CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.7036 |
0.0024 |
0.3% |
0.7299 |
| High |
0.7044 |
0.7061 |
0.0017 |
0.2% |
0.7305 |
| Low |
0.6977 |
0.6990 |
0.0013 |
0.2% |
0.7033 |
| Close |
0.7025 |
0.7010 |
-0.0015 |
-0.2% |
0.7161 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0272 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
92,808 |
77,712 |
-15,096 |
-16.3% |
574,450 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7233 |
0.7193 |
0.7049 |
|
| R3 |
0.7162 |
0.7122 |
0.7030 |
|
| R2 |
0.7091 |
0.7091 |
0.7023 |
|
| R1 |
0.7051 |
0.7051 |
0.7017 |
0.7036 |
| PP |
0.7020 |
0.7020 |
0.7020 |
0.7013 |
| S1 |
0.6980 |
0.6980 |
0.7003 |
0.6965 |
| S2 |
0.6949 |
0.6949 |
0.6997 |
|
| S3 |
0.6878 |
0.6909 |
0.6990 |
|
| S4 |
0.6807 |
0.6838 |
0.6971 |
|
|
| 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% |
0.0090 |
1.3% |
15% |
False |
False |
80,480 |
| 10 |
0.7351 |
0.6977 |
0.0374 |
5.3% |
0.0109 |
1.6% |
9% |
False |
False |
100,453 |
| 20 |
0.7426 |
0.6977 |
0.0449 |
6.4% |
0.0099 |
1.4% |
7% |
False |
False |
98,146 |
| 40 |
0.7472 |
0.6977 |
0.0495 |
7.1% |
0.0093 |
1.3% |
7% |
False |
False |
90,083 |
| 60 |
0.7814 |
0.6977 |
0.0837 |
11.9% |
0.0093 |
1.3% |
4% |
False |
False |
85,691 |
| 80 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0095 |
1.4% |
3% |
False |
False |
66,395 |
| 100 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0095 |
1.4% |
3% |
False |
False |
53,150 |
| 120 |
0.8109 |
0.6977 |
0.1132 |
16.1% |
0.0095 |
1.4% |
3% |
False |
False |
44,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7363 |
|
2.618 |
0.7247 |
|
1.618 |
0.7176 |
|
1.000 |
0.7132 |
|
0.618 |
0.7105 |
|
HIGH |
0.7061 |
|
0.618 |
0.7034 |
|
0.500 |
0.7026 |
|
0.382 |
0.7017 |
|
LOW |
0.6990 |
|
0.618 |
0.6946 |
|
1.000 |
0.6919 |
|
1.618 |
0.6875 |
|
2.618 |
0.6804 |
|
4.250 |
0.6688 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7026 |
0.7064 |
| PP |
0.7020 |
0.7046 |
| S1 |
0.7015 |
0.7028 |
|