CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7397 |
0.0000 |
0.0% |
0.7290 |
| High |
0.7409 |
0.7426 |
0.0017 |
0.2% |
0.7413 |
| Low |
0.7339 |
0.7270 |
-0.0069 |
-0.9% |
0.7244 |
| Close |
0.7394 |
0.7277 |
-0.0117 |
-1.6% |
0.7395 |
| Range |
0.0070 |
0.0156 |
0.0086 |
122.9% |
0.0169 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.5% |
0.0000 |
| Volume |
76,959 |
140,513 |
63,554 |
82.6% |
449,323 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7691 |
0.7363 |
|
| R3 |
0.7636 |
0.7535 |
0.7320 |
|
| R2 |
0.7480 |
0.7480 |
0.7306 |
|
| R1 |
0.7379 |
0.7379 |
0.7291 |
0.7352 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7311 |
| S1 |
0.7223 |
0.7223 |
0.7263 |
0.7196 |
| S2 |
0.7168 |
0.7168 |
0.7248 |
|
| S3 |
0.7012 |
0.7067 |
0.7234 |
|
| S4 |
0.6856 |
0.6911 |
0.7191 |
|
|
| 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 |
0.7426 |
0.7270 |
0.0156 |
2.1% |
0.0092 |
1.3% |
4% |
True |
True |
94,974 |
| 10 |
0.7426 |
0.7218 |
0.0208 |
2.9% |
0.0095 |
1.3% |
28% |
True |
False |
95,394 |
| 20 |
0.7464 |
0.7218 |
0.0246 |
3.4% |
0.0090 |
1.2% |
24% |
False |
False |
86,803 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.2% |
0.0092 |
1.3% |
10% |
False |
False |
83,782 |
| 60 |
0.7995 |
0.7218 |
0.0777 |
10.7% |
0.0094 |
1.3% |
8% |
False |
False |
61,338 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0095 |
1.3% |
7% |
False |
False |
46,055 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0092 |
1.3% |
7% |
False |
False |
36,861 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0085 |
1.2% |
7% |
False |
False |
30,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.7834 |
|
1.618 |
0.7678 |
|
1.000 |
0.7582 |
|
0.618 |
0.7522 |
|
HIGH |
0.7426 |
|
0.618 |
0.7366 |
|
0.500 |
0.7348 |
|
0.382 |
0.7330 |
|
LOW |
0.7270 |
|
0.618 |
0.7174 |
|
1.000 |
0.7114 |
|
1.618 |
0.7018 |
|
2.618 |
0.6862 |
|
4.250 |
0.6607 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7348 |
| PP |
0.7324 |
0.7324 |
| S1 |
0.7301 |
0.7301 |
|