CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7160 |
0.7137 |
-0.0023 |
-0.3% |
0.7053 |
| High |
0.7245 |
0.7246 |
0.0001 |
0.0% |
0.7246 |
| Low |
0.7106 |
0.7134 |
0.0028 |
0.4% |
0.7030 |
| Close |
0.7231 |
0.7186 |
-0.0045 |
-0.6% |
0.7186 |
| Range |
0.0139 |
0.0112 |
-0.0027 |
-19.4% |
0.0216 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.3% |
0.0000 |
| Volume |
111,661 |
93,325 |
-18,336 |
-16.4% |
406,537 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7467 |
0.7248 |
|
| R3 |
0.7413 |
0.7355 |
0.7217 |
|
| R2 |
0.7301 |
0.7301 |
0.7207 |
|
| R1 |
0.7243 |
0.7243 |
0.7196 |
0.7272 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7203 |
| S1 |
0.7131 |
0.7131 |
0.7176 |
0.7160 |
| S2 |
0.7077 |
0.7077 |
0.7165 |
|
| S3 |
0.6965 |
0.7019 |
0.7155 |
|
| S4 |
0.6853 |
0.6907 |
0.7124 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7710 |
0.7305 |
|
| R3 |
0.7586 |
0.7494 |
0.7245 |
|
| R2 |
0.7370 |
0.7370 |
0.7226 |
|
| R1 |
0.7278 |
0.7278 |
0.7206 |
0.7324 |
| PP |
0.7154 |
0.7154 |
0.7154 |
0.7177 |
| S1 |
0.7062 |
0.7062 |
0.7166 |
0.7108 |
| S2 |
0.6938 |
0.6938 |
0.7146 |
|
| S3 |
0.6722 |
0.6846 |
0.7127 |
|
| S4 |
0.6506 |
0.6630 |
0.7067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7246 |
0.7030 |
0.0216 |
3.0% |
0.0099 |
1.4% |
72% |
True |
False |
81,307 |
| 10 |
0.7246 |
0.6874 |
0.0372 |
5.2% |
0.0101 |
1.4% |
84% |
True |
False |
70,372 |
| 20 |
0.7315 |
0.6874 |
0.0441 |
6.1% |
0.0104 |
1.4% |
71% |
False |
False |
36,228 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.0% |
0.0090 |
1.3% |
62% |
False |
False |
18,270 |
| 60 |
0.7676 |
0.6874 |
0.0802 |
11.2% |
0.0083 |
1.2% |
39% |
False |
False |
12,215 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0076 |
1.1% |
35% |
False |
False |
9,165 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0065 |
0.9% |
27% |
False |
False |
7,333 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0059 |
0.8% |
27% |
False |
False |
6,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7539 |
|
1.618 |
0.7427 |
|
1.000 |
0.7358 |
|
0.618 |
0.7315 |
|
HIGH |
0.7246 |
|
0.618 |
0.7203 |
|
0.500 |
0.7190 |
|
0.382 |
0.7177 |
|
LOW |
0.7134 |
|
0.618 |
0.7065 |
|
1.000 |
0.7022 |
|
1.618 |
0.6953 |
|
2.618 |
0.6841 |
|
4.250 |
0.6658 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7190 |
0.7180 |
| PP |
0.7189 |
0.7174 |
| S1 |
0.7187 |
0.7169 |
|