CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.6941 |
-0.0071 |
-1.0% |
0.7157 |
| High |
0.7066 |
0.6964 |
-0.0102 |
-1.4% |
0.7186 |
| Low |
0.6940 |
0.6920 |
-0.0020 |
-0.3% |
0.6990 |
| Close |
0.6968 |
0.6964 |
-0.0004 |
-0.1% |
0.7099 |
| Range |
0.0126 |
0.0044 |
-0.0082 |
-65.1% |
0.0196 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
42 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7081 |
0.7067 |
0.6988 |
|
| R3 |
0.7037 |
0.7023 |
0.6976 |
|
| R2 |
0.6993 |
0.6993 |
0.6972 |
|
| R1 |
0.6979 |
0.6979 |
0.6968 |
0.6986 |
| PP |
0.6949 |
0.6949 |
0.6949 |
0.6953 |
| S1 |
0.6935 |
0.6935 |
0.6960 |
0.6942 |
| S2 |
0.6905 |
0.6905 |
0.6956 |
|
| S3 |
0.6861 |
0.6891 |
0.6952 |
|
| S4 |
0.6817 |
0.6847 |
0.6940 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7116 |
0.6920 |
0.0196 |
2.8% |
0.0049 |
0.7% |
22% |
False |
True |
4 |
| 10 |
0.7290 |
0.6920 |
0.0370 |
5.3% |
0.0067 |
1.0% |
12% |
False |
True |
7 |
| 20 |
0.7347 |
0.6920 |
0.0427 |
6.1% |
0.0056 |
0.8% |
10% |
False |
True |
3 |
| 40 |
0.7382 |
0.6920 |
0.0462 |
6.6% |
0.0053 |
0.8% |
10% |
False |
True |
2 |
| 60 |
0.7690 |
0.6920 |
0.0770 |
11.1% |
0.0038 |
0.5% |
6% |
False |
True |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7151 |
|
2.618 |
0.7079 |
|
1.618 |
0.7035 |
|
1.000 |
0.7008 |
|
0.618 |
0.6991 |
|
HIGH |
0.6964 |
|
0.618 |
0.6947 |
|
0.500 |
0.6942 |
|
0.382 |
0.6937 |
|
LOW |
0.6920 |
|
0.618 |
0.6893 |
|
1.000 |
0.6876 |
|
1.618 |
0.6849 |
|
2.618 |
0.6805 |
|
4.250 |
0.6733 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.6957 |
0.6993 |
| PP |
0.6949 |
0.6983 |
| S1 |
0.6942 |
0.6974 |
|