CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7299 |
0.7135 |
-0.0164 |
-2.2% |
0.7366 |
| High |
0.7305 |
0.7243 |
-0.0062 |
-0.8% |
0.7379 |
| Low |
0.7033 |
0.7115 |
0.0082 |
1.2% |
0.7276 |
| Close |
0.7162 |
0.7150 |
-0.0012 |
-0.2% |
0.7319 |
| Range |
0.0272 |
0.0128 |
-0.0144 |
-52.9% |
0.0103 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.9% |
0.0000 |
| Volume |
171,624 |
130,671 |
-40,953 |
-23.9% |
395,236 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7480 |
0.7220 |
|
| R3 |
0.7425 |
0.7352 |
0.7185 |
|
| R2 |
0.7297 |
0.7297 |
0.7173 |
|
| R1 |
0.7224 |
0.7224 |
0.7162 |
0.7261 |
| PP |
0.7169 |
0.7169 |
0.7169 |
0.7188 |
| S1 |
0.7096 |
0.7096 |
0.7138 |
0.7133 |
| S2 |
0.7041 |
0.7041 |
0.7127 |
|
| S3 |
0.6913 |
0.6968 |
0.7115 |
|
| S4 |
0.6785 |
0.6840 |
0.7080 |
|
|
| 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 |
0.7366 |
0.7033 |
0.0333 |
4.7% |
0.0125 |
1.8% |
35% |
False |
False |
114,334 |
| 10 |
0.7398 |
0.7033 |
0.0365 |
5.1% |
0.0104 |
1.5% |
32% |
False |
False |
102,283 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0100 |
1.4% |
30% |
False |
False |
98,838 |
| 40 |
0.7708 |
0.7033 |
0.0675 |
9.4% |
0.0095 |
1.3% |
17% |
False |
False |
91,562 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
10.9% |
0.0097 |
1.4% |
15% |
False |
False |
78,236 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0096 |
1.3% |
11% |
False |
False |
58,815 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0095 |
1.3% |
11% |
False |
False |
47,082 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0093 |
1.3% |
11% |
False |
False |
39,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7787 |
|
2.618 |
0.7578 |
|
1.618 |
0.7450 |
|
1.000 |
0.7371 |
|
0.618 |
0.7322 |
|
HIGH |
0.7243 |
|
0.618 |
0.7194 |
|
0.500 |
0.7179 |
|
0.382 |
0.7164 |
|
LOW |
0.7115 |
|
0.618 |
0.7036 |
|
1.000 |
0.6987 |
|
1.618 |
0.6908 |
|
2.618 |
0.6780 |
|
4.250 |
0.6571 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7179 |
0.7192 |
| PP |
0.7169 |
0.7178 |
| S1 |
0.7160 |
0.7164 |
|