CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7135 |
0.7134 |
-0.0001 |
0.0% |
0.7366 |
| High |
0.7243 |
0.7147 |
-0.0096 |
-1.3% |
0.7379 |
| Low |
0.7115 |
0.7063 |
-0.0052 |
-0.7% |
0.7276 |
| Close |
0.7150 |
0.7090 |
-0.0060 |
-0.8% |
0.7319 |
| Range |
0.0128 |
0.0084 |
-0.0044 |
-34.4% |
0.0103 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
130,671 |
114,914 |
-15,757 |
-12.1% |
395,236 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7305 |
0.7136 |
|
| R3 |
0.7268 |
0.7221 |
0.7113 |
|
| R2 |
0.7184 |
0.7184 |
0.7105 |
|
| R1 |
0.7137 |
0.7137 |
0.7098 |
0.7119 |
| PP |
0.7100 |
0.7100 |
0.7100 |
0.7091 |
| S1 |
0.7053 |
0.7053 |
0.7082 |
0.7035 |
| S2 |
0.7016 |
0.7016 |
0.7075 |
|
| S3 |
0.6932 |
0.6969 |
0.7067 |
|
| S4 |
0.6848 |
0.6885 |
0.7044 |
|
|
| 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 |
0.7365 |
0.7033 |
0.0332 |
4.7% |
0.0129 |
1.8% |
17% |
False |
False |
119,459 |
| 10 |
0.7398 |
0.7033 |
0.0365 |
5.1% |
0.0095 |
1.3% |
16% |
False |
False |
96,712 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0100 |
1.4% |
15% |
False |
False |
100,657 |
| 40 |
0.7708 |
0.7033 |
0.0675 |
9.5% |
0.0096 |
1.3% |
8% |
False |
False |
92,469 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
11.0% |
0.0096 |
1.3% |
7% |
False |
False |
80,024 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.2% |
0.0097 |
1.4% |
5% |
False |
False |
60,250 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.2% |
0.0095 |
1.3% |
5% |
False |
False |
48,230 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.2% |
0.0093 |
1.3% |
5% |
False |
False |
40,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7367 |
|
1.618 |
0.7283 |
|
1.000 |
0.7231 |
|
0.618 |
0.7199 |
|
HIGH |
0.7147 |
|
0.618 |
0.7115 |
|
0.500 |
0.7105 |
|
0.382 |
0.7095 |
|
LOW |
0.7063 |
|
0.618 |
0.7011 |
|
1.000 |
0.6979 |
|
1.618 |
0.6927 |
|
2.618 |
0.6843 |
|
4.250 |
0.6706 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7169 |
| PP |
0.7100 |
0.7143 |
| S1 |
0.7095 |
0.7116 |
|