CME Australian Dollar Future March 2016
| 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 |
0.7199 |
0.0006 |
0.1% |
0.7208 |
| High |
0.7219 |
0.7208 |
-0.0011 |
-0.2% |
0.7254 |
| Low |
0.7161 |
0.7131 |
-0.0030 |
-0.4% |
0.7133 |
| Close |
0.7202 |
0.7144 |
-0.0058 |
-0.8% |
0.7162 |
| Range |
0.0058 |
0.0077 |
0.0019 |
32.8% |
0.0121 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
67 |
131 |
64 |
95.5% |
566 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7392 |
0.7345 |
0.7186 |
|
| R3 |
0.7315 |
0.7268 |
0.7165 |
|
| R2 |
0.7238 |
0.7238 |
0.7158 |
|
| R1 |
0.7191 |
0.7191 |
0.7151 |
0.7176 |
| PP |
0.7161 |
0.7161 |
0.7161 |
0.7154 |
| S1 |
0.7114 |
0.7114 |
0.7137 |
0.7099 |
| S2 |
0.7084 |
0.7084 |
0.7130 |
|
| S3 |
0.7007 |
0.7037 |
0.7123 |
|
| S4 |
0.6930 |
0.6960 |
0.7102 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7475 |
0.7229 |
|
| R3 |
0.7425 |
0.7354 |
0.7195 |
|
| R2 |
0.7304 |
0.7304 |
0.7184 |
|
| R1 |
0.7233 |
0.7233 |
0.7173 |
0.7208 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7171 |
| S1 |
0.7112 |
0.7112 |
0.7151 |
0.7087 |
| S2 |
0.7062 |
0.7062 |
0.7140 |
|
| S3 |
0.6941 |
0.6991 |
0.7129 |
|
| S4 |
0.6820 |
0.6870 |
0.7095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7246 |
0.7131 |
0.0115 |
1.6% |
0.0071 |
1.0% |
11% |
False |
True |
96 |
| 10 |
0.7309 |
0.7131 |
0.0178 |
2.5% |
0.0074 |
1.0% |
7% |
False |
True |
104 |
| 20 |
0.7323 |
0.6944 |
0.0379 |
5.3% |
0.0077 |
1.1% |
53% |
False |
False |
108 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.6% |
0.0076 |
1.1% |
62% |
False |
False |
75 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0068 |
1.0% |
59% |
False |
False |
51 |
| 80 |
0.7382 |
0.6850 |
0.0532 |
7.4% |
0.0062 |
0.9% |
55% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7535 |
|
2.618 |
0.7410 |
|
1.618 |
0.7333 |
|
1.000 |
0.7285 |
|
0.618 |
0.7256 |
|
HIGH |
0.7208 |
|
0.618 |
0.7179 |
|
0.500 |
0.7170 |
|
0.382 |
0.7160 |
|
LOW |
0.7131 |
|
0.618 |
0.7083 |
|
1.000 |
0.7054 |
|
1.618 |
0.7006 |
|
2.618 |
0.6929 |
|
4.250 |
0.6804 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7170 |
0.7189 |
| PP |
0.7161 |
0.7174 |
| S1 |
0.7153 |
0.7159 |
|