CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7233 |
0.7300 |
0.0067 |
0.9% |
0.7029 |
| High |
0.7320 |
0.7358 |
0.0038 |
0.5% |
0.7320 |
| Low |
0.7227 |
0.7281 |
0.0054 |
0.7% |
0.7017 |
| Close |
0.7308 |
0.7350 |
0.0042 |
0.6% |
0.7308 |
| Range |
0.0093 |
0.0077 |
-0.0016 |
-17.2% |
0.0303 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
87,514 |
62,561 |
-24,953 |
-28.5% |
395,709 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7532 |
0.7392 |
|
| R3 |
0.7484 |
0.7455 |
0.7371 |
|
| R2 |
0.7407 |
0.7407 |
0.7364 |
|
| R1 |
0.7378 |
0.7378 |
0.7357 |
0.7393 |
| PP |
0.7330 |
0.7330 |
0.7330 |
0.7337 |
| S1 |
0.7301 |
0.7301 |
0.7343 |
0.7316 |
| S2 |
0.7253 |
0.7253 |
0.7336 |
|
| S3 |
0.7176 |
0.7224 |
0.7329 |
|
| S4 |
0.7099 |
0.7147 |
0.7308 |
|
|
| 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 |
0.7358 |
0.7042 |
0.0316 |
4.3% |
0.0102 |
1.4% |
97% |
True |
False |
79,842 |
| 10 |
0.7358 |
0.6908 |
0.0450 |
6.1% |
0.0087 |
1.2% |
98% |
True |
False |
76,519 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.1% |
0.0089 |
1.2% |
98% |
True |
False |
75,645 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.6% |
0.0092 |
1.3% |
98% |
True |
False |
47,509 |
| 60 |
0.7386 |
0.6874 |
0.0512 |
7.0% |
0.0087 |
1.2% |
93% |
False |
False |
31,760 |
| 80 |
0.7724 |
0.6874 |
0.0850 |
11.6% |
0.0083 |
1.1% |
56% |
False |
False |
23,842 |
| 100 |
0.7810 |
0.6874 |
0.0936 |
12.7% |
0.0075 |
1.0% |
51% |
False |
False |
19,076 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
15.9% |
0.0067 |
0.9% |
41% |
False |
False |
15,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7560 |
|
1.618 |
0.7483 |
|
1.000 |
0.7435 |
|
0.618 |
0.7406 |
|
HIGH |
0.7358 |
|
0.618 |
0.7329 |
|
0.500 |
0.7320 |
|
0.382 |
0.7310 |
|
LOW |
0.7281 |
|
0.618 |
0.7233 |
|
1.000 |
0.7204 |
|
1.618 |
0.7156 |
|
2.618 |
0.7079 |
|
4.250 |
0.6954 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7340 |
0.7317 |
| PP |
0.7330 |
0.7283 |
| S1 |
0.7320 |
0.7250 |
|