CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7074 |
0.7091 |
0.0017 |
0.2% |
0.6911 |
| High |
0.7094 |
0.7135 |
0.0041 |
0.6% |
0.7099 |
| Low |
0.7035 |
0.7065 |
0.0030 |
0.4% |
0.6910 |
| Close |
0.7083 |
0.7127 |
0.0044 |
0.6% |
0.7083 |
| Range |
0.0059 |
0.0070 |
0.0011 |
18.6% |
0.0189 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
30,861 |
2,165 |
-28,696 |
-93.0% |
480,999 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7319 |
0.7293 |
0.7166 |
|
| R3 |
0.7249 |
0.7223 |
0.7146 |
|
| R2 |
0.7179 |
0.7179 |
0.7140 |
|
| R1 |
0.7153 |
0.7153 |
0.7133 |
0.7166 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7116 |
| S1 |
0.7083 |
0.7083 |
0.7121 |
0.7096 |
| S2 |
0.7039 |
0.7039 |
0.7114 |
|
| S3 |
0.6969 |
0.7013 |
0.7108 |
|
| S4 |
0.6899 |
0.6943 |
0.7089 |
|
|
| 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 |
0.7135 |
0.6910 |
0.0225 |
3.2% |
0.0095 |
1.3% |
96% |
True |
False |
96,632 |
| 10 |
0.7160 |
0.6905 |
0.0255 |
3.6% |
0.0095 |
1.3% |
87% |
False |
False |
92,355 |
| 20 |
0.7379 |
0.6905 |
0.0474 |
6.7% |
0.0097 |
1.4% |
47% |
False |
False |
94,662 |
| 40 |
0.7427 |
0.6905 |
0.0522 |
7.3% |
0.0094 |
1.3% |
43% |
False |
False |
93,529 |
| 60 |
0.7779 |
0.6905 |
0.0874 |
12.3% |
0.0094 |
1.3% |
25% |
False |
False |
88,777 |
| 80 |
0.7880 |
0.6905 |
0.0975 |
13.7% |
0.0095 |
1.3% |
23% |
False |
False |
73,713 |
| 100 |
0.8109 |
0.6905 |
0.1204 |
16.9% |
0.0096 |
1.3% |
18% |
False |
False |
59,027 |
| 120 |
0.8109 |
0.6905 |
0.1204 |
16.9% |
0.0093 |
1.3% |
18% |
False |
False |
49,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7318 |
|
1.618 |
0.7248 |
|
1.000 |
0.7205 |
|
0.618 |
0.7178 |
|
HIGH |
0.7135 |
|
0.618 |
0.7108 |
|
0.500 |
0.7100 |
|
0.382 |
0.7092 |
|
LOW |
0.7065 |
|
0.618 |
0.7022 |
|
1.000 |
0.6995 |
|
1.618 |
0.6952 |
|
2.618 |
0.6882 |
|
4.250 |
0.6768 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7118 |
0.7098 |
| PP |
0.7109 |
0.7069 |
| S1 |
0.7100 |
0.7040 |
|