CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6954 |
0.6962 |
0.0008 |
0.1% |
0.7150 |
| High |
0.6996 |
0.7011 |
0.0015 |
0.2% |
0.7165 |
| Low |
0.6908 |
0.6960 |
0.0052 |
0.8% |
0.6909 |
| Close |
0.6955 |
0.6988 |
0.0033 |
0.5% |
0.6992 |
| Range |
0.0088 |
0.0051 |
-0.0037 |
-42.0% |
0.0256 |
| ATR |
0.0091 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
80,696 |
64,238 |
-16,458 |
-20.4% |
357,625 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7139 |
0.7115 |
0.7016 |
|
| R3 |
0.7088 |
0.7064 |
0.7002 |
|
| R2 |
0.7037 |
0.7037 |
0.6997 |
|
| R1 |
0.7013 |
0.7013 |
0.6993 |
0.7025 |
| PP |
0.6986 |
0.6986 |
0.6986 |
0.6993 |
| S1 |
0.6962 |
0.6962 |
0.6983 |
0.6974 |
| S2 |
0.6935 |
0.6935 |
0.6979 |
|
| S3 |
0.6884 |
0.6911 |
0.6974 |
|
| S4 |
0.6833 |
0.6860 |
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 |
0.7013 |
0.6908 |
0.0105 |
1.5% |
0.0072 |
1.0% |
76% |
False |
False |
72,787 |
| 10 |
0.7246 |
0.6908 |
0.0338 |
4.8% |
0.0089 |
1.3% |
24% |
False |
False |
75,909 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0089 |
1.3% |
31% |
False |
False |
63,251 |
| 40 |
0.7370 |
0.6874 |
0.0496 |
7.1% |
0.0090 |
1.3% |
23% |
False |
False |
32,076 |
| 60 |
0.7436 |
0.6874 |
0.0562 |
8.0% |
0.0085 |
1.2% |
20% |
False |
False |
21,445 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0080 |
1.1% |
13% |
False |
False |
16,091 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0070 |
1.0% |
10% |
False |
False |
12,874 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0063 |
0.9% |
10% |
False |
False |
10,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7228 |
|
2.618 |
0.7145 |
|
1.618 |
0.7094 |
|
1.000 |
0.7062 |
|
0.618 |
0.7043 |
|
HIGH |
0.7011 |
|
0.618 |
0.6992 |
|
0.500 |
0.6986 |
|
0.382 |
0.6979 |
|
LOW |
0.6960 |
|
0.618 |
0.6928 |
|
1.000 |
0.6909 |
|
1.618 |
0.6877 |
|
2.618 |
0.6826 |
|
4.250 |
0.6743 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6987 |
0.6979 |
| PP |
0.6986 |
0.6969 |
| S1 |
0.6986 |
0.6960 |
|