CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7076 |
0.6985 |
-0.0091 |
-1.3% |
0.7265 |
| High |
0.7116 |
0.7011 |
-0.0105 |
-1.5% |
0.7265 |
| Low |
0.6978 |
0.6946 |
-0.0032 |
-0.5% |
0.7003 |
| Close |
0.6996 |
0.6993 |
-0.0003 |
0.0% |
0.7128 |
| Range |
0.0138 |
0.0065 |
-0.0073 |
-52.9% |
0.0262 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
3,116 |
2,203 |
-913 |
-29.3% |
7,507 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7178 |
0.7151 |
0.7029 |
|
| R3 |
0.7113 |
0.7086 |
0.7011 |
|
| R2 |
0.7048 |
0.7048 |
0.7005 |
|
| R1 |
0.7021 |
0.7021 |
0.6999 |
0.7035 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6990 |
| S1 |
0.6956 |
0.6956 |
0.6987 |
0.6970 |
| S2 |
0.6918 |
0.6918 |
0.6981 |
|
| S3 |
0.6853 |
0.6891 |
0.6975 |
|
| S4 |
0.6788 |
0.6826 |
0.6957 |
|
|
| 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 |
0.6946 |
0.0221 |
3.2% |
0.0091 |
1.3% |
21% |
False |
True |
2,122 |
| 10 |
0.7327 |
0.6946 |
0.0381 |
5.4% |
0.0108 |
1.5% |
12% |
False |
True |
1,618 |
| 20 |
0.7370 |
0.6946 |
0.0424 |
6.1% |
0.0092 |
1.3% |
11% |
False |
True |
986 |
| 40 |
0.7436 |
0.6946 |
0.0490 |
7.0% |
0.0083 |
1.2% |
10% |
False |
True |
595 |
| 60 |
0.7764 |
0.6946 |
0.0818 |
11.7% |
0.0077 |
1.1% |
6% |
False |
True |
408 |
| 80 |
0.8046 |
0.6946 |
0.1100 |
15.7% |
0.0065 |
0.9% |
4% |
False |
True |
307 |
| 100 |
0.8046 |
0.6946 |
0.1100 |
15.7% |
0.0058 |
0.8% |
4% |
False |
True |
246 |
| 120 |
0.8046 |
0.6946 |
0.1100 |
15.7% |
0.0054 |
0.8% |
4% |
False |
True |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7287 |
|
2.618 |
0.7181 |
|
1.618 |
0.7116 |
|
1.000 |
0.7076 |
|
0.618 |
0.7051 |
|
HIGH |
0.7011 |
|
0.618 |
0.6986 |
|
0.500 |
0.6979 |
|
0.382 |
0.6971 |
|
LOW |
0.6946 |
|
0.618 |
0.6906 |
|
1.000 |
0.6881 |
|
1.618 |
0.6841 |
|
2.618 |
0.6776 |
|
4.250 |
0.6670 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6988 |
0.7040 |
| PP |
0.6983 |
0.7024 |
| S1 |
0.6979 |
0.7009 |
|