CME Australian Dollar Future March 2016
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 |
0.6900 |
0.6909 |
0.0009 |
0.1% |
0.7057 |
High |
0.6900 |
0.6981 |
0.0081 |
1.2% |
0.7066 |
Low |
0.6850 |
0.6909 |
0.0059 |
0.9% |
0.6850 |
Close |
0.6863 |
0.6964 |
0.0101 |
1.5% |
0.6863 |
Range |
0.0050 |
0.0072 |
0.0022 |
44.0% |
0.0216 |
ATR |
0.0073 |
0.0076 |
0.0003 |
4.5% |
0.0000 |
Volume |
10 |
7 |
-3 |
-30.0% |
34 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7167 |
0.7138 |
0.7004 |
|
R3 |
0.7095 |
0.7066 |
0.6984 |
|
R2 |
0.7023 |
0.7023 |
0.6977 |
|
R1 |
0.6994 |
0.6994 |
0.6971 |
0.7009 |
PP |
0.6951 |
0.6951 |
0.6951 |
0.6959 |
S1 |
0.6922 |
0.6922 |
0.6957 |
0.6937 |
S2 |
0.6879 |
0.6879 |
0.6951 |
|
S3 |
0.6807 |
0.6850 |
0.6944 |
|
S4 |
0.6735 |
0.6778 |
0.6924 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7574 |
0.7435 |
0.6982 |
|
R3 |
0.7358 |
0.7219 |
0.6922 |
|
R2 |
0.7142 |
0.7142 |
0.6903 |
|
R1 |
0.7003 |
0.7003 |
0.6883 |
0.6965 |
PP |
0.6926 |
0.6926 |
0.6926 |
0.6907 |
S1 |
0.6787 |
0.6787 |
0.6843 |
0.6749 |
S2 |
0.6710 |
0.6710 |
0.6823 |
|
S3 |
0.6494 |
0.6571 |
0.6804 |
|
S4 |
0.6278 |
0.6355 |
0.6744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7066 |
0.6850 |
0.0216 |
3.1% |
0.0066 |
0.9% |
53% |
False |
False |
8 |
10 |
0.7160 |
0.6850 |
0.0310 |
4.5% |
0.0051 |
0.7% |
37% |
False |
False |
4 |
20 |
0.7347 |
0.6850 |
0.0497 |
7.1% |
0.0061 |
0.9% |
23% |
False |
False |
4 |
40 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0055 |
0.8% |
21% |
False |
False |
2 |
60 |
0.7690 |
0.6850 |
0.0840 |
12.1% |
0.0041 |
0.6% |
14% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7287 |
2.618 |
0.7169 |
1.618 |
0.7097 |
1.000 |
0.7053 |
0.618 |
0.7025 |
HIGH |
0.6981 |
0.618 |
0.6953 |
0.500 |
0.6945 |
0.382 |
0.6937 |
LOW |
0.6909 |
0.618 |
0.6865 |
1.000 |
0.6837 |
1.618 |
0.6793 |
2.618 |
0.6721 |
4.250 |
0.6603 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.6958 |
0.6948 |
PP |
0.6951 |
0.6932 |
S1 |
0.6945 |
0.6917 |
|