CME Australian Dollar Future March 2016
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 |
0.7057 |
0.7012 |
-0.0045 |
-0.6% |
0.7157 |
High |
0.7057 |
0.7066 |
0.0009 |
0.1% |
0.7186 |
Low |
0.7031 |
0.6940 |
-0.0091 |
-1.3% |
0.6990 |
Close |
0.7057 |
0.6968 |
-0.0089 |
-1.3% |
0.7099 |
Range |
0.0026 |
0.0126 |
0.0100 |
384.6% |
0.0196 |
ATR |
0.0071 |
0.0075 |
0.0004 |
5.5% |
0.0000 |
Volume |
0 |
7 |
7 |
|
42 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7369 |
0.7295 |
0.7037 |
|
R3 |
0.7243 |
0.7169 |
0.7003 |
|
R2 |
0.7117 |
0.7117 |
0.6991 |
|
R1 |
0.7043 |
0.7043 |
0.6980 |
0.7017 |
PP |
0.6991 |
0.6991 |
0.6991 |
0.6979 |
S1 |
0.6917 |
0.6917 |
0.6956 |
0.6891 |
S2 |
0.6865 |
0.6865 |
0.6945 |
|
S3 |
0.6739 |
0.6791 |
0.6933 |
|
S4 |
0.6613 |
0.6665 |
0.6899 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7585 |
0.7207 |
|
R3 |
0.7484 |
0.7389 |
0.7153 |
|
R2 |
0.7288 |
0.7288 |
0.7135 |
|
R1 |
0.7193 |
0.7193 |
0.7117 |
0.7143 |
PP |
0.7092 |
0.7092 |
0.7092 |
0.7066 |
S1 |
0.6997 |
0.6997 |
0.7081 |
0.6947 |
S2 |
0.6896 |
0.6896 |
0.7063 |
|
S3 |
0.6700 |
0.6801 |
0.7045 |
|
S4 |
0.6504 |
0.6605 |
0.6991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7116 |
0.6940 |
0.0176 |
2.5% |
0.0043 |
0.6% |
16% |
False |
True |
2 |
10 |
0.7290 |
0.6940 |
0.0350 |
5.0% |
0.0066 |
0.9% |
8% |
False |
True |
5 |
20 |
0.7347 |
0.6940 |
0.0407 |
5.8% |
0.0057 |
0.8% |
7% |
False |
True |
3 |
40 |
0.7382 |
0.6940 |
0.0442 |
6.3% |
0.0052 |
0.7% |
6% |
False |
True |
2 |
60 |
0.7690 |
0.6940 |
0.0750 |
10.8% |
0.0037 |
0.5% |
4% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7602 |
2.618 |
0.7396 |
1.618 |
0.7270 |
1.000 |
0.7192 |
0.618 |
0.7144 |
HIGH |
0.7066 |
0.618 |
0.7018 |
0.500 |
0.7003 |
0.382 |
0.6988 |
LOW |
0.6940 |
0.618 |
0.6862 |
1.000 |
0.6814 |
1.618 |
0.6736 |
2.618 |
0.6610 |
4.250 |
0.6405 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7003 |
0.7028 |
PP |
0.6991 |
0.7008 |
S1 |
0.6980 |
0.6988 |
|