CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7134 |
0.7121 |
-0.0013 |
-0.2% |
0.7366 |
| High |
0.7147 |
0.7175 |
0.0028 |
0.4% |
0.7379 |
| Low |
0.7063 |
0.7093 |
0.0030 |
0.4% |
0.7276 |
| Close |
0.7090 |
0.7162 |
0.0072 |
1.0% |
0.7319 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0103 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
114,914 |
90,134 |
-24,780 |
-21.6% |
395,236 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7358 |
0.7207 |
|
| R3 |
0.7307 |
0.7276 |
0.7185 |
|
| R2 |
0.7225 |
0.7225 |
0.7177 |
|
| R1 |
0.7194 |
0.7194 |
0.7170 |
0.7210 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7151 |
| S1 |
0.7112 |
0.7112 |
0.7154 |
0.7128 |
| S2 |
0.7061 |
0.7061 |
0.7147 |
|
| S3 |
0.6979 |
0.7030 |
0.7139 |
|
| S4 |
0.6897 |
0.6948 |
0.7117 |
|
|
| 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 |
0.7351 |
0.7033 |
0.0318 |
4.4% |
0.0128 |
1.8% |
41% |
False |
False |
120,427 |
| 10 |
0.7386 |
0.7033 |
0.0353 |
4.9% |
0.0095 |
1.3% |
37% |
False |
False |
96,978 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0101 |
1.4% |
33% |
False |
False |
101,034 |
| 40 |
0.7627 |
0.7033 |
0.0594 |
8.3% |
0.0095 |
1.3% |
22% |
False |
False |
93,117 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
10.9% |
0.0096 |
1.3% |
17% |
False |
False |
81,420 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0096 |
1.3% |
12% |
False |
False |
61,376 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0095 |
1.3% |
12% |
False |
False |
49,131 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0093 |
1.3% |
12% |
False |
False |
40,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7390 |
|
1.618 |
0.7308 |
|
1.000 |
0.7257 |
|
0.618 |
0.7226 |
|
HIGH |
0.7175 |
|
0.618 |
0.7144 |
|
0.500 |
0.7134 |
|
0.382 |
0.7124 |
|
LOW |
0.7093 |
|
0.618 |
0.7042 |
|
1.000 |
0.7011 |
|
1.618 |
0.6960 |
|
2.618 |
0.6878 |
|
4.250 |
0.6745 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7159 |
| PP |
0.7143 |
0.7156 |
| S1 |
0.7134 |
0.7153 |
|