CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7008 |
0.6911 |
-0.0097 |
-1.4% |
0.7159 |
| High |
0.7018 |
0.7037 |
0.0019 |
0.3% |
0.7160 |
| Low |
0.6905 |
0.6910 |
0.0005 |
0.1% |
0.6905 |
| Close |
0.6923 |
0.7026 |
0.0103 |
1.5% |
0.6923 |
| Range |
0.0113 |
0.0127 |
0.0014 |
12.4% |
0.0255 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
| Volume |
105,099 |
155,349 |
50,250 |
47.8% |
440,392 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7372 |
0.7326 |
0.7096 |
|
| R3 |
0.7245 |
0.7199 |
0.7061 |
|
| R2 |
0.7118 |
0.7118 |
0.7049 |
|
| R1 |
0.7072 |
0.7072 |
0.7038 |
0.7095 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.7003 |
| S1 |
0.6945 |
0.6945 |
0.7014 |
0.6968 |
| S2 |
0.6864 |
0.6864 |
0.7003 |
|
| S3 |
0.6737 |
0.6818 |
0.6991 |
|
| S4 |
0.6610 |
0.6691 |
0.6956 |
|
|
| 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 |
0.7150 |
0.6905 |
0.0245 |
3.5% |
0.0104 |
1.5% |
49% |
False |
False |
106,815 |
| 10 |
0.7243 |
0.6905 |
0.0338 |
4.8% |
0.0098 |
1.4% |
36% |
False |
False |
99,856 |
| 20 |
0.7426 |
0.6905 |
0.0521 |
7.4% |
0.0103 |
1.5% |
23% |
False |
False |
101,561 |
| 40 |
0.7464 |
0.6905 |
0.0559 |
8.0% |
0.0094 |
1.3% |
22% |
False |
False |
92,366 |
| 60 |
0.7814 |
0.6905 |
0.0909 |
12.9% |
0.0094 |
1.3% |
13% |
False |
False |
88,220 |
| 80 |
0.8034 |
0.6905 |
0.1129 |
16.1% |
0.0095 |
1.4% |
11% |
False |
False |
69,643 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
17.1% |
0.0095 |
1.4% |
10% |
False |
False |
55,753 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
17.1% |
0.0093 |
1.3% |
10% |
False |
False |
46,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7577 |
|
2.618 |
0.7369 |
|
1.618 |
0.7242 |
|
1.000 |
0.7164 |
|
0.618 |
0.7115 |
|
HIGH |
0.7037 |
|
0.618 |
0.6988 |
|
0.500 |
0.6974 |
|
0.382 |
0.6959 |
|
LOW |
0.6910 |
|
0.618 |
0.6832 |
|
1.000 |
0.6783 |
|
1.618 |
0.6705 |
|
2.618 |
0.6578 |
|
4.250 |
0.6370 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7009 |
0.7012 |
| PP |
0.6991 |
0.6997 |
| S1 |
0.6974 |
0.6983 |
|