CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7150 |
0.7100 |
-0.0050 |
-0.7% |
0.7053 |
| High |
0.7165 |
0.7127 |
-0.0038 |
-0.5% |
0.7246 |
| Low |
0.7089 |
0.7025 |
-0.0064 |
-0.9% |
0.7030 |
| Close |
0.7104 |
0.7056 |
-0.0048 |
-0.7% |
0.7186 |
| Range |
0.0076 |
0.0102 |
0.0026 |
34.2% |
0.0216 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
60,711 |
64,927 |
4,216 |
6.9% |
406,537 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7318 |
0.7112 |
|
| R3 |
0.7273 |
0.7216 |
0.7084 |
|
| R2 |
0.7171 |
0.7171 |
0.7075 |
|
| R1 |
0.7114 |
0.7114 |
0.7065 |
0.7092 |
| PP |
0.7069 |
0.7069 |
0.7069 |
0.7058 |
| S1 |
0.7012 |
0.7012 |
0.7047 |
0.6990 |
| S2 |
0.6967 |
0.6967 |
0.7037 |
|
| S3 |
0.6865 |
0.6910 |
0.7028 |
|
| S4 |
0.6763 |
0.6808 |
0.7000 |
|
|
| 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 |
0.7025 |
0.0221 |
3.1% |
0.0101 |
1.4% |
14% |
False |
True |
80,917 |
| 10 |
0.7246 |
0.6913 |
0.0333 |
4.7% |
0.0095 |
1.3% |
43% |
False |
False |
77,095 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0096 |
1.4% |
49% |
False |
False |
42,463 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.1% |
0.0091 |
1.3% |
36% |
False |
False |
21,399 |
| 60 |
0.7660 |
0.6874 |
0.0786 |
11.1% |
0.0084 |
1.2% |
23% |
False |
False |
14,308 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0077 |
1.1% |
20% |
False |
False |
10,736 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0066 |
0.9% |
16% |
False |
False |
8,589 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0060 |
0.8% |
16% |
False |
False |
7,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7394 |
|
1.618 |
0.7292 |
|
1.000 |
0.7229 |
|
0.618 |
0.7190 |
|
HIGH |
0.7127 |
|
0.618 |
0.7088 |
|
0.500 |
0.7076 |
|
0.382 |
0.7064 |
|
LOW |
0.7025 |
|
0.618 |
0.6962 |
|
1.000 |
0.6923 |
|
1.618 |
0.6860 |
|
2.618 |
0.6758 |
|
4.250 |
0.6592 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7076 |
0.7136 |
| PP |
0.7069 |
0.7109 |
| S1 |
0.7063 |
0.7083 |
|