CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7330 |
-0.0006 |
-0.1% |
0.7290 |
| High |
0.7383 |
0.7407 |
0.0024 |
0.3% |
0.7413 |
| Low |
0.7301 |
0.7319 |
0.0018 |
0.2% |
0.7244 |
| Close |
0.7324 |
0.7395 |
0.0071 |
1.0% |
0.7395 |
| Range |
0.0082 |
0.0088 |
0.0006 |
7.3% |
0.0169 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
60,908 |
115,177 |
54,269 |
89.1% |
449,323 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7604 |
0.7443 |
|
| R3 |
0.7550 |
0.7516 |
0.7419 |
|
| R2 |
0.7462 |
0.7462 |
0.7411 |
|
| R1 |
0.7428 |
0.7428 |
0.7403 |
0.7445 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7382 |
| S1 |
0.7340 |
0.7340 |
0.7387 |
0.7357 |
| S2 |
0.7286 |
0.7286 |
0.7379 |
|
| S3 |
0.7198 |
0.7252 |
0.7371 |
|
| S4 |
0.7110 |
0.7164 |
0.7347 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7858 |
0.7795 |
0.7488 |
|
| R3 |
0.7689 |
0.7626 |
0.7441 |
|
| R2 |
0.7520 |
0.7520 |
0.7426 |
|
| R1 |
0.7457 |
0.7457 |
0.7410 |
0.7489 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7366 |
| S1 |
0.7288 |
0.7288 |
0.7380 |
0.7320 |
| S2 |
0.7182 |
0.7182 |
0.7364 |
|
| S3 |
0.7013 |
0.7119 |
0.7349 |
|
| S4 |
0.6844 |
0.6950 |
0.7302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7244 |
0.0169 |
2.3% |
0.0091 |
1.2% |
89% |
False |
False |
89,864 |
| 10 |
0.7413 |
0.7218 |
0.0195 |
2.6% |
0.0087 |
1.2% |
91% |
False |
False |
90,412 |
| 20 |
0.7464 |
0.7218 |
0.0246 |
3.3% |
0.0087 |
1.2% |
72% |
False |
False |
83,350 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.1% |
0.0090 |
1.2% |
30% |
False |
False |
81,331 |
| 60 |
0.8109 |
0.7218 |
0.0891 |
12.0% |
0.0093 |
1.3% |
20% |
False |
False |
57,727 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.0% |
0.0094 |
1.3% |
20% |
False |
False |
43,340 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.0% |
0.0093 |
1.3% |
20% |
False |
False |
34,687 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.0% |
0.0084 |
1.1% |
20% |
False |
False |
28,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7637 |
|
1.618 |
0.7549 |
|
1.000 |
0.7495 |
|
0.618 |
0.7461 |
|
HIGH |
0.7407 |
|
0.618 |
0.7373 |
|
0.500 |
0.7363 |
|
0.382 |
0.7353 |
|
LOW |
0.7319 |
|
0.618 |
0.7265 |
|
1.000 |
0.7231 |
|
1.618 |
0.7177 |
|
2.618 |
0.7089 |
|
4.250 |
0.6945 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7381 |
| PP |
0.7374 |
0.7368 |
| S1 |
0.7363 |
0.7354 |
|