CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7359 |
0.7262 |
-0.0097 |
-1.3% |
0.7240 |
High |
0.7370 |
0.7339 |
-0.0031 |
-0.4% |
0.7376 |
Low |
0.7237 |
0.7175 |
-0.0062 |
-0.9% |
0.7214 |
Close |
0.7243 |
0.7328 |
0.0085 |
1.2% |
0.7360 |
Range |
0.0133 |
0.0164 |
0.0031 |
23.3% |
0.0162 |
ATR |
0.0076 |
0.0083 |
0.0006 |
8.2% |
0.0000 |
Volume |
193 |
507 |
314 |
162.7% |
1,298 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7773 |
0.7714 |
0.7418 |
|
R3 |
0.7609 |
0.7550 |
0.7373 |
|
R2 |
0.7445 |
0.7445 |
0.7358 |
|
R1 |
0.7386 |
0.7386 |
0.7343 |
0.7416 |
PP |
0.7281 |
0.7281 |
0.7281 |
0.7295 |
S1 |
0.7222 |
0.7222 |
0.7313 |
0.7252 |
S2 |
0.7117 |
0.7117 |
0.7298 |
|
S3 |
0.6953 |
0.7058 |
0.7283 |
|
S4 |
0.6789 |
0.6894 |
0.7238 |
|
|
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% |
0.0099 |
1.3% |
78% |
False |
True |
257 |
10 |
0.7376 |
0.7175 |
0.0201 |
2.7% |
0.0090 |
1.2% |
76% |
False |
True |
238 |
20 |
0.7386 |
0.7175 |
0.0211 |
2.9% |
0.0077 |
1.0% |
73% |
False |
True |
225 |
40 |
0.7764 |
0.7175 |
0.0589 |
8.0% |
0.0075 |
1.0% |
26% |
False |
True |
150 |
60 |
0.7830 |
0.7175 |
0.0655 |
8.9% |
0.0062 |
0.8% |
23% |
False |
True |
102 |
80 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0054 |
0.7% |
18% |
False |
True |
77 |
100 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0049 |
0.7% |
18% |
False |
True |
63 |
120 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0044 |
0.6% |
18% |
False |
True |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8036 |
2.618 |
0.7768 |
1.618 |
0.7604 |
1.000 |
0.7503 |
0.618 |
0.7440 |
HIGH |
0.7339 |
0.618 |
0.7276 |
0.500 |
0.7257 |
0.382 |
0.7238 |
LOW |
0.7175 |
0.618 |
0.7074 |
1.000 |
0.7011 |
1.618 |
0.6910 |
2.618 |
0.6746 |
4.250 |
0.6478 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7304 |
0.7310 |
PP |
0.7281 |
0.7291 |
S1 |
0.7257 |
0.7273 |
|