CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6985 |
0.7012 |
0.0027 |
0.4% |
0.7265 |
| High |
0.7011 |
0.7028 |
0.0017 |
0.2% |
0.7265 |
| Low |
0.6946 |
0.6958 |
0.0012 |
0.2% |
0.7003 |
| Close |
0.6993 |
0.6977 |
-0.0016 |
-0.2% |
0.7128 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0262 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
2,203 |
4,994 |
2,791 |
126.7% |
7,507 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7198 |
0.7157 |
0.7016 |
|
| R3 |
0.7128 |
0.7087 |
0.6996 |
|
| R2 |
0.7058 |
0.7058 |
0.6990 |
|
| R1 |
0.7017 |
0.7017 |
0.6983 |
0.7003 |
| PP |
0.6988 |
0.6988 |
0.6988 |
0.6980 |
| S1 |
0.6947 |
0.6947 |
0.6971 |
0.6933 |
| S2 |
0.6918 |
0.6918 |
0.6964 |
|
| S3 |
0.6848 |
0.6877 |
0.6958 |
|
| S4 |
0.6778 |
0.6807 |
0.6939 |
|
|
| 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% |
0.0089 |
1.3% |
14% |
False |
False |
2,851 |
| 10 |
0.7315 |
0.6946 |
0.0369 |
5.3% |
0.0106 |
1.5% |
8% |
False |
False |
2,084 |
| 20 |
0.7370 |
0.6946 |
0.0424 |
6.1% |
0.0093 |
1.3% |
7% |
False |
False |
1,226 |
| 40 |
0.7436 |
0.6946 |
0.0490 |
7.0% |
0.0082 |
1.2% |
6% |
False |
False |
720 |
| 60 |
0.7764 |
0.6946 |
0.0818 |
11.7% |
0.0076 |
1.1% |
4% |
False |
False |
491 |
| 80 |
0.8046 |
0.6946 |
0.1100 |
15.8% |
0.0065 |
0.9% |
3% |
False |
False |
369 |
| 100 |
0.8046 |
0.6946 |
0.1100 |
15.8% |
0.0059 |
0.8% |
3% |
False |
False |
296 |
| 120 |
0.8046 |
0.6946 |
0.1100 |
15.8% |
0.0054 |
0.8% |
3% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7326 |
|
2.618 |
0.7211 |
|
1.618 |
0.7141 |
|
1.000 |
0.7098 |
|
0.618 |
0.7071 |
|
HIGH |
0.7028 |
|
0.618 |
0.7001 |
|
0.500 |
0.6993 |
|
0.382 |
0.6985 |
|
LOW |
0.6958 |
|
0.618 |
0.6915 |
|
1.000 |
0.6888 |
|
1.618 |
0.6845 |
|
2.618 |
0.6775 |
|
4.250 |
0.6661 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6993 |
0.7031 |
| PP |
0.6988 |
0.7013 |
| S1 |
0.6982 |
0.6995 |
|