CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7053 |
0.7101 |
0.0048 |
0.7% |
0.6882 |
| High |
0.7118 |
0.7132 |
0.0014 |
0.2% |
0.7064 |
| Low |
0.7030 |
0.7052 |
0.0022 |
0.3% |
0.6877 |
| Close |
0.7103 |
0.7091 |
-0.0012 |
-0.2% |
0.7049 |
| Range |
0.0088 |
0.0080 |
-0.0008 |
-9.1% |
0.0187 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
68,005 |
59,584 |
-8,421 |
-12.4% |
283,293 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7332 |
0.7291 |
0.7135 |
|
| R3 |
0.7252 |
0.7211 |
0.7113 |
|
| R2 |
0.7172 |
0.7172 |
0.7106 |
|
| R1 |
0.7131 |
0.7131 |
0.7098 |
0.7112 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7082 |
| S1 |
0.7051 |
0.7051 |
0.7084 |
0.7032 |
| S2 |
0.7012 |
0.7012 |
0.7076 |
|
| S3 |
0.6932 |
0.6971 |
0.7069 |
|
| S4 |
0.6852 |
0.6891 |
0.7047 |
|
|
| 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 |
0.7132 |
0.6913 |
0.0219 |
3.1% |
0.0088 |
1.2% |
81% |
True |
False |
73,274 |
| 10 |
0.7132 |
0.6874 |
0.0258 |
3.6% |
0.0095 |
1.3% |
84% |
True |
False |
43,508 |
| 20 |
0.7334 |
0.6874 |
0.0460 |
6.5% |
0.0097 |
1.4% |
47% |
False |
False |
22,323 |
| 40 |
0.7386 |
0.6874 |
0.0512 |
7.2% |
0.0087 |
1.2% |
42% |
False |
False |
11,303 |
| 60 |
0.7719 |
0.6874 |
0.0845 |
11.9% |
0.0081 |
1.1% |
26% |
False |
False |
7,567 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0073 |
1.0% |
24% |
False |
False |
5,679 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0063 |
0.9% |
19% |
False |
False |
4,544 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0057 |
0.8% |
19% |
False |
False |
3,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7472 |
|
2.618 |
0.7341 |
|
1.618 |
0.7261 |
|
1.000 |
0.7212 |
|
0.618 |
0.7181 |
|
HIGH |
0.7132 |
|
0.618 |
0.7101 |
|
0.500 |
0.7092 |
|
0.382 |
0.7083 |
|
LOW |
0.7052 |
|
0.618 |
0.7003 |
|
1.000 |
0.6972 |
|
1.618 |
0.6923 |
|
2.618 |
0.6843 |
|
4.250 |
0.6712 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7092 |
0.7083 |
| PP |
0.7092 |
0.7075 |
| S1 |
0.7091 |
0.7067 |
|