CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.6985 |
0.7038 |
0.0053 |
0.8% |
0.6909 |
High |
0.7023 |
0.7085 |
0.0062 |
0.9% |
0.7030 |
Low |
0.6985 |
0.7018 |
0.0033 |
0.5% |
0.6901 |
Close |
0.7019 |
0.7073 |
0.0054 |
0.8% |
0.7019 |
Range |
0.0038 |
0.0067 |
0.0029 |
76.3% |
0.0129 |
ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
8 |
60 |
52 |
650.0% |
58 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7260 |
0.7233 |
0.7110 |
|
R3 |
0.7193 |
0.7166 |
0.7091 |
|
R2 |
0.7126 |
0.7126 |
0.7085 |
|
R1 |
0.7099 |
0.7099 |
0.7079 |
0.7113 |
PP |
0.7059 |
0.7059 |
0.7059 |
0.7065 |
S1 |
0.7032 |
0.7032 |
0.7067 |
0.7046 |
S2 |
0.6992 |
0.6992 |
0.7061 |
|
S3 |
0.6925 |
0.6965 |
0.7055 |
|
S4 |
0.6858 |
0.6898 |
0.7036 |
|
|
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 |
0.7085 |
0.6901 |
0.0184 |
2.6% |
0.0070 |
1.0% |
93% |
True |
False |
23 |
10 |
0.7085 |
0.6850 |
0.0235 |
3.3% |
0.0063 |
0.9% |
95% |
True |
False |
15 |
20 |
0.7305 |
0.6850 |
0.0455 |
6.4% |
0.0058 |
0.8% |
49% |
False |
False |
10 |
40 |
0.7354 |
0.6850 |
0.0504 |
7.1% |
0.0056 |
0.8% |
44% |
False |
False |
5 |
60 |
0.7662 |
0.6850 |
0.0812 |
11.5% |
0.0045 |
0.6% |
27% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7370 |
2.618 |
0.7260 |
1.618 |
0.7193 |
1.000 |
0.7152 |
0.618 |
0.7126 |
HIGH |
0.7085 |
0.618 |
0.7059 |
0.500 |
0.7052 |
0.382 |
0.7044 |
LOW |
0.7018 |
0.618 |
0.6977 |
1.000 |
0.6951 |
1.618 |
0.6910 |
2.618 |
0.6843 |
4.250 |
0.6733 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7066 |
0.7046 |
PP |
0.7059 |
0.7020 |
S1 |
0.7052 |
0.6993 |
|