CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6992 |
0.7005 |
0.0013 |
0.2% |
0.6995 |
| High |
0.7058 |
0.7044 |
-0.0014 |
-0.2% |
0.7058 |
| Low |
0.6972 |
0.6976 |
0.0004 |
0.1% |
0.6908 |
| Close |
0.7004 |
0.7008 |
0.0004 |
0.1% |
0.7008 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-20.9% |
0.0150 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
83,288 |
78,707 |
-4,581 |
-5.5% |
358,477 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7213 |
0.7179 |
0.7045 |
|
| R3 |
0.7145 |
0.7111 |
0.7027 |
|
| R2 |
0.7077 |
0.7077 |
0.7020 |
|
| R1 |
0.7043 |
0.7043 |
0.7014 |
0.7060 |
| PP |
0.7009 |
0.7009 |
0.7009 |
0.7018 |
| S1 |
0.6975 |
0.6975 |
0.7002 |
0.6992 |
| S2 |
0.6941 |
0.6941 |
0.6996 |
|
| S3 |
0.6873 |
0.6907 |
0.6989 |
|
| S4 |
0.6805 |
0.6839 |
0.6971 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7375 |
0.7091 |
|
| R3 |
0.7291 |
0.7225 |
0.7049 |
|
| R2 |
0.7141 |
0.7141 |
0.7036 |
|
| R1 |
0.7075 |
0.7075 |
0.7022 |
0.7108 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.7008 |
| S1 |
0.6925 |
0.6925 |
0.6994 |
0.6958 |
| S2 |
0.6841 |
0.6841 |
0.6981 |
|
| S3 |
0.6691 |
0.6775 |
0.6967 |
|
| S4 |
0.6541 |
0.6625 |
0.6926 |
|
|
| 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% |
0.0070 |
1.0% |
67% |
False |
False |
71,695 |
| 10 |
0.7165 |
0.6908 |
0.0257 |
3.7% |
0.0079 |
1.1% |
39% |
False |
False |
71,610 |
| 20 |
0.7246 |
0.6874 |
0.0372 |
5.3% |
0.0090 |
1.3% |
36% |
False |
False |
70,991 |
| 40 |
0.7370 |
0.6874 |
0.0496 |
7.1% |
0.0091 |
1.3% |
27% |
False |
False |
36,108 |
| 60 |
0.7436 |
0.6874 |
0.0562 |
8.0% |
0.0085 |
1.2% |
24% |
False |
False |
24,143 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0080 |
1.1% |
15% |
False |
False |
18,116 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0070 |
1.0% |
11% |
False |
False |
14,494 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.7% |
0.0064 |
0.9% |
11% |
False |
False |
12,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7333 |
|
2.618 |
0.7222 |
|
1.618 |
0.7154 |
|
1.000 |
0.7112 |
|
0.618 |
0.7086 |
|
HIGH |
0.7044 |
|
0.618 |
0.7018 |
|
0.500 |
0.7010 |
|
0.382 |
0.7002 |
|
LOW |
0.6976 |
|
0.618 |
0.6934 |
|
1.000 |
0.6908 |
|
1.618 |
0.6866 |
|
2.618 |
0.6798 |
|
4.250 |
0.6687 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7010 |
0.7009 |
| PP |
0.7009 |
0.7009 |
| S1 |
0.7009 |
0.7008 |
|