CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6981 |
0.6882 |
-0.0099 |
-1.4% |
0.7133 |
| High |
0.6985 |
0.7004 |
0.0019 |
0.3% |
0.7133 |
| Low |
0.6874 |
0.6877 |
0.0003 |
0.0% |
0.6874 |
| Close |
0.6890 |
0.6993 |
0.0103 |
1.5% |
0.6890 |
| Range |
0.0111 |
0.0127 |
0.0016 |
14.4% |
0.0259 |
| ATR |
0.0092 |
0.0094 |
0.0003 |
2.8% |
0.0000 |
| Volume |
13,892 |
44,509 |
30,617 |
220.4% |
26,977 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7339 |
0.7293 |
0.7063 |
|
| R3 |
0.7212 |
0.7166 |
0.7028 |
|
| R2 |
0.7085 |
0.7085 |
0.7016 |
|
| R1 |
0.7039 |
0.7039 |
0.7005 |
0.7062 |
| PP |
0.6958 |
0.6958 |
0.6958 |
0.6970 |
| S1 |
0.6912 |
0.6912 |
0.6981 |
0.6935 |
| S2 |
0.6831 |
0.6831 |
0.6970 |
|
| S3 |
0.6704 |
0.6785 |
0.6958 |
|
| S4 |
0.6577 |
0.6658 |
0.6923 |
|
|
| 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 |
0.7116 |
0.6874 |
0.0242 |
3.5% |
0.0102 |
1.5% |
49% |
False |
False |
13,742 |
| 10 |
0.7209 |
0.6874 |
0.0335 |
4.8% |
0.0097 |
1.4% |
36% |
False |
False |
7,830 |
| 20 |
0.7370 |
0.6874 |
0.0496 |
7.1% |
0.0098 |
1.4% |
24% |
False |
False |
4,126 |
| 40 |
0.7422 |
0.6874 |
0.0548 |
7.8% |
0.0085 |
1.2% |
22% |
False |
False |
2,169 |
| 60 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0078 |
1.1% |
13% |
False |
False |
1,464 |
| 80 |
0.7959 |
0.6874 |
0.1085 |
15.5% |
0.0067 |
1.0% |
11% |
False |
False |
1,099 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0060 |
0.9% |
10% |
False |
False |
880 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0055 |
0.8% |
10% |
False |
False |
734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7336 |
|
1.618 |
0.7209 |
|
1.000 |
0.7131 |
|
0.618 |
0.7082 |
|
HIGH |
0.7004 |
|
0.618 |
0.6955 |
|
0.500 |
0.6941 |
|
0.382 |
0.6926 |
|
LOW |
0.6877 |
|
0.618 |
0.6799 |
|
1.000 |
0.6750 |
|
1.618 |
0.6672 |
|
2.618 |
0.6545 |
|
4.250 |
0.6337 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6976 |
0.6979 |
| PP |
0.6958 |
0.6965 |
| S1 |
0.6941 |
0.6951 |
|