CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7290 |
0.7261 |
-0.0029 |
-0.4% |
0.7251 |
| High |
0.7299 |
0.7413 |
0.0114 |
1.6% |
0.7350 |
| Low |
0.7244 |
0.7247 |
0.0003 |
0.0% |
0.7218 |
| Close |
0.7253 |
0.7368 |
0.0115 |
1.6% |
0.7276 |
| Range |
0.0055 |
0.0166 |
0.0111 |
201.8% |
0.0132 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.4% |
0.0000 |
| Volume |
60,484 |
131,438 |
70,954 |
117.3% |
454,803 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7770 |
0.7459 |
|
| R3 |
0.7675 |
0.7604 |
0.7414 |
|
| R2 |
0.7509 |
0.7509 |
0.7398 |
|
| R1 |
0.7438 |
0.7438 |
0.7383 |
0.7474 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7360 |
| S1 |
0.7272 |
0.7272 |
0.7353 |
0.7308 |
| S2 |
0.7177 |
0.7177 |
0.7338 |
|
| S3 |
0.7011 |
0.7106 |
0.7322 |
|
| S4 |
0.6845 |
0.6940 |
0.7277 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7609 |
0.7349 |
|
| R3 |
0.7545 |
0.7477 |
0.7312 |
|
| R2 |
0.7413 |
0.7413 |
0.7300 |
|
| R1 |
0.7345 |
0.7345 |
0.7288 |
0.7379 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7299 |
| S1 |
0.7213 |
0.7213 |
0.7264 |
0.7247 |
| S2 |
0.7149 |
0.7149 |
0.7252 |
|
| S3 |
0.7017 |
0.7081 |
0.7240 |
|
| S4 |
0.6885 |
0.6949 |
0.7203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7218 |
0.0195 |
2.6% |
0.0098 |
1.3% |
77% |
True |
False |
95,814 |
| 10 |
0.7417 |
0.7218 |
0.0199 |
2.7% |
0.0088 |
1.2% |
75% |
False |
False |
89,810 |
| 20 |
0.7472 |
0.7218 |
0.0254 |
3.4% |
0.0089 |
1.2% |
59% |
False |
False |
84,925 |
| 40 |
0.7814 |
0.7218 |
0.0596 |
8.1% |
0.0093 |
1.3% |
25% |
False |
False |
78,605 |
| 60 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0094 |
1.3% |
17% |
False |
False |
53,444 |
| 80 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0095 |
1.3% |
17% |
False |
False |
40,125 |
| 100 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0093 |
1.3% |
17% |
False |
False |
32,113 |
| 120 |
0.8109 |
0.7218 |
0.0891 |
12.1% |
0.0082 |
1.1% |
17% |
False |
False |
26,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8119 |
|
2.618 |
0.7848 |
|
1.618 |
0.7682 |
|
1.000 |
0.7579 |
|
0.618 |
0.7516 |
|
HIGH |
0.7413 |
|
0.618 |
0.7350 |
|
0.500 |
0.7330 |
|
0.382 |
0.7310 |
|
LOW |
0.7247 |
|
0.618 |
0.7144 |
|
1.000 |
0.7081 |
|
1.618 |
0.6978 |
|
2.618 |
0.6812 |
|
4.250 |
0.6542 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7351 |
| PP |
0.7343 |
0.7333 |
| S1 |
0.7330 |
0.7316 |
|