CME Australian Dollar Future March 2016
| 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 |
0.7199 |
0.7139 |
-0.0060 |
-0.8% |
0.7208 |
| High |
0.7208 |
0.7156 |
-0.0052 |
-0.7% |
0.7254 |
| Low |
0.7131 |
0.7036 |
-0.0095 |
-1.3% |
0.7133 |
| Close |
0.7144 |
0.7036 |
-0.0108 |
-1.5% |
0.7162 |
| Range |
0.0077 |
0.0120 |
0.0043 |
55.8% |
0.0121 |
| ATR |
0.0081 |
0.0083 |
0.0003 |
3.5% |
0.0000 |
| Volume |
131 |
963 |
832 |
635.1% |
566 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7436 |
0.7356 |
0.7102 |
|
| R3 |
0.7316 |
0.7236 |
0.7069 |
|
| R2 |
0.7196 |
0.7196 |
0.7058 |
|
| R1 |
0.7116 |
0.7116 |
0.7047 |
0.7096 |
| PP |
0.7076 |
0.7076 |
0.7076 |
0.7066 |
| S1 |
0.6996 |
0.6996 |
0.7025 |
0.6976 |
| S2 |
0.6956 |
0.6956 |
0.7014 |
|
| S3 |
0.6836 |
0.6876 |
0.7003 |
|
| S4 |
0.6716 |
0.6756 |
0.6970 |
|
|
| 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 |
0.7036 |
0.0210 |
3.0% |
0.0081 |
1.1% |
0% |
False |
True |
273 |
| 10 |
0.7309 |
0.7036 |
0.0273 |
3.9% |
0.0074 |
1.1% |
0% |
False |
True |
191 |
| 20 |
0.7323 |
0.6944 |
0.0379 |
5.4% |
0.0082 |
1.2% |
24% |
False |
False |
152 |
| 40 |
0.7323 |
0.6850 |
0.0473 |
6.7% |
0.0076 |
1.1% |
39% |
False |
False |
99 |
| 60 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0069 |
1.0% |
37% |
False |
False |
67 |
| 80 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0064 |
0.9% |
35% |
False |
False |
50 |
| 100 |
0.7690 |
0.6850 |
0.0840 |
11.9% |
0.0053 |
0.7% |
22% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7470 |
|
1.618 |
0.7350 |
|
1.000 |
0.7276 |
|
0.618 |
0.7230 |
|
HIGH |
0.7156 |
|
0.618 |
0.7110 |
|
0.500 |
0.7096 |
|
0.382 |
0.7082 |
|
LOW |
0.7036 |
|
0.618 |
0.6962 |
|
1.000 |
0.6916 |
|
1.618 |
0.6842 |
|
2.618 |
0.6722 |
|
4.250 |
0.6526 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7096 |
0.7128 |
| PP |
0.7076 |
0.7097 |
| S1 |
0.7056 |
0.7067 |
|