CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7053 |
0.6974 |
-0.0079 |
-1.1% |
0.7053 |
| High |
0.7055 |
0.7013 |
-0.0042 |
-0.6% |
0.7246 |
| Low |
0.6958 |
0.6909 |
-0.0049 |
-0.7% |
0.7030 |
| Close |
0.6970 |
0.7005 |
0.0035 |
0.5% |
0.7186 |
| Range |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0216 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.6% |
0.0000 |
| Volume |
64,533 |
92,292 |
27,759 |
43.0% |
406,537 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7288 |
0.7250 |
0.7062 |
|
| R3 |
0.7184 |
0.7146 |
0.7034 |
|
| R2 |
0.7080 |
0.7080 |
0.7024 |
|
| R1 |
0.7042 |
0.7042 |
0.7015 |
0.7061 |
| PP |
0.6976 |
0.6976 |
0.6976 |
0.6985 |
| S1 |
0.6938 |
0.6938 |
0.6995 |
0.6957 |
| S2 |
0.6872 |
0.6872 |
0.6986 |
|
| S3 |
0.6768 |
0.6834 |
0.6976 |
|
| S4 |
0.6664 |
0.6730 |
0.6948 |
|
|
| 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 |
0.6909 |
0.0337 |
4.8% |
0.0098 |
1.4% |
28% |
False |
True |
75,157 |
| 10 |
0.7246 |
0.6909 |
0.0337 |
4.8% |
0.0093 |
1.3% |
28% |
False |
True |
75,717 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0096 |
1.4% |
35% |
False |
False |
50,089 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.2% |
0.0093 |
1.3% |
26% |
False |
False |
25,299 |
| 60 |
0.7660 |
0.6874 |
0.0786 |
11.2% |
0.0086 |
1.2% |
17% |
False |
False |
16,920 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0079 |
1.1% |
15% |
False |
False |
12,696 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0068 |
1.0% |
11% |
False |
False |
10,157 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0061 |
0.9% |
11% |
False |
False |
8,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7455 |
|
2.618 |
0.7285 |
|
1.618 |
0.7181 |
|
1.000 |
0.7117 |
|
0.618 |
0.7077 |
|
HIGH |
0.7013 |
|
0.618 |
0.6973 |
|
0.500 |
0.6961 |
|
0.382 |
0.6949 |
|
LOW |
0.6909 |
|
0.618 |
0.6845 |
|
1.000 |
0.6805 |
|
1.618 |
0.6741 |
|
2.618 |
0.6637 |
|
4.250 |
0.6467 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6990 |
0.7018 |
| PP |
0.6976 |
0.7014 |
| S1 |
0.6961 |
0.7009 |
|