CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7095 |
0.7105 |
0.0010 |
0.1% |
0.7193 |
| High |
0.7110 |
0.7172 |
0.0062 |
0.9% |
0.7219 |
| Low |
0.7078 |
0.7105 |
0.0027 |
0.4% |
0.7024 |
| Close |
0.7089 |
0.7151 |
0.0062 |
0.9% |
0.7088 |
| Range |
0.0032 |
0.0067 |
0.0035 |
109.4% |
0.0195 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
78 |
485 |
407 |
521.8% |
2,017 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7344 |
0.7314 |
0.7188 |
|
| R3 |
0.7277 |
0.7247 |
0.7169 |
|
| R2 |
0.7210 |
0.7210 |
0.7163 |
|
| R1 |
0.7180 |
0.7180 |
0.7157 |
0.7195 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7150 |
| S1 |
0.7113 |
0.7113 |
0.7145 |
0.7128 |
| S2 |
0.7076 |
0.7076 |
0.7139 |
|
| S3 |
0.7009 |
0.7046 |
0.7133 |
|
| S4 |
0.6942 |
0.6979 |
0.7114 |
|
|
| 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 |
0.7172 |
0.7024 |
0.0148 |
2.1% |
0.0065 |
0.9% |
86% |
True |
False |
476 |
| 10 |
0.7246 |
0.7024 |
0.0222 |
3.1% |
0.0068 |
1.0% |
57% |
False |
False |
286 |
| 20 |
0.7323 |
0.7024 |
0.0299 |
4.2% |
0.0078 |
1.1% |
42% |
False |
False |
208 |
| 40 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0076 |
1.1% |
61% |
False |
False |
134 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0071 |
1.0% |
61% |
False |
False |
91 |
| 80 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0065 |
0.9% |
57% |
False |
False |
68 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
11.7% |
0.0055 |
0.8% |
36% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7457 |
|
2.618 |
0.7347 |
|
1.618 |
0.7280 |
|
1.000 |
0.7239 |
|
0.618 |
0.7213 |
|
HIGH |
0.7172 |
|
0.618 |
0.7146 |
|
0.500 |
0.7139 |
|
0.382 |
0.7131 |
|
LOW |
0.7105 |
|
0.618 |
0.7064 |
|
1.000 |
0.7038 |
|
1.618 |
0.6997 |
|
2.618 |
0.6930 |
|
4.250 |
0.6820 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7147 |
0.7137 |
| PP |
0.7143 |
0.7122 |
| S1 |
0.7139 |
0.7108 |
|