| S1 |
0.7040 |
0.7062 |
|