CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7193 |
0.7193 |
0.0000 |
0.0% |
0.7243 |
| High |
0.7280 |
0.7252 |
-0.0028 |
-0.4% |
0.7286 |
| Low |
0.7179 |
0.7190 |
0.0011 |
0.2% |
0.7163 |
| Close |
0.7193 |
0.7233 |
0.0040 |
0.6% |
0.7193 |
| Range |
0.0101 |
0.0062 |
-0.0039 |
-38.6% |
0.0123 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
105,617 |
46,291 |
-59,326 |
-56.2% |
379,221 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7411 |
0.7384 |
0.7267 |
|
| R3 |
0.7349 |
0.7322 |
0.7250 |
|
| R2 |
0.7287 |
0.7287 |
0.7244 |
|
| R1 |
0.7260 |
0.7260 |
0.7239 |
0.7274 |
| PP |
0.7225 |
0.7225 |
0.7225 |
0.7232 |
| S1 |
0.7198 |
0.7198 |
0.7227 |
0.7212 |
| S2 |
0.7163 |
0.7163 |
0.7222 |
|
| S3 |
0.7101 |
0.7136 |
0.7216 |
|
| S4 |
0.7039 |
0.7074 |
0.7199 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7511 |
0.7261 |
|
| R3 |
0.7460 |
0.7388 |
0.7227 |
|
| R2 |
0.7337 |
0.7337 |
0.7216 |
|
| R1 |
0.7265 |
0.7265 |
0.7204 |
0.7240 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7201 |
| S1 |
0.7142 |
0.7142 |
0.7182 |
0.7117 |
| S2 |
0.7091 |
0.7091 |
0.7170 |
|
| S3 |
0.6968 |
0.7019 |
0.7159 |
|
| S4 |
0.6845 |
0.6896 |
0.7125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7280 |
0.7163 |
0.0117 |
1.6% |
0.0070 |
1.0% |
60% |
False |
False |
72,216 |
| 10 |
0.7341 |
0.7163 |
0.0178 |
2.5% |
0.0085 |
1.2% |
39% |
False |
False |
79,442 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0086 |
1.2% |
72% |
False |
False |
77,981 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0090 |
1.2% |
74% |
False |
False |
67,140 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0090 |
1.2% |
72% |
False |
False |
44,968 |
| 80 |
0.7518 |
0.6874 |
0.0644 |
8.9% |
0.0085 |
1.2% |
56% |
False |
False |
33,768 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0081 |
1.1% |
40% |
False |
False |
27,020 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.2% |
0.0071 |
1.0% |
31% |
False |
False |
22,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7516 |
|
2.618 |
0.7414 |
|
1.618 |
0.7352 |
|
1.000 |
0.7314 |
|
0.618 |
0.7290 |
|
HIGH |
0.7252 |
|
0.618 |
0.7228 |
|
0.500 |
0.7221 |
|
0.382 |
0.7214 |
|
LOW |
0.7190 |
|
0.618 |
0.7152 |
|
1.000 |
0.7128 |
|
1.618 |
0.7090 |
|
2.618 |
0.7028 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7229 |
0.7229 |
| PP |
0.7225 |
0.7225 |
| S1 |
0.7221 |
0.7222 |
|