CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6995 |
0.6954 |
-0.0041 |
-0.6% |
0.7150 |
| High |
0.7008 |
0.6996 |
-0.0012 |
-0.2% |
0.7165 |
| Low |
0.6950 |
0.6908 |
-0.0042 |
-0.6% |
0.6909 |
| Close |
0.6963 |
0.6955 |
-0.0008 |
-0.1% |
0.6992 |
| Range |
0.0058 |
0.0088 |
0.0030 |
51.7% |
0.0256 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
51,548 |
80,696 |
29,148 |
56.5% |
357,625 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7217 |
0.7174 |
0.7003 |
|
| R3 |
0.7129 |
0.7086 |
0.6979 |
|
| R2 |
0.7041 |
0.7041 |
0.6971 |
|
| R1 |
0.6998 |
0.6998 |
0.6963 |
0.7020 |
| PP |
0.6953 |
0.6953 |
0.6953 |
0.6964 |
| S1 |
0.6910 |
0.6910 |
0.6947 |
0.6932 |
| S2 |
0.6865 |
0.6865 |
0.6939 |
|
| S3 |
0.6777 |
0.6822 |
0.6931 |
|
| S4 |
0.6689 |
0.6734 |
0.6907 |
|
|
| 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 |
0.7055 |
0.6908 |
0.0147 |
2.1% |
0.0081 |
1.2% |
32% |
False |
True |
72,846 |
| 10 |
0.7246 |
0.6908 |
0.0338 |
4.9% |
0.0091 |
1.3% |
14% |
False |
True |
76,881 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0093 |
1.3% |
22% |
False |
False |
60,195 |
| 40 |
0.7376 |
0.6874 |
0.0502 |
7.2% |
0.0093 |
1.3% |
16% |
False |
False |
30,474 |
| 60 |
0.7436 |
0.6874 |
0.0562 |
8.1% |
0.0085 |
1.2% |
14% |
False |
False |
20,375 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.8% |
0.0080 |
1.1% |
9% |
False |
False |
15,289 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.9% |
0.0069 |
1.0% |
7% |
False |
False |
12,231 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.9% |
0.0063 |
0.9% |
7% |
False |
False |
10,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7370 |
|
2.618 |
0.7226 |
|
1.618 |
0.7138 |
|
1.000 |
0.7084 |
|
0.618 |
0.7050 |
|
HIGH |
0.6996 |
|
0.618 |
0.6962 |
|
0.500 |
0.6952 |
|
0.382 |
0.6942 |
|
LOW |
0.6908 |
|
0.618 |
0.6854 |
|
1.000 |
0.6820 |
|
1.618 |
0.6766 |
|
2.618 |
0.6678 |
|
4.250 |
0.6534 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6954 |
0.6961 |
| PP |
0.6953 |
0.6959 |
| S1 |
0.6952 |
0.6957 |
|