CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7057 |
0.7138 |
0.0081 |
1.1% |
0.6995 |
| High |
0.7150 |
0.7209 |
0.0059 |
0.8% |
0.7058 |
| Low |
0.7042 |
0.7124 |
0.0082 |
1.2% |
0.6908 |
| Close |
0.7131 |
0.7182 |
0.0051 |
0.7% |
0.7008 |
| Range |
0.0108 |
0.0085 |
-0.0023 |
-21.3% |
0.0150 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,046 |
84,690 |
10,644 |
14.4% |
358,477 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7389 |
0.7229 |
|
| R3 |
0.7342 |
0.7304 |
0.7205 |
|
| R2 |
0.7257 |
0.7257 |
0.7198 |
|
| R1 |
0.7219 |
0.7219 |
0.7190 |
0.7238 |
| PP |
0.7172 |
0.7172 |
0.7172 |
0.7181 |
| S1 |
0.7134 |
0.7134 |
0.7174 |
0.7153 |
| S2 |
0.7087 |
0.7087 |
0.7166 |
|
| S3 |
0.7002 |
0.7049 |
0.7159 |
|
| S4 |
0.6917 |
0.6964 |
0.7135 |
|
|
| 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 |
0.7209 |
0.6972 |
0.0237 |
3.3% |
0.0083 |
1.2% |
89% |
True |
False |
75,958 |
| 10 |
0.7209 |
0.6908 |
0.0301 |
4.2% |
0.0077 |
1.1% |
91% |
True |
False |
74,372 |
| 20 |
0.7246 |
0.6908 |
0.0338 |
4.7% |
0.0088 |
1.2% |
81% |
False |
False |
75,249 |
| 40 |
0.7361 |
0.6874 |
0.0487 |
6.8% |
0.0091 |
1.3% |
63% |
False |
False |
41,538 |
| 60 |
0.7422 |
0.6874 |
0.0548 |
7.6% |
0.0086 |
1.2% |
56% |
False |
False |
27,765 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.4% |
0.0081 |
1.1% |
35% |
False |
False |
20,838 |
| 100 |
0.7894 |
0.6874 |
0.1020 |
14.2% |
0.0072 |
1.0% |
30% |
False |
False |
16,671 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.3% |
0.0065 |
0.9% |
26% |
False |
False |
13,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7570 |
|
2.618 |
0.7432 |
|
1.618 |
0.7347 |
|
1.000 |
0.7294 |
|
0.618 |
0.7262 |
|
HIGH |
0.7209 |
|
0.618 |
0.7177 |
|
0.500 |
0.7167 |
|
0.382 |
0.7156 |
|
LOW |
0.7124 |
|
0.618 |
0.7071 |
|
1.000 |
0.7039 |
|
1.618 |
0.6986 |
|
2.618 |
0.6901 |
|
4.250 |
0.6763 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7177 |
0.7159 |
| PP |
0.7172 |
0.7136 |
| S1 |
0.7167 |
0.7113 |
|