CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7366 |
0.0105 |
1.4% |
0.7251 |
| High |
0.7413 |
0.7380 |
-0.0033 |
-0.4% |
0.7350 |
| Low |
0.7247 |
0.7318 |
0.0071 |
1.0% |
0.7218 |
| Close |
0.7368 |
0.7331 |
-0.0037 |
-0.5% |
0.7276 |
| Range |
0.0166 |
0.0062 |
-0.0104 |
-62.7% |
0.0132 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
131,438 |
81,316 |
-50,122 |
-38.1% |
454,803 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7492 |
0.7365 |
|
| R3 |
0.7467 |
0.7430 |
0.7348 |
|
| R2 |
0.7405 |
0.7405 |
0.7342 |
|
| R1 |
0.7368 |
0.7368 |
0.7337 |
0.7356 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7337 |
| S1 |
0.7306 |
0.7306 |
0.7325 |
0.7294 |
| S2 |
0.7281 |
0.7281 |
0.7320 |
|
| S3 |
0.7219 |
0.7244 |
0.7314 |
|
| S4 |
0.7157 |
0.7182 |
0.7297 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7609 |
0.7349 |
|
| R3 |
0.7545 |
0.7477 |
0.7312 |
|
| R2 |
0.7413 |
0.7413 |
0.7300 |
|
| R1 |
0.7345 |
0.7345 |
0.7288 |
0.7379 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7299 |
| S1 |
0.7213 |
0.7213 |
0.7264 |
0.7247 |
| S2 |
0.7149 |
0.7149 |
0.7252 |
|
| S3 |
0.7017 |
0.7081 |
0.7240 |
|
| S4 |
0.6885 |
0.6949 |
0.7203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7218 |
0.0195 |
2.7% |
0.0097 |
1.3% |
58% |
False |
False |
96,368 |
| 10 |
0.7413 |
0.7218 |
0.0195 |
2.7% |
0.0086 |
1.2% |
58% |
False |
False |
89,030 |
| 20 |
0.7472 |
0.7218 |
0.0254 |
3.5% |
0.0088 |
1.2% |
44% |
False |
False |
83,563 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.1% |
0.0092 |
1.3% |
19% |
False |
False |
79,727 |
| 60 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
13% |
False |
False |
54,797 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
13% |
False |
False |
41,141 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
13% |
False |
False |
32,926 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0083 |
1.1% |
13% |
False |
False |
27,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7644 |
|
2.618 |
0.7542 |
|
1.618 |
0.7480 |
|
1.000 |
0.7442 |
|
0.618 |
0.7418 |
|
HIGH |
0.7380 |
|
0.618 |
0.7356 |
|
0.500 |
0.7349 |
|
0.382 |
0.7342 |
|
LOW |
0.7318 |
|
0.618 |
0.7280 |
|
1.000 |
0.7256 |
|
1.618 |
0.7218 |
|
2.618 |
0.7156 |
|
4.250 |
0.7055 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7330 |
| PP |
0.7343 |
0.7329 |
| S1 |
0.7337 |
0.7329 |
|