CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6911 |
0.7019 |
0.0108 |
1.6% |
0.7159 |
| High |
0.7037 |
0.7068 |
0.0031 |
0.4% |
0.7160 |
| Low |
0.6910 |
0.7004 |
0.0094 |
1.4% |
0.6905 |
| Close |
0.7026 |
0.7018 |
-0.0008 |
-0.1% |
0.6923 |
| Range |
0.0127 |
0.0064 |
-0.0063 |
-49.6% |
0.0255 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
155,349 |
127,425 |
-27,924 |
-18.0% |
440,392 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7222 |
0.7184 |
0.7053 |
|
| R3 |
0.7158 |
0.7120 |
0.7036 |
|
| R2 |
0.7094 |
0.7094 |
0.7030 |
|
| R1 |
0.7056 |
0.7056 |
0.7024 |
0.7043 |
| PP |
0.7030 |
0.7030 |
0.7030 |
0.7024 |
| S1 |
0.6992 |
0.6992 |
0.7012 |
0.6979 |
| S2 |
0.6966 |
0.6966 |
0.7006 |
|
| S3 |
0.6902 |
0.6928 |
0.7000 |
|
| S4 |
0.6838 |
0.6864 |
0.6983 |
|
|
| 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 |
0.7068 |
0.6905 |
0.0163 |
2.3% |
0.0088 |
1.3% |
69% |
True |
False |
111,678 |
| 10 |
0.7201 |
0.6905 |
0.0296 |
4.2% |
0.0092 |
1.3% |
38% |
False |
False |
99,532 |
| 20 |
0.7398 |
0.6905 |
0.0493 |
7.0% |
0.0098 |
1.4% |
23% |
False |
False |
100,907 |
| 40 |
0.7464 |
0.6905 |
0.0559 |
8.0% |
0.0094 |
1.3% |
20% |
False |
False |
93,855 |
| 60 |
0.7814 |
0.6905 |
0.0909 |
13.0% |
0.0094 |
1.3% |
12% |
False |
False |
89,490 |
| 80 |
0.7995 |
0.6905 |
0.1090 |
15.5% |
0.0095 |
1.3% |
10% |
False |
False |
71,230 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
17.2% |
0.0095 |
1.4% |
9% |
False |
False |
57,026 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
17.2% |
0.0093 |
1.3% |
9% |
False |
False |
47,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7236 |
|
1.618 |
0.7172 |
|
1.000 |
0.7132 |
|
0.618 |
0.7108 |
|
HIGH |
0.7068 |
|
0.618 |
0.7044 |
|
0.500 |
0.7036 |
|
0.382 |
0.7028 |
|
LOW |
0.7004 |
|
0.618 |
0.6964 |
|
1.000 |
0.6940 |
|
1.618 |
0.6900 |
|
2.618 |
0.6836 |
|
4.250 |
0.6732 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7036 |
0.7008 |
| PP |
0.7030 |
0.6997 |
| S1 |
0.7024 |
0.6987 |
|