CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7121 |
0.7127 |
0.0006 |
0.1% |
0.7038 |
| High |
0.7210 |
0.7213 |
0.0003 |
0.0% |
0.7213 |
| Low |
0.7078 |
0.7106 |
0.0028 |
0.4% |
0.7018 |
| Close |
0.7200 |
0.7154 |
-0.0046 |
-0.6% |
0.7154 |
| Range |
0.0132 |
0.0107 |
-0.0025 |
-18.9% |
0.0195 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
47 |
22 |
-25 |
-53.2% |
208 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7423 |
0.7213 |
|
| R3 |
0.7372 |
0.7316 |
0.7183 |
|
| R2 |
0.7265 |
0.7265 |
0.7174 |
|
| R1 |
0.7209 |
0.7209 |
0.7164 |
0.7237 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7172 |
| S1 |
0.7102 |
0.7102 |
0.7144 |
0.7130 |
| S2 |
0.7051 |
0.7051 |
0.7134 |
|
| S3 |
0.6944 |
0.6995 |
0.7125 |
|
| S4 |
0.6837 |
0.6888 |
0.7095 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7629 |
0.7261 |
|
| R3 |
0.7518 |
0.7434 |
0.7208 |
|
| R2 |
0.7323 |
0.7323 |
0.7190 |
|
| R1 |
0.7239 |
0.7239 |
0.7172 |
0.7281 |
| PP |
0.7128 |
0.7128 |
0.7128 |
0.7150 |
| S1 |
0.7044 |
0.7044 |
0.7136 |
0.7086 |
| S2 |
0.6933 |
0.6933 |
0.7118 |
|
| S3 |
0.6738 |
0.6849 |
0.7100 |
|
| S4 |
0.6543 |
0.6654 |
0.7047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7213 |
0.7018 |
0.0195 |
2.7% |
0.0090 |
1.3% |
70% |
True |
False |
41 |
| 10 |
0.7213 |
0.6850 |
0.0363 |
5.1% |
0.0078 |
1.1% |
84% |
True |
False |
27 |
| 20 |
0.7270 |
0.6850 |
0.0420 |
5.9% |
0.0070 |
1.0% |
72% |
False |
False |
17 |
| 40 |
0.7347 |
0.6850 |
0.0497 |
6.9% |
0.0059 |
0.8% |
61% |
False |
False |
9 |
| 60 |
0.7639 |
0.6850 |
0.0789 |
11.0% |
0.0052 |
0.7% |
39% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7493 |
|
1.618 |
0.7386 |
|
1.000 |
0.7320 |
|
0.618 |
0.7279 |
|
HIGH |
0.7213 |
|
0.618 |
0.7172 |
|
0.500 |
0.7160 |
|
0.382 |
0.7147 |
|
LOW |
0.7106 |
|
0.618 |
0.7040 |
|
1.000 |
0.6999 |
|
1.618 |
0.6933 |
|
2.618 |
0.6826 |
|
4.250 |
0.6651 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7160 |
0.7150 |
| PP |
0.7158 |
0.7146 |
| S1 |
0.7156 |
0.7142 |
|