CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7336 |
-0.0030 |
-0.4% |
0.7251 |
| High |
0.7380 |
0.7383 |
0.0003 |
0.0% |
0.7350 |
| Low |
0.7318 |
0.7301 |
-0.0017 |
-0.2% |
0.7218 |
| Close |
0.7331 |
0.7324 |
-0.0007 |
-0.1% |
0.7276 |
| Range |
0.0062 |
0.0082 |
0.0020 |
32.3% |
0.0132 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
81,316 |
60,908 |
-20,408 |
-25.1% |
454,803 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7535 |
0.7369 |
|
| R3 |
0.7500 |
0.7453 |
0.7347 |
|
| R2 |
0.7418 |
0.7418 |
0.7339 |
|
| R1 |
0.7371 |
0.7371 |
0.7332 |
0.7354 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7327 |
| S1 |
0.7289 |
0.7289 |
0.7316 |
0.7272 |
| S2 |
0.7254 |
0.7254 |
0.7309 |
|
| S3 |
0.7172 |
0.7207 |
0.7301 |
|
| S4 |
0.7090 |
0.7125 |
0.7279 |
|
|
| 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% |
0.0099 |
1.4% |
54% |
False |
False |
92,031 |
| 10 |
0.7413 |
0.7218 |
0.0195 |
2.7% |
0.0088 |
1.2% |
54% |
False |
False |
88,265 |
| 20 |
0.7472 |
0.7218 |
0.0254 |
3.5% |
0.0087 |
1.2% |
42% |
False |
False |
82,021 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.1% |
0.0091 |
1.2% |
18% |
False |
False |
79,464 |
| 60 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
12% |
False |
False |
55,811 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
12% |
False |
False |
41,901 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
12% |
False |
False |
33,535 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0083 |
1.1% |
12% |
False |
False |
27,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7598 |
|
1.618 |
0.7516 |
|
1.000 |
0.7465 |
|
0.618 |
0.7434 |
|
HIGH |
0.7383 |
|
0.618 |
0.7352 |
|
0.500 |
0.7342 |
|
0.382 |
0.7332 |
|
LOW |
0.7301 |
|
0.618 |
0.7250 |
|
1.000 |
0.7219 |
|
1.618 |
0.7168 |
|
2.618 |
0.7086 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7330 |
| PP |
0.7336 |
0.7328 |
| S1 |
0.7330 |
0.7326 |
|