CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7053 |
-0.0047 |
-0.7% |
0.7053 |
| High |
0.7127 |
0.7055 |
-0.0072 |
-1.0% |
0.7246 |
| Low |
0.7025 |
0.6958 |
-0.0067 |
-1.0% |
0.7030 |
| Close |
0.7056 |
0.6970 |
-0.0086 |
-1.2% |
0.7186 |
| Range |
0.0102 |
0.0097 |
-0.0005 |
-4.9% |
0.0216 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
64,927 |
64,533 |
-394 |
-0.6% |
406,537 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7285 |
0.7225 |
0.7023 |
|
| R3 |
0.7188 |
0.7128 |
0.6997 |
|
| R2 |
0.7091 |
0.7091 |
0.6988 |
|
| R1 |
0.7031 |
0.7031 |
0.6979 |
0.7013 |
| PP |
0.6994 |
0.6994 |
0.6994 |
0.6985 |
| S1 |
0.6934 |
0.6934 |
0.6961 |
0.6916 |
| S2 |
0.6897 |
0.6897 |
0.6952 |
|
| S3 |
0.6800 |
0.6837 |
0.6943 |
|
| S4 |
0.6703 |
0.6740 |
0.6917 |
|
|
| 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 |
0.6958 |
0.0288 |
4.1% |
0.0105 |
1.5% |
4% |
False |
True |
79,031 |
| 10 |
0.7246 |
0.6913 |
0.0333 |
4.8% |
0.0098 |
1.4% |
17% |
False |
False |
76,125 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0094 |
1.4% |
26% |
False |
False |
45,525 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.2% |
0.0092 |
1.3% |
19% |
False |
False |
23,005 |
| 60 |
0.7660 |
0.6874 |
0.0786 |
11.3% |
0.0085 |
1.2% |
12% |
False |
False |
15,383 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.8% |
0.0078 |
1.1% |
11% |
False |
False |
11,542 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0067 |
1.0% |
8% |
False |
False |
9,234 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0060 |
0.9% |
8% |
False |
False |
7,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7309 |
|
1.618 |
0.7212 |
|
1.000 |
0.7152 |
|
0.618 |
0.7115 |
|
HIGH |
0.7055 |
|
0.618 |
0.7018 |
|
0.500 |
0.7007 |
|
0.382 |
0.6995 |
|
LOW |
0.6958 |
|
0.618 |
0.6898 |
|
1.000 |
0.6861 |
|
1.618 |
0.6801 |
|
2.618 |
0.6704 |
|
4.250 |
0.6546 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7007 |
0.7062 |
| PP |
0.6994 |
0.7031 |
| S1 |
0.6982 |
0.7001 |
|