CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6909 |
0.7000 |
0.0091 |
1.3% |
0.7057 |
| High |
0.6981 |
0.7000 |
0.0019 |
0.3% |
0.7066 |
| Low |
0.6909 |
0.6956 |
0.0047 |
0.7% |
0.6850 |
| Close |
0.6964 |
0.6956 |
-0.0008 |
-0.1% |
0.6863 |
| Range |
0.0072 |
0.0044 |
-0.0028 |
-38.9% |
0.0216 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
7 |
17 |
10 |
142.9% |
34 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7073 |
0.6980 |
|
| R3 |
0.7059 |
0.7029 |
0.6968 |
|
| R2 |
0.7015 |
0.7015 |
0.6964 |
|
| R1 |
0.6985 |
0.6985 |
0.6960 |
0.6978 |
| PP |
0.6971 |
0.6971 |
0.6971 |
0.6967 |
| S1 |
0.6941 |
0.6941 |
0.6952 |
0.6934 |
| S2 |
0.6927 |
0.6927 |
0.6948 |
|
| S3 |
0.6883 |
0.6897 |
0.6944 |
|
| S4 |
0.6839 |
0.6853 |
0.6932 |
|
|
| 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 |
0.7000 |
0.6850 |
0.0150 |
2.2% |
0.0049 |
0.7% |
71% |
True |
False |
10 |
| 10 |
0.7116 |
0.6850 |
0.0266 |
3.8% |
0.0046 |
0.7% |
40% |
False |
False |
6 |
| 20 |
0.7320 |
0.6850 |
0.0470 |
6.8% |
0.0057 |
0.8% |
23% |
False |
False |
5 |
| 40 |
0.7382 |
0.6850 |
0.0532 |
7.6% |
0.0055 |
0.8% |
20% |
False |
False |
3 |
| 60 |
0.7690 |
0.6850 |
0.0840 |
12.1% |
0.0041 |
0.6% |
13% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7187 |
|
2.618 |
0.7115 |
|
1.618 |
0.7071 |
|
1.000 |
0.7044 |
|
0.618 |
0.7027 |
|
HIGH |
0.7000 |
|
0.618 |
0.6983 |
|
0.500 |
0.6978 |
|
0.382 |
0.6973 |
|
LOW |
0.6956 |
|
0.618 |
0.6929 |
|
1.000 |
0.6912 |
|
1.618 |
0.6885 |
|
2.618 |
0.6841 |
|
4.250 |
0.6769 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6978 |
0.6946 |
| PP |
0.6971 |
0.6935 |
| S1 |
0.6963 |
0.6925 |
|