CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6984 |
0.6950 |
-0.0034 |
-0.5% |
0.7133 |
| High |
0.7036 |
0.7064 |
0.0028 |
0.4% |
0.7133 |
| Low |
0.6971 |
0.6913 |
-0.0058 |
-0.8% |
0.6874 |
| Close |
0.6984 |
0.7048 |
0.0064 |
0.9% |
0.6890 |
| Range |
0.0065 |
0.0151 |
0.0086 |
132.3% |
0.0259 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.6% |
0.0000 |
| Volume |
74,233 |
96,373 |
22,140 |
29.8% |
26,977 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7461 |
0.7406 |
0.7131 |
|
| R3 |
0.7310 |
0.7255 |
0.7090 |
|
| R2 |
0.7159 |
0.7159 |
0.7076 |
|
| R1 |
0.7104 |
0.7104 |
0.7062 |
0.7132 |
| PP |
0.7008 |
0.7008 |
0.7008 |
0.7022 |
| S1 |
0.6953 |
0.6953 |
0.7034 |
0.6981 |
| S2 |
0.6857 |
0.6857 |
0.7020 |
|
| S3 |
0.6706 |
0.6802 |
0.7006 |
|
| S4 |
0.6555 |
0.6651 |
0.6965 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7575 |
0.7032 |
|
| R3 |
0.7484 |
0.7316 |
0.6961 |
|
| R2 |
0.7225 |
0.7225 |
0.6937 |
|
| R1 |
0.7057 |
0.7057 |
0.6914 |
0.7012 |
| PP |
0.6966 |
0.6966 |
0.6966 |
0.6943 |
| S1 |
0.6798 |
0.6798 |
0.6866 |
0.6753 |
| S2 |
0.6707 |
0.6707 |
0.6843 |
|
| S3 |
0.6448 |
0.6539 |
0.6819 |
|
| S4 |
0.6189 |
0.6280 |
0.6748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7064 |
0.6874 |
0.0190 |
2.7% |
0.0105 |
1.5% |
92% |
True |
False |
46,800 |
| 10 |
0.7167 |
0.6874 |
0.0293 |
4.2% |
0.0098 |
1.4% |
59% |
False |
False |
24,461 |
| 20 |
0.7361 |
0.6874 |
0.0487 |
6.9% |
0.0094 |
1.3% |
36% |
False |
False |
12,621 |
| 40 |
0.7386 |
0.6874 |
0.0512 |
7.3% |
0.0085 |
1.2% |
34% |
False |
False |
6,423 |
| 60 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0082 |
1.2% |
20% |
False |
False |
4,307 |
| 80 |
0.7830 |
0.6874 |
0.0956 |
13.6% |
0.0070 |
1.0% |
18% |
False |
False |
3,232 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0062 |
0.9% |
15% |
False |
False |
2,586 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0056 |
0.8% |
15% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7459 |
|
1.618 |
0.7308 |
|
1.000 |
0.7215 |
|
0.618 |
0.7157 |
|
HIGH |
0.7064 |
|
0.618 |
0.7006 |
|
0.500 |
0.6989 |
|
0.382 |
0.6971 |
|
LOW |
0.6913 |
|
0.618 |
0.6820 |
|
1.000 |
0.6762 |
|
1.618 |
0.6669 |
|
2.618 |
0.6518 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7028 |
0.7022 |
| PP |
0.7008 |
0.6996 |
| S1 |
0.6989 |
0.6971 |
|