CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7165 |
0.7159 |
-0.0006 |
-0.1% |
0.7299 |
| High |
0.7201 |
0.7160 |
-0.0041 |
-0.6% |
0.7305 |
| Low |
0.7115 |
0.7076 |
-0.0039 |
-0.5% |
0.7033 |
| Close |
0.7161 |
0.7118 |
-0.0043 |
-0.6% |
0.7161 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0272 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
67,107 |
61,664 |
-5,443 |
-8.1% |
574,450 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7328 |
0.7164 |
|
| R3 |
0.7286 |
0.7244 |
0.7141 |
|
| R2 |
0.7202 |
0.7202 |
0.7133 |
|
| R1 |
0.7160 |
0.7160 |
0.7126 |
0.7139 |
| PP |
0.7118 |
0.7118 |
0.7118 |
0.7108 |
| S1 |
0.7076 |
0.7076 |
0.7110 |
0.7055 |
| S2 |
0.7034 |
0.7034 |
0.7103 |
|
| S3 |
0.6950 |
0.6992 |
0.7095 |
|
| S4 |
0.6866 |
0.6908 |
0.7072 |
|
|
| 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 |
0.7243 |
0.7063 |
0.0180 |
2.5% |
0.0093 |
1.3% |
31% |
False |
False |
92,898 |
| 10 |
0.7376 |
0.7033 |
0.0343 |
4.8% |
0.0103 |
1.4% |
25% |
False |
False |
97,925 |
| 20 |
0.7426 |
0.7033 |
0.0393 |
5.5% |
0.0100 |
1.4% |
22% |
False |
False |
98,148 |
| 40 |
0.7473 |
0.7033 |
0.0440 |
6.2% |
0.0093 |
1.3% |
19% |
False |
False |
90,842 |
| 60 |
0.7814 |
0.7033 |
0.0781 |
11.0% |
0.0094 |
1.3% |
11% |
False |
False |
83,354 |
| 80 |
0.8109 |
0.7033 |
0.1076 |
15.1% |
0.0095 |
1.3% |
8% |
False |
False |
62,979 |
| 100 |
0.8109 |
0.7033 |
0.1076 |
15.1% |
0.0095 |
1.3% |
8% |
False |
False |
50,416 |
| 120 |
0.8109 |
0.7033 |
0.1076 |
15.1% |
0.0094 |
1.3% |
8% |
False |
False |
42,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7517 |
|
2.618 |
0.7380 |
|
1.618 |
0.7296 |
|
1.000 |
0.7244 |
|
0.618 |
0.7212 |
|
HIGH |
0.7160 |
|
0.618 |
0.7128 |
|
0.500 |
0.7118 |
|
0.382 |
0.7108 |
|
LOW |
0.7076 |
|
0.618 |
0.7024 |
|
1.000 |
0.6992 |
|
1.618 |
0.6940 |
|
2.618 |
0.6856 |
|
4.250 |
0.6719 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7118 |
0.7139 |
| PP |
0.7118 |
0.7132 |
| S1 |
0.7118 |
0.7125 |
|