CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7089 |
0.7071 |
-0.0018 |
-0.3% |
0.6909 |
| High |
0.7099 |
0.7137 |
0.0038 |
0.5% |
0.7030 |
| Low |
0.7024 |
0.7070 |
0.0046 |
0.7% |
0.6901 |
| Close |
0.7061 |
0.7128 |
0.0067 |
0.9% |
0.7019 |
| Range |
0.0075 |
0.0067 |
-0.0008 |
-10.7% |
0.0129 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29 |
50 |
21 |
72.4% |
58 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7313 |
0.7287 |
0.7165 |
|
| R3 |
0.7246 |
0.7220 |
0.7146 |
|
| R2 |
0.7179 |
0.7179 |
0.7140 |
|
| R1 |
0.7153 |
0.7153 |
0.7134 |
0.7166 |
| PP |
0.7112 |
0.7112 |
0.7112 |
0.7118 |
| S1 |
0.7086 |
0.7086 |
0.7122 |
0.7099 |
| S2 |
0.7045 |
0.7045 |
0.7116 |
|
| S3 |
0.6978 |
0.7019 |
0.7110 |
|
| S4 |
0.6911 |
0.6952 |
0.7091 |
|
|
| 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 |
0.7137 |
0.6901 |
0.0236 |
3.3% |
0.0075 |
1.1% |
96% |
True |
False |
34 |
| 10 |
0.7137 |
0.6850 |
0.0287 |
4.0% |
0.0062 |
0.9% |
97% |
True |
False |
22 |
| 20 |
0.7290 |
0.6850 |
0.0440 |
6.2% |
0.0064 |
0.9% |
63% |
False |
False |
14 |
| 40 |
0.7347 |
0.6850 |
0.0497 |
7.0% |
0.0056 |
0.8% |
56% |
False |
False |
7 |
| 60 |
0.7639 |
0.6850 |
0.0789 |
11.1% |
0.0048 |
0.7% |
35% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7422 |
|
2.618 |
0.7312 |
|
1.618 |
0.7245 |
|
1.000 |
0.7204 |
|
0.618 |
0.7178 |
|
HIGH |
0.7137 |
|
0.618 |
0.7111 |
|
0.500 |
0.7104 |
|
0.382 |
0.7096 |
|
LOW |
0.7070 |
|
0.618 |
0.7029 |
|
1.000 |
0.7003 |
|
1.618 |
0.6962 |
|
2.618 |
0.6895 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7120 |
0.7111 |
| PP |
0.7112 |
0.7094 |
| S1 |
0.7104 |
0.7078 |
|