CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7041 |
0.7053 |
0.0012 |
0.2% |
0.6882 |
| High |
0.7060 |
0.7118 |
0.0058 |
0.8% |
0.7064 |
| Low |
0.7002 |
0.7030 |
0.0028 |
0.4% |
0.6877 |
| Close |
0.7049 |
0.7103 |
0.0054 |
0.8% |
0.7049 |
| Range |
0.0058 |
0.0088 |
0.0030 |
51.7% |
0.0187 |
| ATR |
0.0094 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
68,178 |
68,005 |
-173 |
-0.3% |
283,293 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7313 |
0.7151 |
|
| R3 |
0.7260 |
0.7225 |
0.7127 |
|
| R2 |
0.7172 |
0.7172 |
0.7119 |
|
| R1 |
0.7137 |
0.7137 |
0.7111 |
0.7155 |
| PP |
0.7084 |
0.7084 |
0.7084 |
0.7092 |
| S1 |
0.7049 |
0.7049 |
0.7095 |
0.7067 |
| S2 |
0.6996 |
0.6996 |
0.7087 |
|
| S3 |
0.6908 |
0.6961 |
0.7079 |
|
| S4 |
0.6820 |
0.6873 |
0.7055 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7490 |
0.7152 |
|
| R3 |
0.7371 |
0.7303 |
0.7100 |
|
| R2 |
0.7184 |
0.7184 |
0.7083 |
|
| R1 |
0.7116 |
0.7116 |
0.7066 |
0.7150 |
| PP |
0.6997 |
0.6997 |
0.6997 |
0.7014 |
| S1 |
0.6929 |
0.6929 |
0.7032 |
0.6963 |
| S2 |
0.6810 |
0.6810 |
0.7015 |
|
| S3 |
0.6623 |
0.6742 |
0.6998 |
|
| S4 |
0.6436 |
0.6555 |
0.6946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7118 |
0.6877 |
0.0241 |
3.4% |
0.0098 |
1.4% |
94% |
True |
False |
70,259 |
| 10 |
0.7133 |
0.6874 |
0.0259 |
3.6% |
0.0096 |
1.4% |
88% |
False |
False |
37,827 |
| 20 |
0.7341 |
0.6874 |
0.0467 |
6.6% |
0.0095 |
1.3% |
49% |
False |
False |
19,373 |
| 40 |
0.7386 |
0.6874 |
0.0512 |
7.2% |
0.0086 |
1.2% |
45% |
False |
False |
9,818 |
| 60 |
0.7724 |
0.6874 |
0.0850 |
12.0% |
0.0081 |
1.1% |
27% |
False |
False |
6,575 |
| 80 |
0.7810 |
0.6874 |
0.0936 |
13.2% |
0.0072 |
1.0% |
24% |
False |
False |
4,934 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0063 |
0.9% |
20% |
False |
False |
3,948 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.5% |
0.0056 |
0.8% |
20% |
False |
False |
3,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7348 |
|
1.618 |
0.7260 |
|
1.000 |
0.7206 |
|
0.618 |
0.7172 |
|
HIGH |
0.7118 |
|
0.618 |
0.7084 |
|
0.500 |
0.7074 |
|
0.382 |
0.7064 |
|
LOW |
0.7030 |
|
0.618 |
0.6976 |
|
1.000 |
0.6942 |
|
1.618 |
0.6888 |
|
2.618 |
0.6800 |
|
4.250 |
0.6656 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7093 |
0.7074 |
| PP |
0.7084 |
0.7045 |
| S1 |
0.7074 |
0.7016 |
|