CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7095 |
0.7089 |
-0.0006 |
-0.1% |
0.7333 |
| High |
0.7112 |
0.7142 |
0.0030 |
0.4% |
0.7341 |
| Low |
0.7032 |
0.7061 |
0.0029 |
0.4% |
0.7242 |
| Close |
0.7057 |
0.7129 |
0.0072 |
1.0% |
0.7285 |
| Range |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0099 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,015 |
1,348 |
333 |
32.8% |
1,679 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7354 |
0.7322 |
0.7174 |
|
| R3 |
0.7273 |
0.7241 |
0.7151 |
|
| R2 |
0.7192 |
0.7192 |
0.7144 |
|
| R1 |
0.7160 |
0.7160 |
0.7136 |
0.7176 |
| PP |
0.7111 |
0.7111 |
0.7111 |
0.7119 |
| S1 |
0.7079 |
0.7079 |
0.7122 |
0.7095 |
| S2 |
0.7030 |
0.7030 |
0.7114 |
|
| S3 |
0.6949 |
0.6998 |
0.7107 |
|
| S4 |
0.6868 |
0.6917 |
0.7084 |
|
|
| 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 |
0.7315 |
0.7003 |
0.0312 |
4.4% |
0.0123 |
1.7% |
40% |
False |
False |
1,316 |
| 10 |
0.7350 |
0.7003 |
0.0347 |
4.9% |
0.0090 |
1.3% |
36% |
False |
False |
840 |
| 20 |
0.7376 |
0.7003 |
0.0373 |
5.2% |
0.0091 |
1.3% |
34% |
False |
False |
571 |
| 40 |
0.7586 |
0.7003 |
0.0583 |
8.2% |
0.0080 |
1.1% |
22% |
False |
False |
369 |
| 60 |
0.7764 |
0.7003 |
0.0761 |
10.7% |
0.0075 |
1.0% |
17% |
False |
False |
254 |
| 80 |
0.8046 |
0.7003 |
0.1043 |
14.6% |
0.0061 |
0.9% |
12% |
False |
False |
191 |
| 100 |
0.8046 |
0.7003 |
0.1043 |
14.6% |
0.0055 |
0.8% |
12% |
False |
False |
154 |
| 120 |
0.8046 |
0.7003 |
0.1043 |
14.6% |
0.0051 |
0.7% |
12% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7486 |
|
2.618 |
0.7354 |
|
1.618 |
0.7273 |
|
1.000 |
0.7223 |
|
0.618 |
0.7192 |
|
HIGH |
0.7142 |
|
0.618 |
0.7111 |
|
0.500 |
0.7102 |
|
0.382 |
0.7092 |
|
LOW |
0.7061 |
|
0.618 |
0.7011 |
|
1.000 |
0.6980 |
|
1.618 |
0.6930 |
|
2.618 |
0.6849 |
|
4.250 |
0.6717 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7120 |
0.7126 |
| PP |
0.7111 |
0.7123 |
| S1 |
0.7102 |
0.7121 |
|