CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7340 |
0.0013 |
0.2% |
0.7397 |
| High |
0.7366 |
0.7365 |
-0.0001 |
0.0% |
0.7426 |
| Low |
0.7301 |
0.7276 |
-0.0025 |
-0.3% |
0.7201 |
| Close |
0.7354 |
0.7330 |
-0.0024 |
-0.3% |
0.7366 |
| Range |
0.0065 |
0.0089 |
0.0024 |
36.9% |
0.0225 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
89,289 |
85,292 |
-3,997 |
-4.5% |
542,771 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7549 |
0.7379 |
|
| R3 |
0.7502 |
0.7460 |
0.7354 |
|
| R2 |
0.7413 |
0.7413 |
0.7346 |
|
| R1 |
0.7371 |
0.7371 |
0.7338 |
0.7348 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7312 |
| S1 |
0.7282 |
0.7282 |
0.7322 |
0.7259 |
| S2 |
0.7235 |
0.7235 |
0.7314 |
|
| S3 |
0.7146 |
0.7193 |
0.7306 |
|
| S4 |
0.7057 |
0.7104 |
0.7281 |
|
|
| 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 |
0.7386 |
0.7276 |
0.0110 |
1.5% |
0.0062 |
0.8% |
49% |
False |
True |
73,530 |
| 10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0088 |
1.2% |
57% |
False |
False |
95,839 |
| 20 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0088 |
1.2% |
57% |
False |
False |
92,052 |
| 40 |
0.7720 |
0.7201 |
0.0519 |
7.1% |
0.0091 |
1.2% |
25% |
False |
False |
87,188 |
| 60 |
0.7814 |
0.7201 |
0.0613 |
8.4% |
0.0093 |
1.3% |
21% |
False |
False |
71,698 |
| 80 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0094 |
1.3% |
14% |
False |
False |
53,865 |
| 100 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0092 |
1.3% |
14% |
False |
False |
43,114 |
| 120 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0089 |
1.2% |
14% |
False |
False |
35,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7743 |
|
2.618 |
0.7598 |
|
1.618 |
0.7509 |
|
1.000 |
0.7454 |
|
0.618 |
0.7420 |
|
HIGH |
0.7365 |
|
0.618 |
0.7331 |
|
0.500 |
0.7321 |
|
0.382 |
0.7310 |
|
LOW |
0.7276 |
|
0.618 |
0.7221 |
|
1.000 |
0.7187 |
|
1.618 |
0.7132 |
|
2.618 |
0.7043 |
|
4.250 |
0.6898 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7329 |
| PP |
0.7324 |
0.7327 |
| S1 |
0.7321 |
0.7326 |
|