CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7029 |
0.7099 |
0.0070 |
1.0% |
0.7305 |
| High |
0.7029 |
0.7099 |
0.0070 |
1.0% |
0.7305 |
| Low |
0.7017 |
0.7099 |
0.0082 |
1.2% |
0.7213 |
| Close |
0.7029 |
0.7099 |
0.0070 |
1.0% |
0.7255 |
| Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0092 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7099 |
0.7099 |
0.7099 |
|
| R3 |
0.7099 |
0.7099 |
0.7099 |
|
| R2 |
0.7099 |
0.7099 |
0.7099 |
|
| R1 |
0.7099 |
0.7099 |
0.7099 |
0.7099 |
| PP |
0.7099 |
0.7099 |
0.7099 |
0.7099 |
| S1 |
0.7099 |
0.7099 |
0.7099 |
0.7099 |
| S2 |
0.7099 |
0.7099 |
0.7099 |
|
| S3 |
0.7099 |
0.7099 |
0.7099 |
|
| S4 |
0.7099 |
0.7099 |
0.7099 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7486 |
0.7306 |
|
| R3 |
0.7442 |
0.7394 |
0.7280 |
|
| R2 |
0.7350 |
0.7350 |
0.7272 |
|
| R1 |
0.7302 |
0.7302 |
0.7263 |
0.7280 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7247 |
| S1 |
0.7210 |
0.7210 |
0.7247 |
0.7188 |
| S2 |
0.7166 |
0.7166 |
0.7238 |
|
| S3 |
0.7074 |
0.7118 |
0.7230 |
|
| S4 |
0.6982 |
0.7026 |
0.7204 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7099 |
|
2.618 |
0.7099 |
|
1.618 |
0.7099 |
|
1.000 |
0.7099 |
|
0.618 |
0.7099 |
|
HIGH |
0.7099 |
|
0.618 |
0.7099 |
|
0.500 |
0.7099 |
|
0.382 |
0.7099 |
|
LOW |
0.7099 |
|
0.618 |
0.7099 |
|
1.000 |
0.7099 |
|
1.618 |
0.7099 |
|
2.618 |
0.7099 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7096 |
| PP |
0.7099 |
0.7092 |
| S1 |
0.7099 |
0.7089 |
|