CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7160 |
0.0055 |
0.8% |
0.6882 |
| High |
0.7168 |
0.7245 |
0.0077 |
1.1% |
0.7064 |
| Low |
0.7091 |
0.7106 |
0.0015 |
0.2% |
0.6877 |
| Close |
0.7158 |
0.7231 |
0.0073 |
1.0% |
0.7049 |
| Range |
0.0077 |
0.0139 |
0.0062 |
80.5% |
0.0187 |
| ATR |
0.0091 |
0.0095 |
0.0003 |
3.8% |
0.0000 |
| Volume |
73,962 |
111,661 |
37,699 |
51.0% |
283,293 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7560 |
0.7307 |
|
| R3 |
0.7472 |
0.7421 |
0.7269 |
|
| R2 |
0.7333 |
0.7333 |
0.7256 |
|
| R1 |
0.7282 |
0.7282 |
0.7244 |
0.7308 |
| PP |
0.7194 |
0.7194 |
0.7194 |
0.7207 |
| S1 |
0.7143 |
0.7143 |
0.7218 |
0.7169 |
| S2 |
0.7055 |
0.7055 |
0.7206 |
|
| S3 |
0.6916 |
0.7004 |
0.7193 |
|
| S4 |
0.6777 |
0.6865 |
0.7155 |
|
|
| 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 |
0.7245 |
0.7002 |
0.0243 |
3.4% |
0.0088 |
1.2% |
94% |
True |
False |
76,278 |
| 10 |
0.7245 |
0.6874 |
0.0371 |
5.1% |
0.0097 |
1.3% |
96% |
True |
False |
61,539 |
| 20 |
0.7327 |
0.6874 |
0.0453 |
6.3% |
0.0102 |
1.4% |
79% |
False |
False |
31,579 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0089 |
1.2% |
71% |
False |
False |
15,939 |
| 60 |
0.7698 |
0.6874 |
0.0824 |
11.4% |
0.0083 |
1.1% |
43% |
False |
False |
10,660 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0075 |
1.0% |
40% |
False |
False |
7,999 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.2% |
0.0065 |
0.9% |
30% |
False |
False |
6,400 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.2% |
0.0058 |
0.8% |
30% |
False |
False |
5,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7836 |
|
2.618 |
0.7609 |
|
1.618 |
0.7470 |
|
1.000 |
0.7384 |
|
0.618 |
0.7331 |
|
HIGH |
0.7245 |
|
0.618 |
0.7192 |
|
0.500 |
0.7176 |
|
0.382 |
0.7159 |
|
LOW |
0.7106 |
|
0.618 |
0.7020 |
|
1.000 |
0.6967 |
|
1.618 |
0.6881 |
|
2.618 |
0.6742 |
|
4.250 |
0.6515 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7213 |
0.7204 |
| PP |
0.7194 |
0.7176 |
| S1 |
0.7176 |
0.7149 |
|