CME Australian Dollar Future March 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.6962 |
0.6950 |
-0.0012 |
-0.2% |
0.7106 |
High |
0.6982 |
0.6975 |
-0.0007 |
-0.1% |
0.7106 |
Low |
0.6931 |
0.6921 |
-0.0010 |
-0.1% |
0.6882 |
Close |
0.6961 |
0.6932 |
-0.0029 |
-0.4% |
0.6961 |
Range |
0.0051 |
0.0054 |
0.0003 |
5.9% |
0.0224 |
ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
129 |
138 |
9 |
7.0% |
346 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7105 |
0.7072 |
0.6962 |
|
R3 |
0.7051 |
0.7018 |
0.6947 |
|
R2 |
0.6997 |
0.6997 |
0.6942 |
|
R1 |
0.6964 |
0.6964 |
0.6937 |
0.6954 |
PP |
0.6943 |
0.6943 |
0.6943 |
0.6937 |
S1 |
0.6910 |
0.6910 |
0.6927 |
0.6900 |
S2 |
0.6889 |
0.6889 |
0.6922 |
|
S3 |
0.6835 |
0.6856 |
0.6917 |
|
S4 |
0.6781 |
0.6802 |
0.6902 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7655 |
0.7532 |
0.7084 |
|
R3 |
0.7431 |
0.7308 |
0.7023 |
|
R2 |
0.7207 |
0.7207 |
0.7002 |
|
R1 |
0.7084 |
0.7084 |
0.6982 |
0.7034 |
PP |
0.6983 |
0.6983 |
0.6983 |
0.6958 |
S1 |
0.6860 |
0.6860 |
0.6940 |
0.6810 |
S2 |
0.6759 |
0.6759 |
0.6920 |
|
S3 |
0.6535 |
0.6636 |
0.6899 |
|
S4 |
0.6311 |
0.6412 |
0.6838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7094 |
0.6882 |
0.0212 |
3.1% |
0.0074 |
1.1% |
24% |
False |
False |
92 |
10 |
0.7213 |
0.6882 |
0.0331 |
4.8% |
0.0080 |
1.2% |
15% |
False |
False |
63 |
20 |
0.7213 |
0.6850 |
0.0363 |
5.2% |
0.0072 |
1.0% |
23% |
False |
False |
39 |
40 |
0.7347 |
0.6850 |
0.0497 |
7.2% |
0.0063 |
0.9% |
16% |
False |
False |
21 |
60 |
0.7528 |
0.6850 |
0.0678 |
9.8% |
0.0058 |
0.8% |
12% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7205 |
2.618 |
0.7116 |
1.618 |
0.7062 |
1.000 |
0.7029 |
0.618 |
0.7008 |
HIGH |
0.6975 |
0.618 |
0.6954 |
0.500 |
0.6948 |
0.382 |
0.6942 |
LOW |
0.6921 |
0.618 |
0.6888 |
1.000 |
0.6867 |
1.618 |
0.6834 |
2.618 |
0.6780 |
4.250 |
0.6691 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.6948 |
0.6932 |
PP |
0.6943 |
0.6932 |
S1 |
0.6937 |
0.6932 |
|