CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.6882 |
0.6984 |
0.0102 |
1.5% |
0.7133 |
| High |
0.7004 |
0.7036 |
0.0032 |
0.5% |
0.7133 |
| Low |
0.6877 |
0.6971 |
0.0094 |
1.4% |
0.6874 |
| Close |
0.6993 |
0.6984 |
-0.0009 |
-0.1% |
0.6890 |
| Range |
0.0127 |
0.0065 |
-0.0062 |
-48.8% |
0.0259 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
44,509 |
74,233 |
29,724 |
66.8% |
26,977 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7192 |
0.7153 |
0.7020 |
|
| R3 |
0.7127 |
0.7088 |
0.7002 |
|
| R2 |
0.7062 |
0.7062 |
0.6996 |
|
| R1 |
0.7023 |
0.7023 |
0.6990 |
0.7017 |
| PP |
0.6997 |
0.6997 |
0.6997 |
0.6994 |
| S1 |
0.6958 |
0.6958 |
0.6978 |
0.6952 |
| S2 |
0.6932 |
0.6932 |
0.6972 |
|
| S3 |
0.6867 |
0.6893 |
0.6966 |
|
| S4 |
0.6802 |
0.6828 |
0.6948 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7575 |
0.7032 |
|
| R3 |
0.7484 |
0.7316 |
0.6961 |
|
| R2 |
0.7225 |
0.7225 |
0.6937 |
|
| R1 |
0.7057 |
0.7057 |
0.6914 |
0.7012 |
| PP |
0.6966 |
0.6966 |
0.6966 |
0.6943 |
| S1 |
0.6798 |
0.6798 |
0.6866 |
0.6753 |
| S2 |
0.6707 |
0.6707 |
0.6843 |
|
| S3 |
0.6448 |
0.6539 |
0.6819 |
|
| S4 |
0.6189 |
0.6280 |
0.6748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7036 |
0.6874 |
0.0162 |
2.3% |
0.0088 |
1.3% |
68% |
True |
False |
27,966 |
| 10 |
0.7167 |
0.6874 |
0.0293 |
4.2% |
0.0091 |
1.3% |
38% |
False |
False |
14,925 |
| 20 |
0.7361 |
0.6874 |
0.0487 |
7.0% |
0.0095 |
1.4% |
23% |
False |
False |
7,828 |
| 40 |
0.7422 |
0.6874 |
0.0548 |
7.8% |
0.0085 |
1.2% |
20% |
False |
False |
4,023 |
| 60 |
0.7764 |
0.6874 |
0.0890 |
12.7% |
0.0079 |
1.1% |
12% |
False |
False |
2,701 |
| 80 |
0.7894 |
0.6874 |
0.1020 |
14.6% |
0.0068 |
1.0% |
11% |
False |
False |
2,027 |
| 100 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0060 |
0.9% |
9% |
False |
False |
1,622 |
| 120 |
0.8046 |
0.6874 |
0.1172 |
16.8% |
0.0055 |
0.8% |
9% |
False |
False |
1,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7312 |
|
2.618 |
0.7206 |
|
1.618 |
0.7141 |
|
1.000 |
0.7101 |
|
0.618 |
0.7076 |
|
HIGH |
0.7036 |
|
0.618 |
0.7011 |
|
0.500 |
0.7004 |
|
0.382 |
0.6996 |
|
LOW |
0.6971 |
|
0.618 |
0.6931 |
|
1.000 |
0.6906 |
|
1.618 |
0.6866 |
|
2.618 |
0.6801 |
|
4.250 |
0.6695 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7004 |
0.6974 |
| PP |
0.6997 |
0.6965 |
| S1 |
0.6991 |
0.6955 |
|