CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7068 |
0.6965 |
-0.0103 |
-1.5% |
0.7038 |
High |
0.7094 |
0.6995 |
-0.0099 |
-1.4% |
0.7213 |
Low |
0.6995 |
0.6927 |
-0.0068 |
-1.0% |
0.7018 |
Close |
0.7024 |
0.6938 |
-0.0086 |
-1.2% |
0.7154 |
Range |
0.0099 |
0.0068 |
-0.0031 |
-31.3% |
0.0195 |
ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
Volume |
16 |
73 |
57 |
356.3% |
208 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7157 |
0.7116 |
0.6975 |
|
R3 |
0.7089 |
0.7048 |
0.6957 |
|
R2 |
0.7021 |
0.7021 |
0.6950 |
|
R1 |
0.6980 |
0.6980 |
0.6944 |
0.6967 |
PP |
0.6953 |
0.6953 |
0.6953 |
0.6947 |
S1 |
0.6912 |
0.6912 |
0.6932 |
0.6899 |
S2 |
0.6885 |
0.6885 |
0.6926 |
|
S3 |
0.6817 |
0.6844 |
0.6919 |
|
S4 |
0.6749 |
0.6776 |
0.6901 |
|
|
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 |
0.6927 |
0.0286 |
4.1% |
0.0091 |
1.3% |
4% |
False |
True |
35 |
10 |
0.7213 |
0.6901 |
0.0312 |
4.5% |
0.0083 |
1.2% |
12% |
False |
False |
35 |
20 |
0.7213 |
0.6850 |
0.0363 |
5.2% |
0.0065 |
0.9% |
24% |
False |
False |
20 |
40 |
0.7347 |
0.6850 |
0.0497 |
7.2% |
0.0062 |
0.9% |
18% |
False |
False |
11 |
60 |
0.7620 |
0.6850 |
0.0770 |
11.1% |
0.0055 |
0.8% |
11% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7284 |
2.618 |
0.7173 |
1.618 |
0.7105 |
1.000 |
0.7063 |
0.618 |
0.7037 |
HIGH |
0.6995 |
0.618 |
0.6969 |
0.500 |
0.6961 |
0.382 |
0.6953 |
LOW |
0.6927 |
0.618 |
0.6885 |
1.000 |
0.6859 |
1.618 |
0.6817 |
2.618 |
0.6749 |
4.250 |
0.6638 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.6961 |
0.7017 |
PP |
0.6953 |
0.6990 |
S1 |
0.6946 |
0.6964 |
|