CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7036 |
0.7008 |
-0.0028 |
-0.4% |
0.7159 |
| High |
0.7061 |
0.7018 |
-0.0043 |
-0.6% |
0.7160 |
| Low |
0.6990 |
0.6905 |
-0.0085 |
-1.2% |
0.6905 |
| Close |
0.7010 |
0.6923 |
-0.0087 |
-1.2% |
0.6923 |
| Range |
0.0071 |
0.0113 |
0.0042 |
59.2% |
0.0255 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.2% |
0.0000 |
| Volume |
77,712 |
105,099 |
27,387 |
35.2% |
440,392 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7288 |
0.7218 |
0.6985 |
|
| R3 |
0.7175 |
0.7105 |
0.6954 |
|
| R2 |
0.7062 |
0.7062 |
0.6944 |
|
| R1 |
0.6992 |
0.6992 |
0.6933 |
0.6971 |
| PP |
0.6949 |
0.6949 |
0.6949 |
0.6938 |
| S1 |
0.6879 |
0.6879 |
0.6913 |
0.6858 |
| S2 |
0.6836 |
0.6836 |
0.6902 |
|
| S3 |
0.6723 |
0.6766 |
0.6892 |
|
| S4 |
0.6610 |
0.6653 |
0.6861 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7597 |
0.7063 |
|
| R3 |
0.7506 |
0.7342 |
0.6993 |
|
| R2 |
0.7251 |
0.7251 |
0.6970 |
|
| R1 |
0.7087 |
0.7087 |
0.6946 |
0.7042 |
| PP |
0.6996 |
0.6996 |
0.6996 |
0.6973 |
| S1 |
0.6832 |
0.6832 |
0.6900 |
0.6787 |
| S2 |
0.6741 |
0.6741 |
0.6876 |
|
| S3 |
0.6486 |
0.6577 |
0.6853 |
|
| S4 |
0.6231 |
0.6322 |
0.6783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7160 |
0.6905 |
0.0255 |
3.7% |
0.0095 |
1.4% |
7% |
False |
True |
88,078 |
| 10 |
0.7305 |
0.6905 |
0.0400 |
5.8% |
0.0113 |
1.6% |
5% |
False |
True |
101,484 |
| 20 |
0.7426 |
0.6905 |
0.0521 |
7.5% |
0.0100 |
1.4% |
3% |
False |
True |
97,642 |
| 40 |
0.7464 |
0.6905 |
0.0559 |
8.1% |
0.0093 |
1.3% |
3% |
False |
True |
90,496 |
| 60 |
0.7814 |
0.6905 |
0.0909 |
13.1% |
0.0094 |
1.4% |
2% |
False |
True |
86,768 |
| 80 |
0.8109 |
0.6905 |
0.1204 |
17.4% |
0.0095 |
1.4% |
1% |
False |
True |
67,706 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
17.4% |
0.0095 |
1.4% |
1% |
False |
True |
54,200 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
17.4% |
0.0094 |
1.4% |
1% |
False |
True |
45,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7314 |
|
1.618 |
0.7201 |
|
1.000 |
0.7131 |
|
0.618 |
0.7088 |
|
HIGH |
0.7018 |
|
0.618 |
0.6975 |
|
0.500 |
0.6962 |
|
0.382 |
0.6948 |
|
LOW |
0.6905 |
|
0.618 |
0.6835 |
|
1.000 |
0.6792 |
|
1.618 |
0.6722 |
|
2.618 |
0.6609 |
|
4.250 |
0.6425 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6962 |
0.6983 |
| PP |
0.6949 |
0.6963 |
| S1 |
0.6936 |
0.6943 |
|