CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7137 |
0.7150 |
0.0013 |
0.2% |
0.7053 |
| High |
0.7246 |
0.7165 |
-0.0081 |
-1.1% |
0.7246 |
| Low |
0.7134 |
0.7089 |
-0.0045 |
-0.6% |
0.7030 |
| Close |
0.7186 |
0.7104 |
-0.0082 |
-1.1% |
0.7186 |
| Range |
0.0112 |
0.0076 |
-0.0036 |
-32.1% |
0.0216 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
93,325 |
60,711 |
-32,614 |
-34.9% |
406,537 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7302 |
0.7146 |
|
| R3 |
0.7271 |
0.7226 |
0.7125 |
|
| R2 |
0.7195 |
0.7195 |
0.7118 |
|
| R1 |
0.7150 |
0.7150 |
0.7111 |
0.7135 |
| PP |
0.7119 |
0.7119 |
0.7119 |
0.7112 |
| S1 |
0.7074 |
0.7074 |
0.7097 |
0.7059 |
| S2 |
0.7043 |
0.7043 |
0.7090 |
|
| S3 |
0.6967 |
0.6998 |
0.7083 |
|
| S4 |
0.6891 |
0.6922 |
0.7062 |
|
|
| 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 |
0.7052 |
0.0194 |
2.7% |
0.0097 |
1.4% |
27% |
False |
False |
79,848 |
| 10 |
0.7246 |
0.6877 |
0.0369 |
5.2% |
0.0097 |
1.4% |
62% |
False |
False |
75,054 |
| 20 |
0.7265 |
0.6874 |
0.0391 |
5.5% |
0.0104 |
1.5% |
59% |
False |
False |
39,251 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0090 |
1.3% |
46% |
False |
False |
19,787 |
| 60 |
0.7660 |
0.6874 |
0.0786 |
11.1% |
0.0084 |
1.2% |
29% |
False |
False |
13,226 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0076 |
1.1% |
26% |
False |
False |
9,924 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0066 |
0.9% |
20% |
False |
False |
7,940 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0059 |
0.8% |
20% |
False |
False |
6,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7364 |
|
1.618 |
0.7288 |
|
1.000 |
0.7241 |
|
0.618 |
0.7212 |
|
HIGH |
0.7165 |
|
0.618 |
0.7136 |
|
0.500 |
0.7127 |
|
0.382 |
0.7118 |
|
LOW |
0.7089 |
|
0.618 |
0.7042 |
|
1.000 |
0.7013 |
|
1.618 |
0.6966 |
|
2.618 |
0.6890 |
|
4.250 |
0.6766 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7127 |
0.7168 |
| PP |
0.7119 |
0.7146 |
| S1 |
0.7112 |
0.7125 |
|