CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6958 |
0.6995 |
0.0037 |
0.5% |
0.7150 |
| High |
0.7013 |
0.7008 |
-0.0005 |
-0.1% |
0.7165 |
| Low |
0.6955 |
0.6950 |
-0.0005 |
-0.1% |
0.6909 |
| Close |
0.6992 |
0.6963 |
-0.0029 |
-0.4% |
0.6992 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0256 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
75,162 |
51,548 |
-23,614 |
-31.4% |
357,625 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7113 |
0.6995 |
|
| R3 |
0.7090 |
0.7055 |
0.6979 |
|
| R2 |
0.7032 |
0.7032 |
0.6974 |
|
| R1 |
0.6997 |
0.6997 |
0.6968 |
0.6986 |
| PP |
0.6974 |
0.6974 |
0.6974 |
0.6968 |
| S1 |
0.6939 |
0.6939 |
0.6958 |
0.6928 |
| S2 |
0.6916 |
0.6916 |
0.6952 |
|
| S3 |
0.6858 |
0.6881 |
0.6947 |
|
| S4 |
0.6800 |
0.6823 |
0.6931 |
|
|
| 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 |
0.7127 |
0.6909 |
0.0218 |
3.1% |
0.0084 |
1.2% |
25% |
False |
False |
69,692 |
| 10 |
0.7246 |
0.6909 |
0.0337 |
4.8% |
0.0090 |
1.3% |
16% |
False |
False |
74,770 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0093 |
1.3% |
24% |
False |
False |
56,299 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.2% |
0.0091 |
1.3% |
18% |
False |
False |
28,462 |
| 60 |
0.7518 |
0.6874 |
0.0644 |
9.2% |
0.0085 |
1.2% |
14% |
False |
False |
19,031 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.8% |
0.0079 |
1.1% |
10% |
False |
False |
14,280 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0068 |
1.0% |
8% |
False |
False |
11,424 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0062 |
0.9% |
8% |
False |
False |
9,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7255 |
|
2.618 |
0.7160 |
|
1.618 |
0.7102 |
|
1.000 |
0.7066 |
|
0.618 |
0.7044 |
|
HIGH |
0.7008 |
|
0.618 |
0.6986 |
|
0.500 |
0.6979 |
|
0.382 |
0.6972 |
|
LOW |
0.6950 |
|
0.618 |
0.6914 |
|
1.000 |
0.6892 |
|
1.618 |
0.6856 |
|
2.618 |
0.6798 |
|
4.250 |
0.6704 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.6962 |
| PP |
0.6974 |
0.6962 |
| S1 |
0.6968 |
0.6961 |
|