CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7294 |
0.7312 |
0.0018 |
0.2% |
0.7360 |
| High |
0.7328 |
0.7327 |
-0.0001 |
0.0% |
0.7370 |
| Low |
0.7269 |
0.7242 |
-0.0027 |
-0.4% |
0.7175 |
| Close |
0.7320 |
0.7296 |
-0.0024 |
-0.3% |
0.7332 |
| Range |
0.0059 |
0.0085 |
0.0026 |
44.1% |
0.0195 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
| Volume |
404 |
341 |
-63 |
-15.6% |
2,037 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7505 |
0.7343 |
|
| R3 |
0.7458 |
0.7420 |
0.7319 |
|
| R2 |
0.7373 |
0.7373 |
0.7312 |
|
| R1 |
0.7335 |
0.7335 |
0.7304 |
0.7312 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7277 |
| S1 |
0.7250 |
0.7250 |
0.7288 |
0.7227 |
| S2 |
0.7203 |
0.7203 |
0.7280 |
|
| S3 |
0.7118 |
0.7165 |
0.7273 |
|
| S4 |
0.7033 |
0.7080 |
0.7249 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7800 |
0.7439 |
|
| R3 |
0.7682 |
0.7605 |
0.7386 |
|
| R2 |
0.7487 |
0.7487 |
0.7368 |
|
| R1 |
0.7410 |
0.7410 |
0.7350 |
0.7351 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7263 |
| S1 |
0.7215 |
0.7215 |
0.7314 |
0.7156 |
| S2 |
0.7097 |
0.7097 |
0.7296 |
|
| S3 |
0.6902 |
0.7020 |
0.7278 |
|
| S4 |
0.6707 |
0.6825 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7350 |
0.7242 |
0.0108 |
1.5% |
0.0056 |
0.8% |
50% |
False |
True |
364 |
| 10 |
0.7370 |
0.7175 |
0.0195 |
2.7% |
0.0080 |
1.1% |
62% |
False |
False |
368 |
| 20 |
0.7376 |
0.7175 |
0.0201 |
2.8% |
0.0076 |
1.0% |
60% |
False |
False |
313 |
| 40 |
0.7676 |
0.7175 |
0.0501 |
6.9% |
0.0073 |
1.0% |
24% |
False |
False |
208 |
| 60 |
0.7764 |
0.7175 |
0.0589 |
8.1% |
0.0067 |
0.9% |
21% |
False |
False |
145 |
| 80 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0056 |
0.8% |
14% |
False |
False |
109 |
| 100 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0050 |
0.7% |
14% |
False |
False |
88 |
| 120 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0047 |
0.6% |
14% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7688 |
|
2.618 |
0.7550 |
|
1.618 |
0.7465 |
|
1.000 |
0.7412 |
|
0.618 |
0.7380 |
|
HIGH |
0.7327 |
|
0.618 |
0.7295 |
|
0.500 |
0.7285 |
|
0.382 |
0.7274 |
|
LOW |
0.7242 |
|
0.618 |
0.7189 |
|
1.000 |
0.7157 |
|
1.618 |
0.7104 |
|
2.618 |
0.7019 |
|
4.250 |
0.6881 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7292 |
0.7293 |
| PP |
0.7288 |
0.7291 |
| S1 |
0.7285 |
0.7288 |
|