CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7293 |
0.7369 |
0.0076 |
1.0% |
0.7290 |
| High |
0.7375 |
0.7398 |
0.0023 |
0.3% |
0.7413 |
| Low |
0.7201 |
0.7311 |
0.0110 |
1.5% |
0.7244 |
| Close |
0.7363 |
0.7350 |
-0.0013 |
-0.2% |
0.7395 |
| Range |
0.0174 |
0.0087 |
-0.0087 |
-50.0% |
0.0169 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
170,615 |
87,474 |
-83,141 |
-48.7% |
449,323 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7569 |
0.7398 |
|
| R3 |
0.7527 |
0.7482 |
0.7374 |
|
| R2 |
0.7440 |
0.7440 |
0.7366 |
|
| R1 |
0.7395 |
0.7395 |
0.7358 |
0.7374 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7343 |
| S1 |
0.7308 |
0.7308 |
0.7342 |
0.7287 |
| S2 |
0.7266 |
0.7266 |
0.7334 |
|
| S3 |
0.7179 |
0.7221 |
0.7326 |
|
| S4 |
0.7092 |
0.7134 |
0.7302 |
|
|
| 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% |
0.0115 |
1.6% |
66% |
False |
False |
118,147 |
| 10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0107 |
1.5% |
66% |
False |
False |
105,089 |
| 20 |
0.7427 |
0.7201 |
0.0226 |
3.1% |
0.0091 |
1.2% |
66% |
False |
False |
91,380 |
| 40 |
0.7814 |
0.7201 |
0.0613 |
8.3% |
0.0094 |
1.3% |
24% |
False |
False |
86,345 |
| 60 |
0.7880 |
0.7201 |
0.0679 |
9.2% |
0.0095 |
1.3% |
22% |
False |
False |
65,616 |
| 80 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0096 |
1.3% |
16% |
False |
False |
49,279 |
| 100 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0092 |
1.3% |
16% |
False |
False |
39,441 |
| 120 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0087 |
1.2% |
16% |
False |
False |
32,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7626 |
|
1.618 |
0.7539 |
|
1.000 |
0.7485 |
|
0.618 |
0.7452 |
|
HIGH |
0.7398 |
|
0.618 |
0.7365 |
|
0.500 |
0.7355 |
|
0.382 |
0.7344 |
|
LOW |
0.7311 |
|
0.618 |
0.7257 |
|
1.000 |
0.7224 |
|
1.618 |
0.7170 |
|
2.618 |
0.7083 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7338 |
| PP |
0.7353 |
0.7326 |
| S1 |
0.7352 |
0.7314 |
|