CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7212 |
-0.0003 |
0.0% |
0.7273 |
| High |
0.7244 |
0.7222 |
-0.0022 |
-0.3% |
0.7323 |
| Low |
0.7192 |
0.7151 |
-0.0041 |
-0.6% |
0.7144 |
| Close |
0.7207 |
0.7170 |
-0.0037 |
-0.5% |
0.7226 |
| Range |
0.0052 |
0.0071 |
0.0019 |
36.5% |
0.0179 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
91 |
80 |
-11 |
-12.1% |
614 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7353 |
0.7209 |
|
| R3 |
0.7323 |
0.7282 |
0.7190 |
|
| R2 |
0.7252 |
0.7252 |
0.7183 |
|
| R1 |
0.7211 |
0.7211 |
0.7177 |
0.7196 |
| PP |
0.7181 |
0.7181 |
0.7181 |
0.7174 |
| S1 |
0.7140 |
0.7140 |
0.7163 |
0.7125 |
| S2 |
0.7110 |
0.7110 |
0.7157 |
|
| S3 |
0.7039 |
0.7069 |
0.7150 |
|
| S4 |
0.6968 |
0.6998 |
0.7131 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7676 |
0.7324 |
|
| R3 |
0.7589 |
0.7497 |
0.7275 |
|
| R2 |
0.7410 |
0.7410 |
0.7259 |
|
| R1 |
0.7318 |
0.7318 |
0.7242 |
0.7275 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7209 |
| S1 |
0.7139 |
0.7139 |
0.7210 |
0.7096 |
| S2 |
0.7052 |
0.7052 |
0.7193 |
|
| S3 |
0.6873 |
0.6960 |
0.7177 |
|
| S4 |
0.6694 |
0.6781 |
0.7128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7309 |
0.7151 |
0.0158 |
2.2% |
0.0068 |
0.9% |
12% |
False |
True |
110 |
| 10 |
0.7323 |
0.7111 |
0.0212 |
3.0% |
0.0086 |
1.2% |
28% |
False |
False |
129 |
| 20 |
0.7323 |
0.6880 |
0.0443 |
6.2% |
0.0077 |
1.1% |
65% |
False |
False |
110 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0071 |
1.0% |
68% |
False |
False |
65 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0067 |
0.9% |
64% |
False |
False |
44 |
| 80 |
0.7620 |
0.6850 |
0.0770 |
10.7% |
0.0061 |
0.8% |
42% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7408 |
|
1.618 |
0.7337 |
|
1.000 |
0.7293 |
|
0.618 |
0.7266 |
|
HIGH |
0.7222 |
|
0.618 |
0.7195 |
|
0.500 |
0.7187 |
|
0.382 |
0.7178 |
|
LOW |
0.7151 |
|
0.618 |
0.7107 |
|
1.000 |
0.7080 |
|
1.618 |
0.7036 |
|
2.618 |
0.6965 |
|
4.250 |
0.6849 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7187 |
0.7203 |
| PP |
0.7181 |
0.7192 |
| S1 |
0.7176 |
0.7181 |
|