CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7303 |
0.7360 |
0.0057 |
0.8% |
0.7240 |
| High |
0.7365 |
0.7368 |
0.0003 |
0.0% |
0.7376 |
| Low |
0.7288 |
0.7307 |
0.0019 |
0.3% |
0.7214 |
| Close |
0.7360 |
0.7359 |
-0.0001 |
0.0% |
0.7360 |
| Range |
0.0077 |
0.0061 |
-0.0016 |
-20.8% |
0.0162 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
221 |
179 |
-42 |
-19.0% |
1,298 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7504 |
0.7393 |
|
| R3 |
0.7467 |
0.7443 |
0.7376 |
|
| R2 |
0.7406 |
0.7406 |
0.7370 |
|
| R1 |
0.7382 |
0.7382 |
0.7365 |
0.7364 |
| PP |
0.7345 |
0.7345 |
0.7345 |
0.7335 |
| S1 |
0.7321 |
0.7321 |
0.7353 |
0.7303 |
| S2 |
0.7284 |
0.7284 |
0.7348 |
|
| S3 |
0.7223 |
0.7260 |
0.7342 |
|
| S4 |
0.7162 |
0.7199 |
0.7325 |
|
|
| 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 |
0.7376 |
0.7216 |
0.0160 |
2.2% |
0.0079 |
1.1% |
89% |
False |
False |
249 |
| 10 |
0.7376 |
0.7189 |
0.0187 |
2.5% |
0.0073 |
1.0% |
91% |
False |
False |
248 |
| 20 |
0.7422 |
0.7189 |
0.0233 |
3.2% |
0.0072 |
1.0% |
73% |
False |
False |
213 |
| 40 |
0.7764 |
0.7189 |
0.0575 |
7.8% |
0.0069 |
0.9% |
30% |
False |
False |
133 |
| 60 |
0.7959 |
0.7189 |
0.0770 |
10.5% |
0.0057 |
0.8% |
22% |
False |
False |
90 |
| 80 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0050 |
0.7% |
20% |
False |
False |
68 |
| 100 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0046 |
0.6% |
20% |
False |
False |
56 |
| 120 |
0.8046 |
0.7189 |
0.0857 |
11.6% |
0.0041 |
0.6% |
20% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7627 |
|
2.618 |
0.7528 |
|
1.618 |
0.7467 |
|
1.000 |
0.7429 |
|
0.618 |
0.7406 |
|
HIGH |
0.7368 |
|
0.618 |
0.7345 |
|
0.500 |
0.7338 |
|
0.382 |
0.7330 |
|
LOW |
0.7307 |
|
0.618 |
0.7269 |
|
1.000 |
0.7246 |
|
1.618 |
0.7208 |
|
2.618 |
0.7147 |
|
4.250 |
0.7048 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7352 |
0.7345 |
| PP |
0.7345 |
0.7331 |
| S1 |
0.7338 |
0.7318 |
|