CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7109 |
0.7012 |
-0.0097 |
-1.4% |
0.7299 |
| High |
0.7150 |
0.7044 |
-0.0106 |
-1.5% |
0.7305 |
| Low |
0.7010 |
0.6977 |
-0.0033 |
-0.5% |
0.7033 |
| Close |
0.7028 |
0.7025 |
-0.0003 |
0.0% |
0.7161 |
| Range |
0.0140 |
0.0067 |
-0.0073 |
-52.1% |
0.0272 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
103,109 |
92,808 |
-10,301 |
-10.0% |
574,450 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7216 |
0.7188 |
0.7062 |
|
| R3 |
0.7149 |
0.7121 |
0.7043 |
|
| R2 |
0.7082 |
0.7082 |
0.7037 |
|
| R1 |
0.7054 |
0.7054 |
0.7031 |
0.7068 |
| PP |
0.7015 |
0.7015 |
0.7015 |
0.7023 |
| S1 |
0.6987 |
0.6987 |
0.7019 |
0.7001 |
| S2 |
0.6948 |
0.6948 |
0.7013 |
|
| S3 |
0.6881 |
0.6920 |
0.7007 |
|
| S4 |
0.6814 |
0.6853 |
0.6988 |
|
|
| 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 |
0.6977 |
0.0224 |
3.2% |
0.0092 |
1.3% |
21% |
False |
True |
82,964 |
| 10 |
0.7365 |
0.6977 |
0.0388 |
5.5% |
0.0111 |
1.6% |
12% |
False |
True |
101,211 |
| 20 |
0.7426 |
0.6977 |
0.0449 |
6.4% |
0.0099 |
1.4% |
11% |
False |
True |
97,306 |
| 40 |
0.7472 |
0.6977 |
0.0495 |
7.0% |
0.0094 |
1.3% |
10% |
False |
True |
90,434 |
| 60 |
0.7814 |
0.6977 |
0.0837 |
11.9% |
0.0095 |
1.3% |
6% |
False |
True |
85,586 |
| 80 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0096 |
1.4% |
4% |
False |
True |
65,424 |
| 100 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0095 |
1.4% |
4% |
False |
True |
52,374 |
| 120 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0095 |
1.3% |
4% |
False |
True |
43,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7329 |
|
2.618 |
0.7219 |
|
1.618 |
0.7152 |
|
1.000 |
0.7111 |
|
0.618 |
0.7085 |
|
HIGH |
0.7044 |
|
0.618 |
0.7018 |
|
0.500 |
0.7011 |
|
0.382 |
0.7003 |
|
LOW |
0.6977 |
|
0.618 |
0.6936 |
|
1.000 |
0.6910 |
|
1.618 |
0.6869 |
|
2.618 |
0.6802 |
|
4.250 |
0.6692 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7020 |
0.7069 |
| PP |
0.7015 |
0.7054 |
| S1 |
0.7011 |
0.7040 |
|