CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7262 |
0.7338 |
0.0076 |
1.0% |
0.7240 |
| High |
0.7339 |
0.7361 |
0.0022 |
0.3% |
0.7376 |
| Low |
0.7175 |
0.7278 |
0.0103 |
1.4% |
0.7214 |
| Close |
0.7328 |
0.7316 |
-0.0012 |
-0.2% |
0.7360 |
| Range |
0.0164 |
0.0083 |
-0.0081 |
-49.4% |
0.0162 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
| Volume |
507 |
764 |
257 |
50.7% |
1,298 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7567 |
0.7525 |
0.7362 |
|
| R3 |
0.7484 |
0.7442 |
0.7339 |
|
| R2 |
0.7401 |
0.7401 |
0.7331 |
|
| R1 |
0.7359 |
0.7359 |
0.7324 |
0.7339 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7308 |
| S1 |
0.7276 |
0.7276 |
0.7308 |
0.7256 |
| S2 |
0.7235 |
0.7235 |
0.7301 |
|
| S3 |
0.7152 |
0.7193 |
0.7293 |
|
| S4 |
0.7069 |
0.7110 |
0.7270 |
|
|
| 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 |
0.7370 |
0.7175 |
0.0195 |
2.7% |
0.0104 |
1.4% |
72% |
False |
False |
372 |
| 10 |
0.7376 |
0.7175 |
0.0201 |
2.7% |
0.0093 |
1.3% |
70% |
False |
False |
302 |
| 20 |
0.7386 |
0.7175 |
0.0211 |
2.9% |
0.0077 |
1.1% |
67% |
False |
False |
247 |
| 40 |
0.7764 |
0.7175 |
0.0589 |
8.1% |
0.0075 |
1.0% |
24% |
False |
False |
169 |
| 60 |
0.7816 |
0.7175 |
0.0641 |
8.8% |
0.0063 |
0.9% |
22% |
False |
False |
115 |
| 80 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0055 |
0.7% |
16% |
False |
False |
87 |
| 100 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0048 |
0.7% |
16% |
False |
False |
70 |
| 120 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0044 |
0.6% |
16% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7578 |
|
1.618 |
0.7495 |
|
1.000 |
0.7444 |
|
0.618 |
0.7412 |
|
HIGH |
0.7361 |
|
0.618 |
0.7329 |
|
0.500 |
0.7320 |
|
0.382 |
0.7310 |
|
LOW |
0.7278 |
|
0.618 |
0.7227 |
|
1.000 |
0.7195 |
|
1.618 |
0.7144 |
|
2.618 |
0.7061 |
|
4.250 |
0.6925 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7302 |
| PP |
0.7318 |
0.7287 |
| S1 |
0.7317 |
0.7273 |
|