CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7191 |
0.7284 |
0.0093 |
1.3% |
0.7029 |
| High |
0.7294 |
0.7341 |
0.0047 |
0.6% |
0.7320 |
| Low |
0.7175 |
0.7243 |
0.0068 |
0.9% |
0.7017 |
| Close |
0.7265 |
0.7317 |
0.0052 |
0.7% |
0.7308 |
| Range |
0.0119 |
0.0098 |
-0.0021 |
-17.6% |
0.0303 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
101,712 |
104,610 |
2,898 |
2.8% |
395,709 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7554 |
0.7371 |
|
| R3 |
0.7496 |
0.7456 |
0.7344 |
|
| R2 |
0.7398 |
0.7398 |
0.7335 |
|
| R1 |
0.7358 |
0.7358 |
0.7326 |
0.7378 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7311 |
| S1 |
0.7260 |
0.7260 |
0.7308 |
0.7280 |
| S2 |
0.7202 |
0.7202 |
0.7299 |
|
| S3 |
0.7104 |
0.7162 |
0.7290 |
|
| S4 |
0.7006 |
0.7064 |
0.7263 |
|
|
| 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 |
0.7175 |
0.0183 |
2.5% |
0.0101 |
1.4% |
78% |
False |
False |
90,545 |
| 10 |
0.7358 |
0.6976 |
0.0382 |
5.2% |
0.0098 |
1.3% |
89% |
False |
False |
83,962 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0091 |
1.2% |
91% |
False |
False |
78,517 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.6% |
0.0096 |
1.3% |
92% |
False |
False |
55,048 |
| 60 |
0.7376 |
0.6874 |
0.0502 |
6.9% |
0.0089 |
1.2% |
88% |
False |
False |
36,798 |
| 80 |
0.7698 |
0.6874 |
0.0824 |
11.3% |
0.0085 |
1.2% |
54% |
False |
False |
27,624 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.2% |
0.0078 |
1.1% |
50% |
False |
False |
22,103 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.0% |
0.0070 |
1.0% |
38% |
False |
False |
18,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7598 |
|
1.618 |
0.7500 |
|
1.000 |
0.7439 |
|
0.618 |
0.7402 |
|
HIGH |
0.7341 |
|
0.618 |
0.7304 |
|
0.500 |
0.7292 |
|
0.382 |
0.7280 |
|
LOW |
0.7243 |
|
0.618 |
0.7182 |
|
1.000 |
0.7145 |
|
1.618 |
0.7084 |
|
2.618 |
0.6986 |
|
4.250 |
0.6827 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7297 |
| PP |
0.7300 |
0.7278 |
| S1 |
0.7292 |
0.7258 |
|