CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7103 |
0.7095 |
-0.0008 |
-0.1% |
0.7333 |
| High |
0.7209 |
0.7112 |
-0.0097 |
-1.3% |
0.7341 |
| Low |
0.7084 |
0.7032 |
-0.0052 |
-0.7% |
0.7242 |
| Close |
0.7117 |
0.7057 |
-0.0060 |
-0.8% |
0.7285 |
| Range |
0.0125 |
0.0080 |
-0.0045 |
-36.0% |
0.0099 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3,284 |
1,015 |
-2,269 |
-69.1% |
1,679 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7307 |
0.7262 |
0.7101 |
|
| R3 |
0.7227 |
0.7182 |
0.7079 |
|
| R2 |
0.7147 |
0.7147 |
0.7072 |
|
| R1 |
0.7102 |
0.7102 |
0.7064 |
0.7085 |
| PP |
0.7067 |
0.7067 |
0.7067 |
0.7058 |
| S1 |
0.7022 |
0.7022 |
0.7050 |
0.7005 |
| S2 |
0.6987 |
0.6987 |
0.7042 |
|
| S3 |
0.6907 |
0.6942 |
0.7035 |
|
| S4 |
0.6827 |
0.6862 |
0.7013 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7535 |
0.7339 |
|
| R3 |
0.7487 |
0.7436 |
0.7312 |
|
| R2 |
0.7388 |
0.7388 |
0.7303 |
|
| R1 |
0.7337 |
0.7337 |
0.7294 |
0.7313 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7278 |
| S1 |
0.7238 |
0.7238 |
0.7276 |
0.7214 |
| S2 |
0.7190 |
0.7190 |
0.7267 |
|
| S3 |
0.7091 |
0.7139 |
0.7258 |
|
| S4 |
0.6992 |
0.7040 |
0.7231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7003 |
0.0324 |
4.6% |
0.0124 |
1.8% |
17% |
False |
False |
1,115 |
| 10 |
0.7361 |
0.7003 |
0.0358 |
5.1% |
0.0090 |
1.3% |
15% |
False |
False |
782 |
| 20 |
0.7376 |
0.7003 |
0.0373 |
5.3% |
0.0090 |
1.3% |
14% |
False |
False |
510 |
| 40 |
0.7660 |
0.7003 |
0.0657 |
9.3% |
0.0080 |
1.1% |
8% |
False |
False |
336 |
| 60 |
0.7764 |
0.7003 |
0.0761 |
10.8% |
0.0074 |
1.0% |
7% |
False |
False |
232 |
| 80 |
0.8046 |
0.7003 |
0.1043 |
14.8% |
0.0061 |
0.9% |
5% |
False |
False |
174 |
| 100 |
0.8046 |
0.7003 |
0.1043 |
14.8% |
0.0054 |
0.8% |
5% |
False |
False |
140 |
| 120 |
0.8046 |
0.7003 |
0.1043 |
14.8% |
0.0051 |
0.7% |
5% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7452 |
|
2.618 |
0.7321 |
|
1.618 |
0.7241 |
|
1.000 |
0.7192 |
|
0.618 |
0.7161 |
|
HIGH |
0.7112 |
|
0.618 |
0.7081 |
|
0.500 |
0.7072 |
|
0.382 |
0.7063 |
|
LOW |
0.7032 |
|
0.618 |
0.6983 |
|
1.000 |
0.6952 |
|
1.618 |
0.6903 |
|
2.618 |
0.6823 |
|
4.250 |
0.6692 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7072 |
0.7134 |
| PP |
0.7067 |
0.7108 |
| S1 |
0.7062 |
0.7083 |
|