CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7303 |
0.7303 |
0.0000 |
0.0% |
0.7240 |
| High |
0.7326 |
0.7365 |
0.0039 |
0.5% |
0.7376 |
| Low |
0.7267 |
0.7288 |
0.0021 |
0.3% |
0.7214 |
| Close |
0.7289 |
0.7360 |
0.0071 |
1.0% |
0.7360 |
| Range |
0.0059 |
0.0077 |
0.0018 |
30.5% |
0.0162 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
186 |
221 |
35 |
18.8% |
1,298 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7541 |
0.7402 |
|
| R3 |
0.7492 |
0.7464 |
0.7381 |
|
| R2 |
0.7415 |
0.7415 |
0.7374 |
|
| R1 |
0.7387 |
0.7387 |
0.7367 |
0.7401 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7345 |
| S1 |
0.7310 |
0.7310 |
0.7353 |
0.7324 |
| S2 |
0.7261 |
0.7261 |
0.7346 |
|
| S3 |
0.7184 |
0.7233 |
0.7339 |
|
| S4 |
0.7107 |
0.7156 |
0.7318 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7743 |
0.7449 |
|
| R3 |
0.7641 |
0.7581 |
0.7405 |
|
| R2 |
0.7479 |
0.7479 |
0.7390 |
|
| R1 |
0.7419 |
0.7419 |
0.7375 |
0.7449 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7332 |
| S1 |
0.7257 |
0.7257 |
0.7345 |
0.7287 |
| S2 |
0.7155 |
0.7155 |
0.7330 |
|
| S3 |
0.6993 |
0.7095 |
0.7315 |
|
| S4 |
0.6831 |
0.6933 |
0.7271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7376 |
0.7214 |
0.0162 |
2.2% |
0.0073 |
1.0% |
90% |
False |
False |
259 |
| 10 |
0.7376 |
0.7189 |
0.0187 |
2.5% |
0.0072 |
1.0% |
91% |
False |
False |
276 |
| 20 |
0.7422 |
0.7189 |
0.0233 |
3.2% |
0.0072 |
1.0% |
73% |
False |
False |
218 |
| 40 |
0.7764 |
0.7189 |
0.0575 |
7.8% |
0.0069 |
0.9% |
30% |
False |
False |
128 |
| 60 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0057 |
0.8% |
20% |
False |
False |
87 |
| 80 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0050 |
0.7% |
20% |
False |
False |
66 |
| 100 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0046 |
0.6% |
20% |
False |
False |
54 |
| 120 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0041 |
0.6% |
20% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7567 |
|
1.618 |
0.7490 |
|
1.000 |
0.7442 |
|
0.618 |
0.7413 |
|
HIGH |
0.7365 |
|
0.618 |
0.7336 |
|
0.500 |
0.7327 |
|
0.382 |
0.7317 |
|
LOW |
0.7288 |
|
0.618 |
0.7240 |
|
1.000 |
0.7211 |
|
1.618 |
0.7163 |
|
2.618 |
0.7086 |
|
4.250 |
0.6961 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7345 |
| PP |
0.7338 |
0.7331 |
| S1 |
0.7327 |
0.7316 |
|