CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6962 |
0.6992 |
0.0030 |
0.4% |
0.7150 |
| High |
0.7011 |
0.7058 |
0.0047 |
0.7% |
0.7165 |
| Low |
0.6960 |
0.6972 |
0.0012 |
0.2% |
0.6909 |
| Close |
0.6988 |
0.7004 |
0.0016 |
0.2% |
0.6992 |
| Range |
0.0051 |
0.0086 |
0.0035 |
68.6% |
0.0256 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
64,238 |
83,288 |
19,050 |
29.7% |
357,625 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7269 |
0.7223 |
0.7051 |
|
| R3 |
0.7183 |
0.7137 |
0.7028 |
|
| R2 |
0.7097 |
0.7097 |
0.7020 |
|
| R1 |
0.7051 |
0.7051 |
0.7012 |
0.7074 |
| PP |
0.7011 |
0.7011 |
0.7011 |
0.7023 |
| S1 |
0.6965 |
0.6965 |
0.6996 |
0.6988 |
| S2 |
0.6925 |
0.6925 |
0.6988 |
|
| S3 |
0.6839 |
0.6879 |
0.6980 |
|
| S4 |
0.6753 |
0.6793 |
0.6957 |
|
|
| 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 |
0.7058 |
0.6908 |
0.0150 |
2.1% |
0.0068 |
1.0% |
64% |
True |
False |
70,986 |
| 10 |
0.7246 |
0.6908 |
0.0338 |
4.8% |
0.0083 |
1.2% |
28% |
False |
False |
73,072 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0090 |
1.3% |
35% |
False |
False |
67,305 |
| 40 |
0.7370 |
0.6874 |
0.0496 |
7.1% |
0.0091 |
1.3% |
26% |
False |
False |
34,145 |
| 60 |
0.7436 |
0.6874 |
0.0562 |
8.0% |
0.0085 |
1.2% |
23% |
False |
False |
22,832 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0080 |
1.1% |
15% |
False |
False |
17,132 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0070 |
1.0% |
11% |
False |
False |
13,706 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0064 |
0.9% |
11% |
False |
False |
11,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7424 |
|
2.618 |
0.7283 |
|
1.618 |
0.7197 |
|
1.000 |
0.7144 |
|
0.618 |
0.7111 |
|
HIGH |
0.7058 |
|
0.618 |
0.7025 |
|
0.500 |
0.7015 |
|
0.382 |
0.7005 |
|
LOW |
0.6972 |
|
0.618 |
0.6919 |
|
1.000 |
0.6886 |
|
1.618 |
0.6833 |
|
2.618 |
0.6747 |
|
4.250 |
0.6607 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7015 |
0.6997 |
| PP |
0.7011 |
0.6990 |
| S1 |
0.7008 |
0.6983 |
|