CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7182 |
-0.0044 |
-0.6% |
0.7243 |
| High |
0.7240 |
0.7190 |
-0.0050 |
-0.7% |
0.7286 |
| Low |
0.7161 |
0.7064 |
-0.0097 |
-1.4% |
0.7163 |
| Close |
0.7175 |
0.7065 |
-0.0110 |
-1.5% |
0.7193 |
| Range |
0.0079 |
0.0126 |
0.0047 |
59.5% |
0.0123 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.3% |
0.0000 |
| Volume |
59,240 |
117,406 |
58,166 |
98.2% |
379,221 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7401 |
0.7134 |
|
| R3 |
0.7358 |
0.7275 |
0.7100 |
|
| R2 |
0.7232 |
0.7232 |
0.7088 |
|
| R1 |
0.7149 |
0.7149 |
0.7077 |
0.7128 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7096 |
| S1 |
0.7023 |
0.7023 |
0.7053 |
0.7002 |
| S2 |
0.6980 |
0.6980 |
0.7042 |
|
| S3 |
0.6854 |
0.6897 |
0.7030 |
|
| S4 |
0.6728 |
0.6771 |
0.6996 |
|
|
| 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 |
0.7064 |
0.0216 |
3.1% |
0.0085 |
1.2% |
0% |
False |
True |
81,990 |
| 10 |
0.7341 |
0.7064 |
0.0277 |
3.9% |
0.0082 |
1.2% |
0% |
False |
True |
77,303 |
| 20 |
0.7358 |
0.6972 |
0.0386 |
5.5% |
0.0090 |
1.3% |
24% |
False |
False |
79,566 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.9% |
0.0089 |
1.3% |
39% |
False |
False |
71,409 |
| 60 |
0.7370 |
0.6874 |
0.0496 |
7.0% |
0.0090 |
1.3% |
39% |
False |
False |
47,906 |
| 80 |
0.7436 |
0.6874 |
0.0562 |
8.0% |
0.0086 |
1.2% |
34% |
False |
False |
35,975 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0082 |
1.2% |
21% |
False |
False |
28,786 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0073 |
1.0% |
16% |
False |
False |
23,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7520 |
|
1.618 |
0.7394 |
|
1.000 |
0.7316 |
|
0.618 |
0.7268 |
|
HIGH |
0.7190 |
|
0.618 |
0.7142 |
|
0.500 |
0.7127 |
|
0.382 |
0.7112 |
|
LOW |
0.7064 |
|
0.618 |
0.6986 |
|
1.000 |
0.6938 |
|
1.618 |
0.6860 |
|
2.618 |
0.6734 |
|
4.250 |
0.6529 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7127 |
0.7158 |
| PP |
0.7106 |
0.7127 |
| S1 |
0.7086 |
0.7096 |
|