CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7300 |
0.7339 |
0.0039 |
0.5% |
0.7029 |
| High |
0.7358 |
0.7340 |
-0.0018 |
-0.2% |
0.7320 |
| Low |
0.7281 |
0.7221 |
-0.0060 |
-0.8% |
0.7017 |
| Close |
0.7350 |
0.7249 |
-0.0101 |
-1.4% |
0.7308 |
| Range |
0.0077 |
0.0119 |
0.0042 |
54.5% |
0.0303 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.0% |
0.0000 |
| Volume |
62,561 |
96,330 |
33,769 |
54.0% |
395,709 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7627 |
0.7557 |
0.7314 |
|
| R3 |
0.7508 |
0.7438 |
0.7282 |
|
| R2 |
0.7389 |
0.7389 |
0.7271 |
|
| R1 |
0.7319 |
0.7319 |
0.7260 |
0.7295 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7258 |
| S1 |
0.7200 |
0.7200 |
0.7238 |
0.7176 |
| S2 |
0.7151 |
0.7151 |
0.7227 |
|
| S3 |
0.7032 |
0.7081 |
0.7216 |
|
| S4 |
0.6913 |
0.6962 |
0.7184 |
|
|
| 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 |
0.7124 |
0.0234 |
3.2% |
0.0105 |
1.4% |
53% |
False |
False |
84,299 |
| 10 |
0.7358 |
0.6960 |
0.0398 |
5.5% |
0.0090 |
1.2% |
73% |
False |
False |
78,083 |
| 20 |
0.7358 |
0.6908 |
0.0450 |
6.2% |
0.0091 |
1.3% |
76% |
False |
False |
77,482 |
| 40 |
0.7358 |
0.6874 |
0.0484 |
6.7% |
0.0094 |
1.3% |
77% |
False |
False |
49,903 |
| 60 |
0.7386 |
0.6874 |
0.0512 |
7.1% |
0.0088 |
1.2% |
73% |
False |
False |
33,363 |
| 80 |
0.7719 |
0.6874 |
0.0845 |
11.7% |
0.0084 |
1.2% |
44% |
False |
False |
25,046 |
| 100 |
0.7764 |
0.6874 |
0.0890 |
12.3% |
0.0076 |
1.1% |
42% |
False |
False |
20,039 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.2% |
0.0068 |
0.9% |
32% |
False |
False |
16,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7652 |
|
1.618 |
0.7533 |
|
1.000 |
0.7459 |
|
0.618 |
0.7414 |
|
HIGH |
0.7340 |
|
0.618 |
0.7295 |
|
0.500 |
0.7281 |
|
0.382 |
0.7266 |
|
LOW |
0.7221 |
|
0.618 |
0.7147 |
|
1.000 |
0.7102 |
|
1.618 |
0.7028 |
|
2.618 |
0.6909 |
|
4.250 |
0.6715 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7281 |
0.7290 |
| PP |
0.7270 |
0.7276 |
| S1 |
0.7260 |
0.7263 |
|