CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7397 |
0.7293 |
-0.0104 |
-1.4% |
0.7290 |
High |
0.7426 |
0.7375 |
-0.0051 |
-0.7% |
0.7413 |
Low |
0.7270 |
0.7201 |
-0.0069 |
-0.9% |
0.7244 |
Close |
0.7277 |
0.7363 |
0.0086 |
1.2% |
0.7395 |
Range |
0.0156 |
0.0174 |
0.0018 |
11.5% |
0.0169 |
ATR |
0.0093 |
0.0099 |
0.0006 |
6.2% |
0.0000 |
Volume |
140,513 |
170,615 |
30,102 |
21.4% |
449,323 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7835 |
0.7773 |
0.7459 |
|
R3 |
0.7661 |
0.7599 |
0.7411 |
|
R2 |
0.7487 |
0.7487 |
0.7395 |
|
R1 |
0.7425 |
0.7425 |
0.7379 |
0.7456 |
PP |
0.7313 |
0.7313 |
0.7313 |
0.7329 |
S1 |
0.7251 |
0.7251 |
0.7347 |
0.7282 |
S2 |
0.7139 |
0.7139 |
0.7331 |
|
S3 |
0.6965 |
0.7077 |
0.7315 |
|
S4 |
0.6791 |
0.6903 |
0.7267 |
|
|
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 |
0.7201 |
0.0225 |
3.1% |
0.0114 |
1.5% |
72% |
False |
True |
112,834 |
10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0105 |
1.4% |
72% |
False |
True |
104,601 |
20 |
0.7427 |
0.7201 |
0.0226 |
3.1% |
0.0091 |
1.2% |
72% |
False |
True |
90,454 |
40 |
0.7814 |
0.7201 |
0.0613 |
8.3% |
0.0095 |
1.3% |
26% |
False |
True |
86,686 |
60 |
0.7956 |
0.7201 |
0.0755 |
10.3% |
0.0095 |
1.3% |
21% |
False |
True |
64,179 |
80 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0095 |
1.3% |
18% |
False |
True |
48,187 |
100 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0092 |
1.3% |
18% |
False |
True |
38,566 |
120 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0087 |
1.2% |
18% |
False |
True |
32,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8115 |
2.618 |
0.7831 |
1.618 |
0.7657 |
1.000 |
0.7549 |
0.618 |
0.7483 |
HIGH |
0.7375 |
0.618 |
0.7309 |
0.500 |
0.7288 |
0.382 |
0.7267 |
LOW |
0.7201 |
0.618 |
0.7093 |
1.000 |
0.7027 |
1.618 |
0.6919 |
2.618 |
0.6745 |
4.250 |
0.6462 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7338 |
0.7347 |
PP |
0.7313 |
0.7330 |
S1 |
0.7288 |
0.7314 |
|