CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7327 |
-0.0013 |
-0.2% |
0.7366 |
| High |
0.7365 |
0.7351 |
-0.0014 |
-0.2% |
0.7379 |
| Low |
0.7276 |
0.7278 |
0.0002 |
0.0% |
0.7276 |
| Close |
0.7330 |
0.7319 |
-0.0011 |
-0.2% |
0.7319 |
| Range |
0.0089 |
0.0073 |
-0.0016 |
-18.0% |
0.0103 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
85,292 |
94,794 |
9,502 |
11.1% |
395,236 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7500 |
0.7359 |
|
| R3 |
0.7462 |
0.7427 |
0.7339 |
|
| R2 |
0.7389 |
0.7389 |
0.7332 |
|
| R1 |
0.7354 |
0.7354 |
0.7326 |
0.7335 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7307 |
| S1 |
0.7281 |
0.7281 |
0.7312 |
0.7262 |
| S2 |
0.7243 |
0.7243 |
0.7306 |
|
| S3 |
0.7170 |
0.7208 |
0.7299 |
|
| S4 |
0.7097 |
0.7135 |
0.7279 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7579 |
0.7376 |
|
| R3 |
0.7531 |
0.7476 |
0.7347 |
|
| R2 |
0.7428 |
0.7428 |
0.7338 |
|
| R1 |
0.7373 |
0.7373 |
0.7328 |
0.7349 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7313 |
| S1 |
0.7270 |
0.7270 |
0.7310 |
0.7246 |
| S2 |
0.7222 |
0.7222 |
0.7300 |
|
| S3 |
0.7119 |
0.7167 |
0.7291 |
|
| S4 |
0.7016 |
0.7064 |
0.7262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7379 |
0.7276 |
0.0103 |
1.4% |
0.0068 |
0.9% |
42% |
False |
False |
79,047 |
| 10 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0087 |
1.2% |
52% |
False |
False |
93,800 |
| 20 |
0.7426 |
0.7201 |
0.0225 |
3.1% |
0.0087 |
1.2% |
52% |
False |
False |
92,106 |
| 40 |
0.7708 |
0.7201 |
0.0507 |
6.9% |
0.0091 |
1.2% |
23% |
False |
False |
88,178 |
| 60 |
0.7814 |
0.7201 |
0.0613 |
8.4% |
0.0092 |
1.3% |
19% |
False |
False |
73,260 |
| 80 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0094 |
1.3% |
13% |
False |
False |
55,046 |
| 100 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0092 |
1.3% |
13% |
False |
False |
44,061 |
| 120 |
0.8109 |
0.7201 |
0.0908 |
12.4% |
0.0089 |
1.2% |
13% |
False |
False |
36,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7542 |
|
1.618 |
0.7469 |
|
1.000 |
0.7424 |
|
0.618 |
0.7396 |
|
HIGH |
0.7351 |
|
0.618 |
0.7323 |
|
0.500 |
0.7315 |
|
0.382 |
0.7306 |
|
LOW |
0.7278 |
|
0.618 |
0.7233 |
|
1.000 |
0.7205 |
|
1.618 |
0.7160 |
|
2.618 |
0.7087 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7321 |
| PP |
0.7316 |
0.7320 |
| S1 |
0.7315 |
0.7320 |
|