CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7019 |
0.6986 |
-0.0033 |
-0.5% |
0.7159 |
| High |
0.7068 |
0.7099 |
0.0031 |
0.4% |
0.7160 |
| Low |
0.7004 |
0.6944 |
-0.0060 |
-0.9% |
0.6905 |
| Close |
0.7018 |
0.7082 |
0.0064 |
0.9% |
0.6923 |
| Range |
0.0064 |
0.0155 |
0.0091 |
142.2% |
0.0255 |
| ATR |
0.0097 |
0.0102 |
0.0004 |
4.2% |
0.0000 |
| Volume |
127,425 |
167,364 |
39,939 |
31.3% |
440,392 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7449 |
0.7167 |
|
| R3 |
0.7352 |
0.7294 |
0.7125 |
|
| R2 |
0.7197 |
0.7197 |
0.7110 |
|
| R1 |
0.7139 |
0.7139 |
0.7096 |
0.7168 |
| PP |
0.7042 |
0.7042 |
0.7042 |
0.7056 |
| S1 |
0.6984 |
0.6984 |
0.7068 |
0.7013 |
| S2 |
0.6887 |
0.6887 |
0.7054 |
|
| S3 |
0.6732 |
0.6829 |
0.7039 |
|
| S4 |
0.6577 |
0.6674 |
0.6997 |
|
|
| 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 |
0.7099 |
0.6905 |
0.0194 |
2.7% |
0.0106 |
1.5% |
91% |
True |
False |
126,589 |
| 10 |
0.7201 |
0.6905 |
0.0296 |
4.2% |
0.0099 |
1.4% |
60% |
False |
False |
104,777 |
| 20 |
0.7398 |
0.6905 |
0.0493 |
7.0% |
0.0097 |
1.4% |
36% |
False |
False |
100,745 |
| 40 |
0.7427 |
0.6905 |
0.0522 |
7.4% |
0.0094 |
1.3% |
34% |
False |
False |
95,599 |
| 60 |
0.7814 |
0.6905 |
0.0909 |
12.8% |
0.0096 |
1.4% |
19% |
False |
False |
91,372 |
| 80 |
0.7956 |
0.6905 |
0.1051 |
14.8% |
0.0096 |
1.4% |
17% |
False |
False |
73,320 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
17.0% |
0.0096 |
1.4% |
15% |
False |
False |
58,698 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
17.0% |
0.0093 |
1.3% |
15% |
False |
False |
48,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7505 |
|
1.618 |
0.7350 |
|
1.000 |
0.7254 |
|
0.618 |
0.7195 |
|
HIGH |
0.7099 |
|
0.618 |
0.7040 |
|
0.500 |
0.7022 |
|
0.382 |
0.7003 |
|
LOW |
0.6944 |
|
0.618 |
0.6848 |
|
1.000 |
0.6789 |
|
1.618 |
0.6693 |
|
2.618 |
0.6538 |
|
4.250 |
0.6285 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7062 |
0.7056 |
| PP |
0.7042 |
0.7030 |
| S1 |
0.7022 |
0.7005 |
|