CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7191 |
-0.0148 |
-2.0% |
0.7029 |
| High |
0.7340 |
0.7294 |
-0.0046 |
-0.6% |
0.7320 |
| Low |
0.7221 |
0.7175 |
-0.0046 |
-0.6% |
0.7017 |
| Close |
0.7249 |
0.7265 |
0.0016 |
0.2% |
0.7308 |
| Range |
0.0119 |
0.0119 |
0.0000 |
0.0% |
0.0303 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.9% |
0.0000 |
| Volume |
96,330 |
101,712 |
5,382 |
5.6% |
395,709 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7552 |
0.7330 |
|
| R3 |
0.7483 |
0.7433 |
0.7298 |
|
| R2 |
0.7364 |
0.7364 |
0.7287 |
|
| R1 |
0.7314 |
0.7314 |
0.7276 |
0.7339 |
| PP |
0.7245 |
0.7245 |
0.7245 |
0.7257 |
| S1 |
0.7195 |
0.7195 |
0.7254 |
0.7220 |
| S2 |
0.7126 |
0.7126 |
0.7243 |
|
| S3 |
0.7007 |
0.7076 |
0.7232 |
|
| S4 |
0.6888 |
0.6957 |
0.7200 |
|
|
| 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 |
0.7141 |
0.0217 |
3.0% |
0.0111 |
1.5% |
57% |
False |
False |
87,703 |
| 10 |
0.7358 |
0.6972 |
0.0386 |
5.3% |
0.0097 |
1.3% |
76% |
False |
False |
81,830 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0093 |
1.3% |
79% |
False |
False |
78,870 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0096 |
1.3% |
81% |
False |
False |
52,443 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0089 |
1.2% |
78% |
False |
False |
35,056 |
| 80 |
0.7698 |
0.6874 |
0.0824 |
11.3% |
0.0084 |
1.2% |
47% |
False |
False |
26,317 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0077 |
1.1% |
44% |
False |
False |
21,056 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.1% |
0.0069 |
0.9% |
33% |
False |
False |
17,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7606 |
|
1.618 |
0.7487 |
|
1.000 |
0.7413 |
|
0.618 |
0.7368 |
|
HIGH |
0.7294 |
|
0.618 |
0.7249 |
|
0.500 |
0.7235 |
|
0.382 |
0.7220 |
|
LOW |
0.7175 |
|
0.618 |
0.7101 |
|
1.000 |
0.7056 |
|
1.618 |
0.6982 |
|
2.618 |
0.6863 |
|
4.250 |
0.6669 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7255 |
0.7267 |
| PP |
0.7245 |
0.7266 |
| S1 |
0.7235 |
0.7266 |
|