CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7090 |
0.7057 |
-0.0033 |
-0.5% |
0.7157 |
| High |
0.7116 |
0.7057 |
-0.0059 |
-0.8% |
0.7186 |
| Low |
0.7066 |
0.7031 |
-0.0035 |
-0.5% |
0.6990 |
| Close |
0.7099 |
0.7057 |
-0.0042 |
-0.6% |
0.7099 |
| Range |
0.0050 |
0.0026 |
-0.0024 |
-48.0% |
0.0196 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
42 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7126 |
0.7118 |
0.7071 |
|
| R3 |
0.7100 |
0.7092 |
0.7064 |
|
| R2 |
0.7074 |
0.7074 |
0.7062 |
|
| R1 |
0.7066 |
0.7066 |
0.7059 |
0.7070 |
| PP |
0.7048 |
0.7048 |
0.7048 |
0.7051 |
| S1 |
0.7040 |
0.7040 |
0.7055 |
0.7044 |
| S2 |
0.7022 |
0.7022 |
0.7052 |
|
| S3 |
0.6996 |
0.7014 |
0.7050 |
|
| S4 |
0.6970 |
0.6988 |
0.7043 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7680 |
0.7585 |
0.7207 |
|
| R3 |
0.7484 |
0.7389 |
0.7153 |
|
| R2 |
0.7288 |
0.7288 |
0.7135 |
|
| R1 |
0.7193 |
0.7193 |
0.7117 |
0.7143 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7066 |
| S1 |
0.6997 |
0.6997 |
0.7081 |
0.6947 |
| S2 |
0.6896 |
0.6896 |
0.7063 |
|
| S3 |
0.6700 |
0.6801 |
0.7045 |
|
| S4 |
0.6504 |
0.6605 |
0.6991 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7168 |
|
2.618 |
0.7125 |
|
1.618 |
0.7099 |
|
1.000 |
0.7083 |
|
0.618 |
0.7073 |
|
HIGH |
0.7057 |
|
0.618 |
0.7047 |
|
0.500 |
0.7044 |
|
0.382 |
0.7041 |
|
LOW |
0.7031 |
|
0.618 |
0.7015 |
|
1.000 |
0.7005 |
|
1.618 |
0.6989 |
|
2.618 |
0.6963 |
|
4.250 |
0.6921 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7053 |
0.7074 |
| PP |
0.7048 |
0.7068 |
| S1 |
0.7044 |
0.7063 |
|