CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7005 |
0.7029 |
0.0024 |
0.3% |
0.6995 |
| High |
0.7044 |
0.7085 |
0.0041 |
0.6% |
0.7058 |
| Low |
0.6976 |
0.7017 |
0.0041 |
0.6% |
0.6908 |
| Close |
0.7008 |
0.7064 |
0.0056 |
0.8% |
0.7008 |
| Range |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0150 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
78,707 |
59,059 |
-19,648 |
-25.0% |
358,477 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7259 |
0.7230 |
0.7101 |
|
| R3 |
0.7191 |
0.7162 |
0.7083 |
|
| R2 |
0.7123 |
0.7123 |
0.7076 |
|
| R1 |
0.7094 |
0.7094 |
0.7070 |
0.7109 |
| PP |
0.7055 |
0.7055 |
0.7055 |
0.7063 |
| S1 |
0.7026 |
0.7026 |
0.7058 |
0.7041 |
| S2 |
0.6987 |
0.6987 |
0.7052 |
|
| S3 |
0.6919 |
0.6958 |
0.7045 |
|
| S4 |
0.6851 |
0.6890 |
0.7027 |
|
|
| 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 |
0.7085 |
0.6908 |
0.0177 |
2.5% |
0.0072 |
1.0% |
88% |
True |
False |
73,197 |
| 10 |
0.7127 |
0.6908 |
0.0219 |
3.1% |
0.0078 |
1.1% |
71% |
False |
False |
71,445 |
| 20 |
0.7246 |
0.6877 |
0.0369 |
5.2% |
0.0088 |
1.2% |
51% |
False |
False |
73,249 |
| 40 |
0.7370 |
0.6874 |
0.0496 |
7.0% |
0.0091 |
1.3% |
38% |
False |
False |
37,579 |
| 60 |
0.7422 |
0.6874 |
0.0548 |
7.8% |
0.0085 |
1.2% |
35% |
False |
False |
25,126 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.6% |
0.0080 |
1.1% |
21% |
False |
False |
18,854 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0071 |
1.0% |
16% |
False |
False |
15,084 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.6% |
0.0064 |
0.9% |
16% |
False |
False |
12,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7374 |
|
2.618 |
0.7263 |
|
1.618 |
0.7195 |
|
1.000 |
0.7153 |
|
0.618 |
0.7127 |
|
HIGH |
0.7085 |
|
0.618 |
0.7059 |
|
0.500 |
0.7051 |
|
0.382 |
0.7043 |
|
LOW |
0.7017 |
|
0.618 |
0.6975 |
|
1.000 |
0.6949 |
|
1.618 |
0.6907 |
|
2.618 |
0.6839 |
|
4.250 |
0.6728 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7052 |
| PP |
0.7055 |
0.7040 |
| S1 |
0.7051 |
0.7029 |
|