CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7233 |
0.0053 |
0.7% |
0.7029 |
| High |
0.7290 |
0.7320 |
0.0030 |
0.4% |
0.7320 |
| Low |
0.7141 |
0.7227 |
0.0086 |
1.2% |
0.7017 |
| Close |
0.7234 |
0.7308 |
0.0074 |
1.0% |
0.7308 |
| Range |
0.0149 |
0.0093 |
-0.0056 |
-37.6% |
0.0303 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.1% |
0.0000 |
| Volume |
90,400 |
87,514 |
-2,886 |
-3.2% |
395,709 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7529 |
0.7359 |
|
| R3 |
0.7471 |
0.7436 |
0.7334 |
|
| R2 |
0.7378 |
0.7378 |
0.7325 |
|
| R1 |
0.7343 |
0.7343 |
0.7317 |
0.7361 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7294 |
| S1 |
0.7250 |
0.7250 |
0.7299 |
0.7268 |
| S2 |
0.7192 |
0.7192 |
0.7291 |
|
| S3 |
0.7099 |
0.7157 |
0.7282 |
|
| S4 |
0.7006 |
0.7064 |
0.7257 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8124 |
0.8019 |
0.7475 |
|
| R3 |
0.7821 |
0.7716 |
0.7391 |
|
| R2 |
0.7518 |
0.7518 |
0.7364 |
|
| R1 |
0.7413 |
0.7413 |
0.7336 |
0.7466 |
| PP |
0.7215 |
0.7215 |
0.7215 |
0.7241 |
| S1 |
0.7110 |
0.7110 |
0.7280 |
0.7163 |
| S2 |
0.6912 |
0.6912 |
0.7252 |
|
| S3 |
0.6609 |
0.6807 |
0.7225 |
|
| S4 |
0.6306 |
0.6504 |
0.7141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7320 |
0.7017 |
0.0303 |
4.1% |
0.0101 |
1.4% |
96% |
True |
False |
79,141 |
| 10 |
0.7320 |
0.6908 |
0.0412 |
5.6% |
0.0085 |
1.2% |
97% |
True |
False |
75,418 |
| 20 |
0.7320 |
0.6908 |
0.0412 |
5.6% |
0.0089 |
1.2% |
97% |
True |
False |
75,917 |
| 40 |
0.7350 |
0.6874 |
0.0476 |
6.5% |
0.0091 |
1.2% |
91% |
False |
False |
45,954 |
| 60 |
0.7386 |
0.6874 |
0.0512 |
7.0% |
0.0086 |
1.2% |
85% |
False |
False |
30,719 |
| 80 |
0.7764 |
0.6874 |
0.0890 |
12.2% |
0.0083 |
1.1% |
49% |
False |
False |
23,062 |
| 100 |
0.7816 |
0.6874 |
0.0942 |
12.9% |
0.0075 |
1.0% |
46% |
False |
False |
18,451 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.0% |
0.0067 |
0.9% |
37% |
False |
False |
15,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7563 |
|
1.618 |
0.7470 |
|
1.000 |
0.7413 |
|
0.618 |
0.7377 |
|
HIGH |
0.7320 |
|
0.618 |
0.7284 |
|
0.500 |
0.7274 |
|
0.382 |
0.7263 |
|
LOW |
0.7227 |
|
0.618 |
0.7170 |
|
1.000 |
0.7134 |
|
1.618 |
0.7077 |
|
2.618 |
0.6984 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7279 |
| PP |
0.7285 |
0.7251 |
| S1 |
0.7274 |
0.7222 |
|