CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7121 |
0.7165 |
0.0044 |
0.6% |
0.7299 |
| High |
0.7175 |
0.7201 |
0.0026 |
0.4% |
0.7305 |
| Low |
0.7093 |
0.7115 |
0.0022 |
0.3% |
0.7033 |
| Close |
0.7162 |
0.7161 |
-0.0001 |
0.0% |
0.7161 |
| Range |
0.0082 |
0.0086 |
0.0004 |
4.9% |
0.0272 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
90,134 |
67,107 |
-23,027 |
-25.5% |
574,450 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7375 |
0.7208 |
|
| R3 |
0.7331 |
0.7289 |
0.7185 |
|
| R2 |
0.7245 |
0.7245 |
0.7177 |
|
| R1 |
0.7203 |
0.7203 |
0.7169 |
0.7181 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7148 |
| S1 |
0.7117 |
0.7117 |
0.7153 |
0.7095 |
| S2 |
0.7073 |
0.7073 |
0.7145 |
|
| S3 |
0.6987 |
0.7031 |
0.7137 |
|
| S4 |
0.6901 |
0.6945 |
0.7114 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7844 |
0.7311 |
|
| R3 |
0.7710 |
0.7572 |
0.7236 |
|
| R2 |
0.7438 |
0.7438 |
0.7211 |
|
| R1 |
0.7300 |
0.7300 |
0.7186 |
0.7233 |
| PP |
0.7166 |
0.7166 |
0.7166 |
0.7133 |
| S1 |
0.7028 |
0.7028 |
0.7136 |
0.6961 |
| S2 |
0.6894 |
0.6894 |
0.7111 |
|
| S3 |
0.6622 |
0.6756 |
0.7086 |
|
| S4 |
0.6350 |
0.6484 |
0.7011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7305 |
0.7033 |
0.0272 |
3.8% |
0.0130 |
1.8% |
47% |
False |
False |
114,890 |
| 10 |
0.7379 |
0.7033 |
0.0346 |
4.8% |
0.0099 |
1.4% |
37% |
False |
False |
96,968 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0099 |
1.4% |
33% |
False |
False |
98,089 |
| 40 |
0.7619 |
0.7033 |
0.0586 |
8.2% |
0.0096 |
1.3% |
22% |
False |
False |
92,779 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
10.9% |
0.0095 |
1.3% |
16% |
False |
False |
82,417 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0095 |
1.3% |
12% |
False |
False |
62,211 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0095 |
1.3% |
12% |
False |
False |
49,800 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.0% |
0.0094 |
1.3% |
12% |
False |
False |
41,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7567 |
|
2.618 |
0.7426 |
|
1.618 |
0.7340 |
|
1.000 |
0.7287 |
|
0.618 |
0.7254 |
|
HIGH |
0.7201 |
|
0.618 |
0.7168 |
|
0.500 |
0.7158 |
|
0.382 |
0.7148 |
|
LOW |
0.7115 |
|
0.618 |
0.7062 |
|
1.000 |
0.7029 |
|
1.618 |
0.6976 |
|
2.618 |
0.6890 |
|
4.250 |
0.6750 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7160 |
0.7151 |
| PP |
0.7159 |
0.7142 |
| S1 |
0.7158 |
0.7132 |
|