CME Australian Dollar Future December 2015
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 |
0.7086 |
0.7063 |
-0.0023 |
-0.3% |
0.7193 |
High |
0.7103 |
0.7134 |
0.0031 |
0.4% |
0.7252 |
Low |
0.7052 |
0.7063 |
0.0011 |
0.2% |
0.7052 |
Close |
0.7064 |
0.7117 |
0.0053 |
0.8% |
0.7117 |
Range |
0.0051 |
0.0071 |
0.0020 |
39.2% |
0.0200 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
73,007 |
84,246 |
11,239 |
15.4% |
380,190 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7318 |
0.7288 |
0.7156 |
|
R3 |
0.7247 |
0.7217 |
0.7137 |
|
R2 |
0.7176 |
0.7176 |
0.7130 |
|
R1 |
0.7146 |
0.7146 |
0.7124 |
0.7161 |
PP |
0.7105 |
0.7105 |
0.7105 |
0.7112 |
S1 |
0.7075 |
0.7075 |
0.7110 |
0.7090 |
S2 |
0.7034 |
0.7034 |
0.7104 |
|
S3 |
0.6963 |
0.7004 |
0.7097 |
|
S4 |
0.6892 |
0.6933 |
0.7078 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7740 |
0.7629 |
0.7227 |
|
R3 |
0.7540 |
0.7429 |
0.7172 |
|
R2 |
0.7340 |
0.7340 |
0.7154 |
|
R1 |
0.7229 |
0.7229 |
0.7135 |
0.7185 |
PP |
0.7140 |
0.7140 |
0.7140 |
0.7118 |
S1 |
0.7029 |
0.7029 |
0.7099 |
0.6985 |
S2 |
0.6940 |
0.6940 |
0.7080 |
|
S3 |
0.6740 |
0.6829 |
0.7062 |
|
S4 |
0.6540 |
0.6629 |
0.7007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7252 |
0.7052 |
0.0200 |
2.8% |
0.0078 |
1.1% |
33% |
False |
False |
76,038 |
10 |
0.7286 |
0.7052 |
0.0234 |
3.3% |
0.0075 |
1.1% |
28% |
False |
False |
75,941 |
20 |
0.7358 |
0.7017 |
0.0341 |
4.8% |
0.0088 |
1.2% |
29% |
False |
False |
79,329 |
40 |
0.7358 |
0.6874 |
0.0484 |
6.8% |
0.0089 |
1.2% |
50% |
False |
False |
75,160 |
60 |
0.7370 |
0.6874 |
0.0496 |
7.0% |
0.0090 |
1.3% |
49% |
False |
False |
50,515 |
80 |
0.7436 |
0.6874 |
0.0562 |
7.9% |
0.0086 |
1.2% |
43% |
False |
False |
37,940 |
100 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0081 |
1.1% |
27% |
False |
False |
30,358 |
120 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0073 |
1.0% |
21% |
False |
False |
25,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7436 |
2.618 |
0.7320 |
1.618 |
0.7249 |
1.000 |
0.7205 |
0.618 |
0.7178 |
HIGH |
0.7134 |
0.618 |
0.7107 |
0.500 |
0.7099 |
0.382 |
0.7090 |
LOW |
0.7063 |
0.618 |
0.7019 |
1.000 |
0.6992 |
1.618 |
0.6948 |
2.618 |
0.6877 |
4.250 |
0.6761 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7111 |
0.7121 |
PP |
0.7105 |
0.7120 |
S1 |
0.7099 |
0.7118 |
|