CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7029 |
0.7057 |
0.0028 |
0.4% |
0.6995 |
| High |
0.7085 |
0.7150 |
0.0065 |
0.9% |
0.7058 |
| Low |
0.7017 |
0.7042 |
0.0025 |
0.4% |
0.6908 |
| Close |
0.7064 |
0.7131 |
0.0067 |
0.9% |
0.7008 |
| Range |
0.0068 |
0.0108 |
0.0040 |
58.8% |
0.0150 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.8% |
0.0000 |
| Volume |
59,059 |
74,046 |
14,987 |
25.4% |
358,477 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7389 |
0.7190 |
|
| R3 |
0.7324 |
0.7281 |
0.7161 |
|
| R2 |
0.7216 |
0.7216 |
0.7151 |
|
| R1 |
0.7173 |
0.7173 |
0.7141 |
0.7195 |
| PP |
0.7108 |
0.7108 |
0.7108 |
0.7118 |
| S1 |
0.7065 |
0.7065 |
0.7121 |
0.7087 |
| S2 |
0.7000 |
0.7000 |
0.7111 |
|
| S3 |
0.6892 |
0.6957 |
0.7101 |
|
| S4 |
0.6784 |
0.6849 |
0.7072 |
|
|
| 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 |
0.7150 |
0.6960 |
0.0190 |
2.7% |
0.0076 |
1.1% |
90% |
True |
False |
71,867 |
| 10 |
0.7150 |
0.6908 |
0.0242 |
3.4% |
0.0079 |
1.1% |
92% |
True |
False |
72,356 |
| 20 |
0.7246 |
0.6908 |
0.0338 |
4.7% |
0.0087 |
1.2% |
66% |
False |
False |
74,726 |
| 40 |
0.7370 |
0.6874 |
0.0496 |
7.0% |
0.0092 |
1.3% |
52% |
False |
False |
39,426 |
| 60 |
0.7422 |
0.6874 |
0.0548 |
7.7% |
0.0085 |
1.2% |
47% |
False |
False |
26,355 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.5% |
0.0080 |
1.1% |
29% |
False |
False |
19,779 |
| 100 |
0.7959 |
0.6874 |
0.1085 |
15.2% |
0.0071 |
1.0% |
24% |
False |
False |
15,824 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.4% |
0.0064 |
0.9% |
22% |
False |
False |
13,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7433 |
|
1.618 |
0.7325 |
|
1.000 |
0.7258 |
|
0.618 |
0.7217 |
|
HIGH |
0.7150 |
|
0.618 |
0.7109 |
|
0.500 |
0.7096 |
|
0.382 |
0.7083 |
|
LOW |
0.7042 |
|
0.618 |
0.6975 |
|
1.000 |
0.6934 |
|
1.618 |
0.6867 |
|
2.618 |
0.6759 |
|
4.250 |
0.6583 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7119 |
0.7108 |
| PP |
0.7108 |
0.7086 |
| S1 |
0.7096 |
0.7063 |
|