CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6962 |
0.6955 |
-0.0007 |
-0.1% |
0.7106 |
| High |
0.6979 |
0.7027 |
0.0048 |
0.7% |
0.7106 |
| Low |
0.6949 |
0.6944 |
-0.0005 |
-0.1% |
0.6882 |
| Close |
0.6957 |
0.6973 |
0.0016 |
0.2% |
0.6961 |
| Range |
0.0030 |
0.0083 |
0.0053 |
176.7% |
0.0224 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.4% |
0.0000 |
| Volume |
89 |
63 |
-26 |
-29.2% |
346 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7230 |
0.7185 |
0.7019 |
|
| R3 |
0.7147 |
0.7102 |
0.6996 |
|
| R2 |
0.7064 |
0.7064 |
0.6988 |
|
| R1 |
0.7019 |
0.7019 |
0.6981 |
0.7041 |
| PP |
0.6981 |
0.6981 |
0.6981 |
0.6993 |
| S1 |
0.6936 |
0.6936 |
0.6965 |
0.6959 |
| S2 |
0.6898 |
0.6898 |
0.6958 |
|
| S3 |
0.6815 |
0.6853 |
0.6950 |
|
| S4 |
0.6732 |
0.6770 |
0.6927 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7532 |
0.7084 |
|
| R3 |
0.7431 |
0.7308 |
0.7023 |
|
| R2 |
0.7207 |
0.7207 |
0.7002 |
|
| R1 |
0.7084 |
0.7084 |
0.6982 |
0.7034 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6958 |
| S1 |
0.6860 |
0.6860 |
0.6940 |
0.6810 |
| S2 |
0.6759 |
0.6759 |
0.6920 |
|
| S3 |
0.6535 |
0.6636 |
0.6899 |
|
| S4 |
0.6311 |
0.6412 |
0.6838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7027 |
0.6880 |
0.0147 |
2.1% |
0.0060 |
0.9% |
63% |
True |
False |
99 |
| 10 |
0.7213 |
0.6880 |
0.0333 |
4.8% |
0.0072 |
1.0% |
28% |
False |
False |
73 |
| 20 |
0.7213 |
0.6850 |
0.0363 |
5.2% |
0.0072 |
1.0% |
34% |
False |
False |
49 |
| 40 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0064 |
0.9% |
25% |
False |
False |
26 |
| 60 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0059 |
0.8% |
23% |
False |
False |
18 |
| 80 |
0.7690 |
0.6850 |
0.0840 |
12.0% |
0.0046 |
0.7% |
15% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7380 |
|
2.618 |
0.7244 |
|
1.618 |
0.7161 |
|
1.000 |
0.7110 |
|
0.618 |
0.7078 |
|
HIGH |
0.7027 |
|
0.618 |
0.6995 |
|
0.500 |
0.6986 |
|
0.382 |
0.6976 |
|
LOW |
0.6944 |
|
0.618 |
0.6893 |
|
1.000 |
0.6861 |
|
1.618 |
0.6810 |
|
2.618 |
0.6727 |
|
4.250 |
0.6591 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6986 |
0.6967 |
| PP |
0.6981 |
0.6960 |
| S1 |
0.6977 |
0.6954 |
|