CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7139 |
0.7133 |
-0.0006 |
-0.1% |
0.7265 |
| High |
0.7167 |
0.7133 |
-0.0034 |
-0.5% |
0.7265 |
| Low |
0.7083 |
0.7045 |
-0.0038 |
-0.5% |
0.7003 |
| Close |
0.7128 |
0.7086 |
-0.0042 |
-0.6% |
0.7128 |
| Range |
0.0084 |
0.0088 |
0.0004 |
4.8% |
0.0262 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,174 |
2,772 |
1,598 |
136.1% |
7,507 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7307 |
0.7134 |
|
| R3 |
0.7264 |
0.7219 |
0.7110 |
|
| R2 |
0.7176 |
0.7176 |
0.7102 |
|
| R1 |
0.7131 |
0.7131 |
0.7094 |
0.7110 |
| PP |
0.7088 |
0.7088 |
0.7088 |
0.7077 |
| S1 |
0.7043 |
0.7043 |
0.7078 |
0.7022 |
| S2 |
0.7000 |
0.7000 |
0.7070 |
|
| S3 |
0.6912 |
0.6955 |
0.7062 |
|
| S4 |
0.6824 |
0.6867 |
0.7038 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7785 |
0.7272 |
|
| R3 |
0.7656 |
0.7523 |
0.7200 |
|
| R2 |
0.7394 |
0.7394 |
0.7176 |
|
| R1 |
0.7261 |
0.7261 |
0.7152 |
0.7197 |
| PP |
0.7132 |
0.7132 |
0.7132 |
0.7100 |
| S1 |
0.6999 |
0.6999 |
0.7104 |
0.6935 |
| S2 |
0.6870 |
0.6870 |
0.7080 |
|
| S3 |
0.6608 |
0.6737 |
0.7056 |
|
| S4 |
0.6346 |
0.6475 |
0.6984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7209 |
0.7032 |
0.0177 |
2.5% |
0.0092 |
1.3% |
31% |
False |
False |
1,918 |
| 10 |
0.7334 |
0.7003 |
0.0331 |
4.7% |
0.0099 |
1.4% |
25% |
False |
False |
1,138 |
| 20 |
0.7376 |
0.7003 |
0.0373 |
5.3% |
0.0092 |
1.3% |
22% |
False |
False |
753 |
| 40 |
0.7436 |
0.7003 |
0.0433 |
6.1% |
0.0081 |
1.1% |
19% |
False |
False |
466 |
| 60 |
0.7764 |
0.7003 |
0.0761 |
10.7% |
0.0075 |
1.1% |
11% |
False |
False |
320 |
| 80 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0063 |
0.9% |
8% |
False |
False |
240 |
| 100 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0056 |
0.8% |
8% |
False |
False |
193 |
| 120 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0052 |
0.7% |
8% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7363 |
|
1.618 |
0.7275 |
|
1.000 |
0.7221 |
|
0.618 |
0.7187 |
|
HIGH |
0.7133 |
|
0.618 |
0.7099 |
|
0.500 |
0.7089 |
|
0.382 |
0.7079 |
|
LOW |
0.7045 |
|
0.618 |
0.6991 |
|
1.000 |
0.6957 |
|
1.618 |
0.6903 |
|
2.618 |
0.6815 |
|
4.250 |
0.6671 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7089 |
0.7106 |
| PP |
0.7088 |
0.7099 |
| S1 |
0.7087 |
0.7093 |
|