CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7397 |
0.0067 |
0.9% |
0.7290 |
| High |
0.7407 |
0.7409 |
0.0002 |
0.0% |
0.7413 |
| Low |
0.7319 |
0.7339 |
0.0020 |
0.3% |
0.7244 |
| Close |
0.7395 |
0.7394 |
-0.0001 |
0.0% |
0.7395 |
| Range |
0.0088 |
0.0070 |
-0.0018 |
-20.5% |
0.0169 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,177 |
76,959 |
-38,218 |
-33.2% |
449,323 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7562 |
0.7433 |
|
| R3 |
0.7521 |
0.7492 |
0.7413 |
|
| R2 |
0.7451 |
0.7451 |
0.7407 |
|
| R1 |
0.7422 |
0.7422 |
0.7400 |
0.7402 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7370 |
| S1 |
0.7352 |
0.7352 |
0.7388 |
0.7332 |
| S2 |
0.7311 |
0.7311 |
0.7381 |
|
| S3 |
0.7241 |
0.7282 |
0.7375 |
|
| S4 |
0.7171 |
0.7212 |
0.7356 |
|
|
| 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 |
0.7247 |
0.0166 |
2.2% |
0.0094 |
1.3% |
89% |
False |
False |
93,159 |
| 10 |
0.7413 |
0.7218 |
0.0195 |
2.6% |
0.0088 |
1.2% |
90% |
False |
False |
90,420 |
| 20 |
0.7464 |
0.7218 |
0.0246 |
3.3% |
0.0086 |
1.2% |
72% |
False |
False |
83,171 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.1% |
0.0090 |
1.2% |
30% |
False |
False |
81,550 |
| 60 |
0.8034 |
0.7218 |
0.0816 |
11.0% |
0.0092 |
1.2% |
22% |
False |
False |
59,004 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0094 |
1.3% |
20% |
False |
False |
44,301 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0092 |
1.2% |
20% |
False |
False |
35,456 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0084 |
1.1% |
20% |
False |
False |
29,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7592 |
|
1.618 |
0.7522 |
|
1.000 |
0.7479 |
|
0.618 |
0.7452 |
|
HIGH |
0.7409 |
|
0.618 |
0.7382 |
|
0.500 |
0.7374 |
|
0.382 |
0.7366 |
|
LOW |
0.7339 |
|
0.618 |
0.7296 |
|
1.000 |
0.7269 |
|
1.618 |
0.7226 |
|
2.618 |
0.7156 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7381 |
| PP |
0.7381 |
0.7368 |
| S1 |
0.7374 |
0.7355 |
|