CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7193 |
0.7226 |
0.0033 |
0.5% |
0.7243 |
| High |
0.7252 |
0.7240 |
-0.0012 |
-0.2% |
0.7286 |
| Low |
0.7190 |
0.7161 |
-0.0029 |
-0.4% |
0.7163 |
| Close |
0.7233 |
0.7175 |
-0.0058 |
-0.8% |
0.7193 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.4% |
0.0123 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
46,291 |
59,240 |
12,949 |
28.0% |
379,221 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7381 |
0.7218 |
|
| R3 |
0.7350 |
0.7302 |
0.7197 |
|
| R2 |
0.7271 |
0.7271 |
0.7189 |
|
| R1 |
0.7223 |
0.7223 |
0.7182 |
0.7208 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7184 |
| S1 |
0.7144 |
0.7144 |
0.7168 |
0.7129 |
| S2 |
0.7113 |
0.7113 |
0.7161 |
|
| S3 |
0.7034 |
0.7065 |
0.7153 |
|
| S4 |
0.6955 |
0.6986 |
0.7132 |
|
|
| 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 |
0.7161 |
0.0119 |
1.7% |
0.0075 |
1.0% |
12% |
False |
True |
73,011 |
| 10 |
0.7341 |
0.7161 |
0.0180 |
2.5% |
0.0081 |
1.1% |
8% |
False |
True |
75,733 |
| 20 |
0.7358 |
0.6960 |
0.0398 |
5.5% |
0.0086 |
1.2% |
54% |
False |
False |
76,908 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0090 |
1.2% |
62% |
False |
False |
68,551 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0090 |
1.3% |
60% |
False |
False |
45,952 |
| 80 |
0.7436 |
0.6874 |
0.0562 |
7.8% |
0.0085 |
1.2% |
54% |
False |
False |
34,509 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0081 |
1.1% |
34% |
False |
False |
27,612 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0072 |
1.0% |
26% |
False |
False |
23,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7447 |
|
1.618 |
0.7368 |
|
1.000 |
0.7319 |
|
0.618 |
0.7289 |
|
HIGH |
0.7240 |
|
0.618 |
0.7210 |
|
0.500 |
0.7201 |
|
0.382 |
0.7191 |
|
LOW |
0.7161 |
|
0.618 |
0.7112 |
|
1.000 |
0.7082 |
|
1.618 |
0.7033 |
|
2.618 |
0.6954 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7201 |
0.7221 |
| PP |
0.7192 |
0.7205 |
| S1 |
0.7184 |
0.7190 |
|