CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6950 |
0.7041 |
0.0091 |
1.3% |
0.6882 |
| High |
0.7064 |
0.7060 |
-0.0004 |
-0.1% |
0.7064 |
| Low |
0.6913 |
0.7002 |
0.0089 |
1.3% |
0.6877 |
| Close |
0.7048 |
0.7049 |
0.0001 |
0.0% |
0.7049 |
| Range |
0.0151 |
0.0058 |
-0.0093 |
-61.6% |
0.0187 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
96,373 |
68,178 |
-28,195 |
-29.3% |
283,293 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7211 |
0.7188 |
0.7081 |
|
| R3 |
0.7153 |
0.7130 |
0.7065 |
|
| R2 |
0.7095 |
0.7095 |
0.7060 |
|
| R1 |
0.7072 |
0.7072 |
0.7054 |
0.7084 |
| PP |
0.7037 |
0.7037 |
0.7037 |
0.7043 |
| S1 |
0.7014 |
0.7014 |
0.7044 |
0.7026 |
| S2 |
0.6979 |
0.6979 |
0.7038 |
|
| S3 |
0.6921 |
0.6956 |
0.7033 |
|
| S4 |
0.6863 |
0.6898 |
0.7017 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7490 |
0.7152 |
|
| R3 |
0.7371 |
0.7303 |
0.7100 |
|
| R2 |
0.7184 |
0.7184 |
0.7083 |
|
| R1 |
0.7116 |
0.7116 |
0.7066 |
0.7150 |
| PP |
0.6997 |
0.6997 |
0.6997 |
0.7014 |
| S1 |
0.6929 |
0.6929 |
0.7032 |
0.6963 |
| S2 |
0.6810 |
0.6810 |
0.7015 |
|
| S3 |
0.6623 |
0.6742 |
0.6998 |
|
| S4 |
0.6436 |
0.6555 |
0.6946 |
|
|
| 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% |
0.0102 |
1.5% |
92% |
False |
False |
59,437 |
| 10 |
0.7167 |
0.6874 |
0.0293 |
4.2% |
0.0096 |
1.4% |
60% |
False |
False |
31,144 |
| 20 |
0.7350 |
0.6874 |
0.0476 |
6.8% |
0.0093 |
1.3% |
37% |
False |
False |
15,992 |
| 40 |
0.7386 |
0.6874 |
0.0512 |
7.3% |
0.0085 |
1.2% |
34% |
False |
False |
8,120 |
| 60 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0081 |
1.2% |
20% |
False |
False |
5,443 |
| 80 |
0.7816 |
0.6874 |
0.0942 |
13.4% |
0.0071 |
1.0% |
19% |
False |
False |
4,084 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0062 |
0.9% |
15% |
False |
False |
3,268 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0056 |
0.8% |
15% |
False |
False |
2,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7307 |
|
2.618 |
0.7212 |
|
1.618 |
0.7154 |
|
1.000 |
0.7118 |
|
0.618 |
0.7096 |
|
HIGH |
0.7060 |
|
0.618 |
0.7038 |
|
0.500 |
0.7031 |
|
0.382 |
0.7024 |
|
LOW |
0.7002 |
|
0.618 |
0.6966 |
|
1.000 |
0.6944 |
|
1.618 |
0.6908 |
|
2.618 |
0.6850 |
|
4.250 |
0.6756 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7043 |
0.7029 |
| PP |
0.7037 |
0.7009 |
| S1 |
0.7031 |
0.6989 |
|