CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7055 |
0.7053 |
-0.0002 |
0.0% |
0.7193 |
High |
0.7073 |
0.7102 |
0.0029 |
0.4% |
0.7219 |
Low |
0.7024 |
0.7043 |
0.0019 |
0.3% |
0.7024 |
Close |
0.7035 |
0.7088 |
0.0053 |
0.8% |
0.7088 |
Range |
0.0049 |
0.0059 |
0.0010 |
20.4% |
0.0195 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
632 |
224 |
-408 |
-64.6% |
2,017 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7255 |
0.7230 |
0.7120 |
|
R3 |
0.7196 |
0.7171 |
0.7104 |
|
R2 |
0.7137 |
0.7137 |
0.7099 |
|
R1 |
0.7112 |
0.7112 |
0.7093 |
0.7125 |
PP |
0.7078 |
0.7078 |
0.7078 |
0.7084 |
S1 |
0.7053 |
0.7053 |
0.7083 |
0.7066 |
S2 |
0.7019 |
0.7019 |
0.7077 |
|
S3 |
0.6960 |
0.6994 |
0.7072 |
|
S4 |
0.6901 |
0.6935 |
0.7056 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7587 |
0.7195 |
|
R3 |
0.7500 |
0.7392 |
0.7142 |
|
R2 |
0.7305 |
0.7305 |
0.7124 |
|
R1 |
0.7197 |
0.7197 |
0.7106 |
0.7154 |
PP |
0.7110 |
0.7110 |
0.7110 |
0.7089 |
S1 |
0.7002 |
0.7002 |
0.7070 |
0.6959 |
S2 |
0.6915 |
0.6915 |
0.7052 |
|
S3 |
0.6720 |
0.6807 |
0.7034 |
|
S4 |
0.6525 |
0.6612 |
0.6981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7219 |
0.7024 |
0.0195 |
2.8% |
0.0073 |
1.0% |
33% |
False |
False |
403 |
10 |
0.7254 |
0.7024 |
0.0230 |
3.2% |
0.0070 |
1.0% |
28% |
False |
False |
258 |
20 |
0.7323 |
0.7008 |
0.0315 |
4.4% |
0.0080 |
1.1% |
25% |
False |
False |
188 |
40 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0076 |
1.1% |
50% |
False |
False |
120 |
60 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0070 |
1.0% |
48% |
False |
False |
81 |
80 |
0.7382 |
0.6850 |
0.0532 |
7.5% |
0.0065 |
0.9% |
45% |
False |
False |
61 |
100 |
0.7690 |
0.6850 |
0.0840 |
11.9% |
0.0054 |
0.8% |
28% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7353 |
2.618 |
0.7256 |
1.618 |
0.7197 |
1.000 |
0.7161 |
0.618 |
0.7138 |
HIGH |
0.7102 |
0.618 |
0.7079 |
0.500 |
0.7073 |
0.382 |
0.7066 |
LOW |
0.7043 |
0.618 |
0.7007 |
1.000 |
0.6984 |
1.618 |
0.6948 |
2.618 |
0.6889 |
4.250 |
0.6792 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7083 |
0.7090 |
PP |
0.7078 |
0.7089 |
S1 |
0.7073 |
0.7089 |
|