CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6974 |
0.6958 |
-0.0016 |
-0.2% |
0.7150 |
| High |
0.7013 |
0.7013 |
0.0000 |
0.0% |
0.7165 |
| Low |
0.6909 |
0.6955 |
0.0046 |
0.7% |
0.6909 |
| Close |
0.7005 |
0.6992 |
-0.0013 |
-0.2% |
0.6992 |
| Range |
0.0104 |
0.0058 |
-0.0046 |
-44.2% |
0.0256 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
92,292 |
75,162 |
-17,130 |
-18.6% |
357,625 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7161 |
0.7134 |
0.7024 |
|
| R3 |
0.7103 |
0.7076 |
0.7008 |
|
| R2 |
0.7045 |
0.7045 |
0.7003 |
|
| R1 |
0.7018 |
0.7018 |
0.6997 |
0.7032 |
| PP |
0.6987 |
0.6987 |
0.6987 |
0.6993 |
| S1 |
0.6960 |
0.6960 |
0.6987 |
0.6974 |
| S2 |
0.6929 |
0.6929 |
0.6981 |
|
| S3 |
0.6871 |
0.6902 |
0.6976 |
|
| S4 |
0.6813 |
0.6844 |
0.6960 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7790 |
0.7647 |
0.7133 |
|
| R3 |
0.7534 |
0.7391 |
0.7062 |
|
| R2 |
0.7278 |
0.7278 |
0.7039 |
|
| R1 |
0.7135 |
0.7135 |
0.7015 |
0.7079 |
| PP |
0.7022 |
0.7022 |
0.7022 |
0.6994 |
| S1 |
0.6879 |
0.6879 |
0.6969 |
0.6823 |
| S2 |
0.6766 |
0.6766 |
0.6945 |
|
| S3 |
0.6510 |
0.6623 |
0.6922 |
|
| S4 |
0.6254 |
0.6367 |
0.6851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7165 |
0.6909 |
0.0256 |
3.7% |
0.0087 |
1.3% |
32% |
False |
False |
71,525 |
| 10 |
0.7246 |
0.6909 |
0.0337 |
4.8% |
0.0093 |
1.3% |
25% |
False |
False |
76,416 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0095 |
1.4% |
32% |
False |
False |
53,780 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.2% |
0.0093 |
1.3% |
24% |
False |
False |
27,175 |
| 60 |
0.7586 |
0.6874 |
0.0712 |
10.2% |
0.0085 |
1.2% |
17% |
False |
False |
18,172 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0080 |
1.1% |
13% |
False |
False |
13,635 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0068 |
1.0% |
10% |
False |
False |
10,909 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0061 |
0.9% |
10% |
False |
False |
9,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7260 |
|
2.618 |
0.7165 |
|
1.618 |
0.7107 |
|
1.000 |
0.7071 |
|
0.618 |
0.7049 |
|
HIGH |
0.7013 |
|
0.618 |
0.6991 |
|
0.500 |
0.6984 |
|
0.382 |
0.6977 |
|
LOW |
0.6955 |
|
0.618 |
0.6919 |
|
1.000 |
0.6897 |
|
1.618 |
0.6861 |
|
2.618 |
0.6803 |
|
4.250 |
0.6709 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6989 |
0.6989 |
| PP |
0.6987 |
0.6985 |
| S1 |
0.6984 |
0.6982 |
|