CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6909 |
0.6985 |
0.0076 |
1.1% |
0.6909 |
| High |
0.7030 |
0.7023 |
-0.0007 |
-0.1% |
0.7030 |
| Low |
0.6901 |
0.6985 |
0.0084 |
1.2% |
0.6901 |
| Close |
0.7020 |
0.7019 |
-0.0001 |
0.0% |
0.7019 |
| Range |
0.0129 |
0.0038 |
-0.0091 |
-70.5% |
0.0129 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
26 |
8 |
-18 |
-69.2% |
58 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7123 |
0.7109 |
0.7040 |
|
| R3 |
0.7085 |
0.7071 |
0.7029 |
|
| R2 |
0.7047 |
0.7047 |
0.7026 |
|
| R1 |
0.7033 |
0.7033 |
0.7022 |
0.7040 |
| PP |
0.7009 |
0.7009 |
0.7009 |
0.7013 |
| S1 |
0.6995 |
0.6995 |
0.7016 |
0.7002 |
| S2 |
0.6971 |
0.6971 |
0.7012 |
|
| S3 |
0.6933 |
0.6957 |
0.7009 |
|
| S4 |
0.6895 |
0.6919 |
0.6998 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7324 |
0.7090 |
|
| R3 |
0.7241 |
0.7195 |
0.7054 |
|
| R2 |
0.7112 |
0.7112 |
0.7043 |
|
| R1 |
0.7066 |
0.7066 |
0.7031 |
0.7089 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6995 |
| S1 |
0.6937 |
0.6937 |
0.7007 |
0.6960 |
| S2 |
0.6854 |
0.6854 |
0.6995 |
|
| S3 |
0.6725 |
0.6808 |
0.6984 |
|
| S4 |
0.6596 |
0.6679 |
0.6948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7030 |
0.6850 |
0.0180 |
2.6% |
0.0067 |
0.9% |
94% |
False |
False |
13 |
| 10 |
0.7116 |
0.6850 |
0.0266 |
3.8% |
0.0062 |
0.9% |
64% |
False |
False |
9 |
| 20 |
0.7305 |
0.6850 |
0.0455 |
6.5% |
0.0055 |
0.8% |
37% |
False |
False |
7 |
| 40 |
0.7354 |
0.6850 |
0.0504 |
7.2% |
0.0055 |
0.8% |
34% |
False |
False |
4 |
| 60 |
0.7690 |
0.6850 |
0.0840 |
12.0% |
0.0044 |
0.6% |
20% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7185 |
|
2.618 |
0.7122 |
|
1.618 |
0.7084 |
|
1.000 |
0.7061 |
|
0.618 |
0.7046 |
|
HIGH |
0.7023 |
|
0.618 |
0.7008 |
|
0.500 |
0.7004 |
|
0.382 |
0.7000 |
|
LOW |
0.6985 |
|
0.618 |
0.6962 |
|
1.000 |
0.6947 |
|
1.618 |
0.6924 |
|
2.618 |
0.6886 |
|
4.250 |
0.6824 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7014 |
0.7001 |
| PP |
0.7009 |
0.6983 |
| S1 |
0.7004 |
0.6966 |
|