CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7076 |
-0.0057 |
-0.8% |
0.7265 |
| High |
0.7133 |
0.7116 |
-0.0017 |
-0.2% |
0.7265 |
| Low |
0.7045 |
0.6978 |
-0.0067 |
-1.0% |
0.7003 |
| Close |
0.7086 |
0.6996 |
-0.0090 |
-1.3% |
0.7128 |
| Range |
0.0088 |
0.0138 |
0.0050 |
56.8% |
0.0262 |
| ATR |
0.0090 |
0.0094 |
0.0003 |
3.8% |
0.0000 |
| Volume |
2,772 |
3,116 |
344 |
12.4% |
7,507 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7358 |
0.7072 |
|
| R3 |
0.7306 |
0.7220 |
0.7034 |
|
| R2 |
0.7168 |
0.7168 |
0.7021 |
|
| R1 |
0.7082 |
0.7082 |
0.7009 |
0.7056 |
| PP |
0.7030 |
0.7030 |
0.7030 |
0.7017 |
| S1 |
0.6944 |
0.6944 |
0.6983 |
0.6918 |
| S2 |
0.6892 |
0.6892 |
0.6971 |
|
| S3 |
0.6754 |
0.6806 |
0.6958 |
|
| S4 |
0.6616 |
0.6668 |
0.6920 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7785 |
0.7272 |
|
| R3 |
0.7656 |
0.7523 |
0.7200 |
|
| R2 |
0.7394 |
0.7394 |
0.7176 |
|
| R1 |
0.7261 |
0.7261 |
0.7152 |
0.7197 |
| PP |
0.7132 |
0.7132 |
0.7132 |
0.7100 |
| S1 |
0.6999 |
0.6999 |
0.7104 |
0.6935 |
| S2 |
0.6870 |
0.6870 |
0.7080 |
|
| S3 |
0.6608 |
0.6737 |
0.7056 |
|
| S4 |
0.6346 |
0.6475 |
0.6984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7167 |
0.6978 |
0.0189 |
2.7% |
0.0094 |
1.3% |
10% |
False |
True |
1,885 |
| 10 |
0.7328 |
0.6978 |
0.0350 |
5.0% |
0.0107 |
1.5% |
5% |
False |
True |
1,439 |
| 20 |
0.7370 |
0.6978 |
0.0392 |
5.6% |
0.0091 |
1.3% |
5% |
False |
True |
901 |
| 40 |
0.7436 |
0.6978 |
0.0458 |
6.5% |
0.0083 |
1.2% |
4% |
False |
True |
542 |
| 60 |
0.7764 |
0.6978 |
0.0786 |
11.2% |
0.0077 |
1.1% |
2% |
False |
True |
372 |
| 80 |
0.8046 |
0.6978 |
0.1068 |
15.3% |
0.0065 |
0.9% |
2% |
False |
True |
279 |
| 100 |
0.8046 |
0.6978 |
0.1068 |
15.3% |
0.0058 |
0.8% |
2% |
False |
True |
224 |
| 120 |
0.8046 |
0.6978 |
0.1068 |
15.3% |
0.0053 |
0.8% |
2% |
False |
True |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7477 |
|
1.618 |
0.7339 |
|
1.000 |
0.7254 |
|
0.618 |
0.7201 |
|
HIGH |
0.7116 |
|
0.618 |
0.7063 |
|
0.500 |
0.7047 |
|
0.382 |
0.7031 |
|
LOW |
0.6978 |
|
0.618 |
0.6893 |
|
1.000 |
0.6840 |
|
1.618 |
0.6755 |
|
2.618 |
0.6617 |
|
4.250 |
0.6392 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7047 |
0.7073 |
| PP |
0.7030 |
0.7047 |
| S1 |
0.7013 |
0.7022 |
|