CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6986 |
0.7074 |
0.0088 |
1.3% |
0.6911 |
| High |
0.7099 |
0.7094 |
-0.0005 |
-0.1% |
0.7099 |
| Low |
0.6944 |
0.7035 |
0.0091 |
1.3% |
0.6910 |
| Close |
0.7082 |
0.7083 |
0.0001 |
0.0% |
0.7083 |
| Range |
0.0155 |
0.0059 |
-0.0096 |
-61.9% |
0.0189 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
167,364 |
30,861 |
-136,503 |
-81.6% |
480,999 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7248 |
0.7224 |
0.7115 |
|
| R3 |
0.7189 |
0.7165 |
0.7099 |
|
| R2 |
0.7130 |
0.7130 |
0.7094 |
|
| R1 |
0.7106 |
0.7106 |
0.7088 |
0.7118 |
| PP |
0.7071 |
0.7071 |
0.7071 |
0.7077 |
| S1 |
0.7047 |
0.7047 |
0.7078 |
0.7059 |
| S2 |
0.7012 |
0.7012 |
0.7072 |
|
| S3 |
0.6953 |
0.6988 |
0.7067 |
|
| S4 |
0.6894 |
0.6929 |
0.7051 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7529 |
0.7187 |
|
| R3 |
0.7409 |
0.7340 |
0.7135 |
|
| R2 |
0.7220 |
0.7220 |
0.7118 |
|
| R1 |
0.7151 |
0.7151 |
0.7100 |
0.7186 |
| PP |
0.7031 |
0.7031 |
0.7031 |
0.7048 |
| S1 |
0.6962 |
0.6962 |
0.7066 |
0.6997 |
| S2 |
0.6842 |
0.6842 |
0.7048 |
|
| S3 |
0.6653 |
0.6773 |
0.7031 |
|
| S4 |
0.6464 |
0.6584 |
0.6979 |
|
|
| 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% |
0.0104 |
1.5% |
92% |
False |
False |
117,219 |
| 10 |
0.7201 |
0.6905 |
0.0296 |
4.2% |
0.0097 |
1.4% |
60% |
False |
False |
98,849 |
| 20 |
0.7386 |
0.6905 |
0.0481 |
6.8% |
0.0096 |
1.4% |
37% |
False |
False |
97,914 |
| 40 |
0.7427 |
0.6905 |
0.0522 |
7.4% |
0.0094 |
1.3% |
34% |
False |
False |
94,647 |
| 60 |
0.7814 |
0.6905 |
0.0909 |
12.8% |
0.0095 |
1.3% |
20% |
False |
False |
90,202 |
| 80 |
0.7880 |
0.6905 |
0.0975 |
13.8% |
0.0095 |
1.3% |
18% |
False |
False |
73,691 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
17.0% |
0.0096 |
1.4% |
15% |
False |
False |
59,006 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
17.0% |
0.0093 |
1.3% |
15% |
False |
False |
49,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7345 |
|
2.618 |
0.7248 |
|
1.618 |
0.7189 |
|
1.000 |
0.7153 |
|
0.618 |
0.7130 |
|
HIGH |
0.7094 |
|
0.618 |
0.7071 |
|
0.500 |
0.7065 |
|
0.382 |
0.7058 |
|
LOW |
0.7035 |
|
0.618 |
0.6999 |
|
1.000 |
0.6976 |
|
1.618 |
0.6940 |
|
2.618 |
0.6881 |
|
4.250 |
0.6784 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7077 |
0.7063 |
| PP |
0.7071 |
0.7042 |
| S1 |
0.7065 |
0.7022 |
|