CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7105 |
0.0004 |
0.1% |
0.6882 |
| High |
0.7132 |
0.7168 |
0.0036 |
0.5% |
0.7064 |
| Low |
0.7052 |
0.7091 |
0.0039 |
0.6% |
0.6877 |
| Close |
0.7091 |
0.7158 |
0.0067 |
0.9% |
0.7049 |
| Range |
0.0080 |
0.0077 |
-0.0003 |
-3.8% |
0.0187 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
59,584 |
73,962 |
14,378 |
24.1% |
283,293 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7341 |
0.7200 |
|
| R3 |
0.7293 |
0.7264 |
0.7179 |
|
| R2 |
0.7216 |
0.7216 |
0.7172 |
|
| R1 |
0.7187 |
0.7187 |
0.7165 |
0.7202 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7146 |
| S1 |
0.7110 |
0.7110 |
0.7151 |
0.7125 |
| S2 |
0.7062 |
0.7062 |
0.7144 |
|
| S3 |
0.6985 |
0.7033 |
0.7137 |
|
| S4 |
0.6908 |
0.6956 |
0.7116 |
|
|
| 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 |
0.7168 |
0.6913 |
0.0255 |
3.6% |
0.0091 |
1.3% |
96% |
True |
False |
73,220 |
| 10 |
0.7168 |
0.6874 |
0.0294 |
4.1% |
0.0089 |
1.2% |
97% |
True |
False |
50,593 |
| 20 |
0.7328 |
0.6874 |
0.0454 |
6.3% |
0.0098 |
1.4% |
63% |
False |
False |
26,016 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0087 |
1.2% |
57% |
False |
False |
13,149 |
| 60 |
0.7698 |
0.6874 |
0.0824 |
11.5% |
0.0081 |
1.1% |
34% |
False |
False |
8,799 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0074 |
1.0% |
32% |
False |
False |
6,603 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.4% |
0.0064 |
0.9% |
24% |
False |
False |
5,283 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.4% |
0.0057 |
0.8% |
24% |
False |
False |
4,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7495 |
|
2.618 |
0.7370 |
|
1.618 |
0.7293 |
|
1.000 |
0.7245 |
|
0.618 |
0.7216 |
|
HIGH |
0.7168 |
|
0.618 |
0.7139 |
|
0.500 |
0.7130 |
|
0.382 |
0.7120 |
|
LOW |
0.7091 |
|
0.618 |
0.7043 |
|
1.000 |
0.7014 |
|
1.618 |
0.6966 |
|
2.618 |
0.6889 |
|
4.250 |
0.6764 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7149 |
0.7138 |
| PP |
0.7139 |
0.7119 |
| S1 |
0.7130 |
0.7099 |
|