CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7159 |
0.7109 |
-0.0050 |
-0.7% |
0.7299 |
| High |
0.7160 |
0.7150 |
-0.0010 |
-0.1% |
0.7305 |
| Low |
0.7076 |
0.7010 |
-0.0066 |
-0.9% |
0.7033 |
| Close |
0.7118 |
0.7028 |
-0.0090 |
-1.3% |
0.7161 |
| Range |
0.0084 |
0.0140 |
0.0056 |
66.7% |
0.0272 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.0% |
0.0000 |
| Volume |
61,664 |
103,109 |
41,445 |
67.2% |
574,450 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7395 |
0.7105 |
|
| R3 |
0.7343 |
0.7255 |
0.7067 |
|
| R2 |
0.7203 |
0.7203 |
0.7054 |
|
| R1 |
0.7115 |
0.7115 |
0.7041 |
0.7089 |
| PP |
0.7063 |
0.7063 |
0.7063 |
0.7050 |
| S1 |
0.6975 |
0.6975 |
0.7015 |
0.6949 |
| S2 |
0.6923 |
0.6923 |
0.7002 |
|
| S3 |
0.6783 |
0.6835 |
0.6990 |
|
| S4 |
0.6643 |
0.6695 |
0.6951 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7844 |
0.7311 |
|
| R3 |
0.7710 |
0.7572 |
0.7236 |
|
| R2 |
0.7438 |
0.7438 |
0.7211 |
|
| R1 |
0.7300 |
0.7300 |
0.7186 |
0.7233 |
| PP |
0.7166 |
0.7166 |
0.7166 |
0.7133 |
| S1 |
0.7028 |
0.7028 |
0.7136 |
0.6961 |
| S2 |
0.6894 |
0.6894 |
0.7111 |
|
| S3 |
0.6622 |
0.6756 |
0.7086 |
|
| S4 |
0.6350 |
0.6484 |
0.7011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7201 |
0.7010 |
0.0191 |
2.7% |
0.0095 |
1.4% |
9% |
False |
True |
87,385 |
| 10 |
0.7366 |
0.7010 |
0.0356 |
5.1% |
0.0110 |
1.6% |
5% |
False |
True |
100,859 |
| 20 |
0.7426 |
0.7010 |
0.0416 |
5.9% |
0.0099 |
1.4% |
4% |
False |
True |
96,731 |
| 40 |
0.7472 |
0.7010 |
0.0462 |
6.6% |
0.0094 |
1.3% |
4% |
False |
True |
90,828 |
| 60 |
0.7814 |
0.7010 |
0.0804 |
11.4% |
0.0095 |
1.3% |
2% |
False |
True |
84,647 |
| 80 |
0.8109 |
0.7010 |
0.1099 |
15.6% |
0.0095 |
1.4% |
2% |
False |
True |
64,266 |
| 100 |
0.8109 |
0.7010 |
0.1099 |
15.6% |
0.0096 |
1.4% |
2% |
False |
True |
51,446 |
| 120 |
0.8109 |
0.7010 |
0.1099 |
15.6% |
0.0094 |
1.3% |
2% |
False |
True |
42,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7745 |
|
2.618 |
0.7517 |
|
1.618 |
0.7377 |
|
1.000 |
0.7290 |
|
0.618 |
0.7237 |
|
HIGH |
0.7150 |
|
0.618 |
0.7097 |
|
0.500 |
0.7080 |
|
0.382 |
0.7063 |
|
LOW |
0.7010 |
|
0.618 |
0.6923 |
|
1.000 |
0.6870 |
|
1.618 |
0.6783 |
|
2.618 |
0.6643 |
|
4.250 |
0.6415 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7080 |
0.7106 |
| PP |
0.7063 |
0.7080 |
| S1 |
0.7045 |
0.7054 |
|