CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.6981 |
-0.0031 |
-0.4% |
0.7133 |
| High |
0.7028 |
0.6985 |
-0.0043 |
-0.6% |
0.7133 |
| Low |
0.6958 |
0.6874 |
-0.0084 |
-1.2% |
0.6874 |
| Close |
0.6977 |
0.6890 |
-0.0087 |
-1.2% |
0.6890 |
| Range |
0.0070 |
0.0111 |
0.0041 |
58.6% |
0.0259 |
| ATR |
0.0090 |
0.0092 |
0.0001 |
1.7% |
0.0000 |
| Volume |
4,994 |
13,892 |
8,898 |
178.2% |
26,977 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7249 |
0.7181 |
0.6951 |
|
| R3 |
0.7138 |
0.7070 |
0.6921 |
|
| R2 |
0.7027 |
0.7027 |
0.6910 |
|
| R1 |
0.6959 |
0.6959 |
0.6900 |
0.6938 |
| PP |
0.6916 |
0.6916 |
0.6916 |
0.6906 |
| S1 |
0.6848 |
0.6848 |
0.6880 |
0.6827 |
| S2 |
0.6805 |
0.6805 |
0.6870 |
|
| S3 |
0.6694 |
0.6737 |
0.6859 |
|
| S4 |
0.6583 |
0.6626 |
0.6829 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7575 |
0.7032 |
|
| R3 |
0.7484 |
0.7316 |
0.6961 |
|
| R2 |
0.7225 |
0.7225 |
0.6937 |
|
| R1 |
0.7057 |
0.7057 |
0.6914 |
0.7012 |
| PP |
0.6966 |
0.6966 |
0.6966 |
0.6943 |
| S1 |
0.6798 |
0.6798 |
0.6866 |
0.6753 |
| S2 |
0.6707 |
0.6707 |
0.6843 |
|
| S3 |
0.6448 |
0.6539 |
0.6819 |
|
| S4 |
0.6189 |
0.6280 |
0.6748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7133 |
0.6874 |
0.0259 |
3.8% |
0.0094 |
1.4% |
6% |
False |
True |
5,395 |
| 10 |
0.7265 |
0.6874 |
0.0391 |
5.7% |
0.0110 |
1.6% |
4% |
False |
True |
3,448 |
| 20 |
0.7370 |
0.6874 |
0.0496 |
7.2% |
0.0095 |
1.4% |
3% |
False |
True |
1,910 |
| 40 |
0.7422 |
0.6874 |
0.0548 |
8.0% |
0.0083 |
1.2% |
3% |
False |
True |
1,064 |
| 60 |
0.7764 |
0.6874 |
0.0890 |
12.9% |
0.0077 |
1.1% |
2% |
False |
True |
722 |
| 80 |
0.8046 |
0.6874 |
0.1172 |
17.0% |
0.0067 |
1.0% |
1% |
False |
True |
543 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
17.0% |
0.0059 |
0.9% |
1% |
False |
True |
435 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
17.0% |
0.0054 |
0.8% |
1% |
False |
True |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7457 |
|
2.618 |
0.7276 |
|
1.618 |
0.7165 |
|
1.000 |
0.7096 |
|
0.618 |
0.7054 |
|
HIGH |
0.6985 |
|
0.618 |
0.6943 |
|
0.500 |
0.6930 |
|
0.382 |
0.6916 |
|
LOW |
0.6874 |
|
0.618 |
0.6805 |
|
1.000 |
0.6763 |
|
1.618 |
0.6694 |
|
2.618 |
0.6583 |
|
4.250 |
0.6402 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6930 |
0.6951 |
| PP |
0.6916 |
0.6931 |
| S1 |
0.6903 |
0.6910 |
|