CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7350 |
0.7366 |
0.0016 |
0.2% |
0.7397 |
High |
0.7386 |
0.7379 |
-0.0007 |
-0.1% |
0.7426 |
Low |
0.7344 |
0.7333 |
-0.0011 |
-0.1% |
0.7201 |
Close |
0.7366 |
0.7369 |
0.0003 |
0.0% |
0.7366 |
Range |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0225 |
ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
67,210 |
52,093 |
-15,117 |
-22.5% |
542,771 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7498 |
0.7480 |
0.7394 |
|
R3 |
0.7452 |
0.7434 |
0.7382 |
|
R2 |
0.7406 |
0.7406 |
0.7377 |
|
R1 |
0.7388 |
0.7388 |
0.7373 |
0.7397 |
PP |
0.7360 |
0.7360 |
0.7360 |
0.7365 |
S1 |
0.7342 |
0.7342 |
0.7365 |
0.7351 |
S2 |
0.7314 |
0.7314 |
0.7361 |
|
S3 |
0.7268 |
0.7296 |
0.7356 |
|
S4 |
0.7222 |
0.7250 |
0.7344 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8006 |
0.7911 |
0.7490 |
|
R3 |
0.7781 |
0.7686 |
0.7428 |
|
R2 |
0.7556 |
0.7556 |
0.7407 |
|
R1 |
0.7461 |
0.7461 |
0.7387 |
0.7396 |
PP |
0.7331 |
0.7331 |
0.7331 |
0.7299 |
S1 |
0.7236 |
0.7236 |
0.7345 |
0.7171 |
S2 |
0.7106 |
0.7106 |
0.7325 |
|
S3 |
0.6881 |
0.7011 |
0.7304 |
|
S4 |
0.6656 |
0.6786 |
0.7242 |
|
|
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% |
0.0101 |
1.4% |
75% |
False |
False |
103,581 |
10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0097 |
1.3% |
75% |
False |
False |
98,370 |
20 |
0.7427 |
0.7201 |
0.0226 |
3.1% |
0.0090 |
1.2% |
74% |
False |
False |
91,647 |
40 |
0.7762 |
0.7201 |
0.0561 |
7.6% |
0.0091 |
1.2% |
30% |
False |
False |
85,808 |
60 |
0.7880 |
0.7201 |
0.0679 |
9.2% |
0.0095 |
1.3% |
25% |
False |
False |
67,593 |
80 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0095 |
1.3% |
19% |
False |
False |
50,768 |
100 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0092 |
1.2% |
19% |
False |
False |
40,633 |
120 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0087 |
1.2% |
19% |
False |
False |
33,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7575 |
2.618 |
0.7499 |
1.618 |
0.7453 |
1.000 |
0.7425 |
0.618 |
0.7407 |
HIGH |
0.7379 |
0.618 |
0.7361 |
0.500 |
0.7356 |
0.382 |
0.7351 |
LOW |
0.7333 |
0.618 |
0.7305 |
1.000 |
0.7287 |
1.618 |
0.7259 |
2.618 |
0.7213 |
4.250 |
0.7138 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7365 |
0.7364 |
PP |
0.7360 |
0.7359 |
S1 |
0.7356 |
0.7355 |
|