CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7053 |
0.7095 |
0.0042 |
0.6% |
0.7193 |
High |
0.7102 |
0.7110 |
0.0008 |
0.1% |
0.7219 |
Low |
0.7043 |
0.7078 |
0.0035 |
0.5% |
0.7024 |
Close |
0.7088 |
0.7089 |
0.0001 |
0.0% |
0.7088 |
Range |
0.0059 |
0.0032 |
-0.0027 |
-45.8% |
0.0195 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-4.3% |
0.0000 |
Volume |
224 |
78 |
-146 |
-65.2% |
2,017 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7188 |
0.7171 |
0.7107 |
|
R3 |
0.7156 |
0.7139 |
0.7098 |
|
R2 |
0.7124 |
0.7124 |
0.7095 |
|
R1 |
0.7107 |
0.7107 |
0.7092 |
0.7100 |
PP |
0.7092 |
0.7092 |
0.7092 |
0.7089 |
S1 |
0.7075 |
0.7075 |
0.7086 |
0.7068 |
S2 |
0.7060 |
0.7060 |
0.7083 |
|
S3 |
0.7028 |
0.7043 |
0.7080 |
|
S4 |
0.6996 |
0.7011 |
0.7071 |
|
|
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 |
0.7208 |
0.7024 |
0.0184 |
2.6% |
0.0067 |
1.0% |
35% |
False |
False |
405 |
10 |
0.7246 |
0.7024 |
0.0222 |
3.1% |
0.0067 |
0.9% |
29% |
False |
False |
247 |
20 |
0.7323 |
0.7016 |
0.0307 |
4.3% |
0.0079 |
1.1% |
24% |
False |
False |
187 |
40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0076 |
1.1% |
47% |
False |
False |
122 |
60 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0070 |
1.0% |
48% |
False |
False |
82 |
80 |
0.7382 |
0.6850 |
0.0532 |
7.5% |
0.0065 |
0.9% |
45% |
False |
False |
62 |
100 |
0.7690 |
0.6850 |
0.0840 |
11.8% |
0.0054 |
0.8% |
28% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7246 |
2.618 |
0.7194 |
1.618 |
0.7162 |
1.000 |
0.7142 |
0.618 |
0.7130 |
HIGH |
0.7110 |
0.618 |
0.7098 |
0.500 |
0.7094 |
0.382 |
0.7090 |
LOW |
0.7078 |
0.618 |
0.7058 |
1.000 |
0.7046 |
1.618 |
0.7026 |
2.618 |
0.6994 |
4.250 |
0.6942 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7094 |
0.7082 |
PP |
0.7092 |
0.7074 |
S1 |
0.7091 |
0.7067 |
|