CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7327 |
0.7299 |
-0.0028 |
-0.4% |
0.7366 |
| High |
0.7351 |
0.7305 |
-0.0046 |
-0.6% |
0.7379 |
| Low |
0.7278 |
0.7033 |
-0.0245 |
-3.4% |
0.7276 |
| Close |
0.7319 |
0.7162 |
-0.0157 |
-2.1% |
0.7319 |
| Range |
0.0073 |
0.0272 |
0.0199 |
272.6% |
0.0103 |
| ATR |
0.0086 |
0.0101 |
0.0014 |
16.5% |
0.0000 |
| Volume |
94,794 |
171,624 |
76,830 |
81.0% |
395,236 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7844 |
0.7312 |
|
| R3 |
0.7711 |
0.7572 |
0.7237 |
|
| R2 |
0.7439 |
0.7439 |
0.7212 |
|
| R1 |
0.7300 |
0.7300 |
0.7187 |
0.7234 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7133 |
| S1 |
0.7028 |
0.7028 |
0.7137 |
0.6962 |
| S2 |
0.6895 |
0.6895 |
0.7112 |
|
| S3 |
0.6623 |
0.6756 |
0.7087 |
|
| S4 |
0.6351 |
0.6484 |
0.7012 |
|
|
| 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 |
0.7376 |
0.7033 |
0.0343 |
4.8% |
0.0113 |
1.6% |
38% |
False |
True |
102,953 |
| 10 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0107 |
1.5% |
33% |
False |
True |
103,267 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0097 |
1.4% |
33% |
False |
True |
96,843 |
| 40 |
0.7708 |
0.7033 |
0.0675 |
9.4% |
0.0095 |
1.3% |
19% |
False |
True |
90,465 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
10.9% |
0.0096 |
1.3% |
17% |
False |
True |
76,086 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0096 |
1.3% |
12% |
False |
True |
57,187 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0095 |
1.3% |
12% |
False |
True |
45,777 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0092 |
1.3% |
12% |
False |
True |
38,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8461 |
|
2.618 |
0.8017 |
|
1.618 |
0.7745 |
|
1.000 |
0.7577 |
|
0.618 |
0.7473 |
|
HIGH |
0.7305 |
|
0.618 |
0.7201 |
|
0.500 |
0.7169 |
|
0.382 |
0.7137 |
|
LOW |
0.7033 |
|
0.618 |
0.6865 |
|
1.000 |
0.6761 |
|
1.618 |
0.6593 |
|
2.618 |
0.6321 |
|
4.250 |
0.5877 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7169 |
0.7199 |
| PP |
0.7167 |
0.7187 |
| S1 |
0.7164 |
0.7174 |
|