CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7327 |
-0.0033 |
-0.4% |
0.7397 |
High |
0.7376 |
0.7366 |
-0.0010 |
-0.1% |
0.7426 |
Low |
0.7309 |
0.7301 |
-0.0008 |
-0.1% |
0.7201 |
Close |
0.7328 |
0.7354 |
0.0026 |
0.4% |
0.7366 |
Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0225 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
73,768 |
89,289 |
15,521 |
21.0% |
542,771 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7535 |
0.7510 |
0.7390 |
|
R3 |
0.7470 |
0.7445 |
0.7372 |
|
R2 |
0.7405 |
0.7405 |
0.7366 |
|
R1 |
0.7380 |
0.7380 |
0.7360 |
0.7393 |
PP |
0.7340 |
0.7340 |
0.7340 |
0.7347 |
S1 |
0.7315 |
0.7315 |
0.7348 |
0.7328 |
S2 |
0.7275 |
0.7275 |
0.7342 |
|
S3 |
0.7210 |
0.7250 |
0.7336 |
|
S4 |
0.7145 |
0.7185 |
0.7318 |
|
|
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 |
0.7398 |
0.7301 |
0.0097 |
1.3% |
0.0061 |
0.8% |
55% |
False |
True |
73,966 |
10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0088 |
1.2% |
68% |
False |
False |
93,400 |
20 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0087 |
1.2% |
68% |
False |
False |
91,215 |
40 |
0.7737 |
0.7201 |
0.0536 |
7.3% |
0.0091 |
1.2% |
29% |
False |
False |
86,796 |
60 |
0.7814 |
0.7201 |
0.0613 |
8.3% |
0.0093 |
1.3% |
25% |
False |
False |
70,283 |
80 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0095 |
1.3% |
17% |
False |
False |
52,799 |
100 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0092 |
1.3% |
17% |
False |
False |
42,262 |
120 |
0.8109 |
0.7201 |
0.0908 |
12.3% |
0.0088 |
1.2% |
17% |
False |
False |
35,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7642 |
2.618 |
0.7536 |
1.618 |
0.7471 |
1.000 |
0.7431 |
0.618 |
0.7406 |
HIGH |
0.7366 |
0.618 |
0.7341 |
0.500 |
0.7334 |
0.382 |
0.7326 |
LOW |
0.7301 |
0.618 |
0.7261 |
1.000 |
0.7236 |
1.618 |
0.7196 |
2.618 |
0.7131 |
4.250 |
0.7025 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7347 |
0.7349 |
PP |
0.7340 |
0.7345 |
S1 |
0.7334 |
0.7340 |
|