CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7326 |
-0.0007 |
-0.1% |
0.7360 |
| High |
0.7341 |
0.7334 |
-0.0007 |
-0.1% |
0.7370 |
| Low |
0.7300 |
0.7276 |
-0.0024 |
-0.3% |
0.7175 |
| Close |
0.7335 |
0.7294 |
-0.0041 |
-0.6% |
0.7332 |
| Range |
0.0041 |
0.0058 |
0.0017 |
41.5% |
0.0195 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
572 |
112 |
-460 |
-80.4% |
2,037 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7443 |
0.7326 |
|
| R3 |
0.7417 |
0.7385 |
0.7310 |
|
| R2 |
0.7359 |
0.7359 |
0.7305 |
|
| R1 |
0.7327 |
0.7327 |
0.7299 |
0.7314 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7295 |
| S1 |
0.7269 |
0.7269 |
0.7289 |
0.7256 |
| S2 |
0.7243 |
0.7243 |
0.7283 |
|
| S3 |
0.7185 |
0.7211 |
0.7278 |
|
| S4 |
0.7127 |
0.7153 |
0.7262 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7800 |
0.7439 |
|
| R3 |
0.7682 |
0.7605 |
0.7386 |
|
| R2 |
0.7487 |
0.7487 |
0.7368 |
|
| R1 |
0.7410 |
0.7410 |
0.7350 |
0.7351 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7263 |
| S1 |
0.7215 |
0.7215 |
0.7314 |
0.7156 |
| S2 |
0.7097 |
0.7097 |
0.7296 |
|
| S3 |
0.6902 |
0.7020 |
0.7278 |
|
| S4 |
0.6707 |
0.6825 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7361 |
0.7175 |
0.0186 |
2.6% |
0.0077 |
1.1% |
64% |
False |
False |
469 |
| 10 |
0.7370 |
0.7175 |
0.0195 |
2.7% |
0.0075 |
1.0% |
61% |
False |
False |
364 |
| 20 |
0.7376 |
0.7175 |
0.0201 |
2.8% |
0.0075 |
1.0% |
59% |
False |
False |
282 |
| 40 |
0.7698 |
0.7175 |
0.0523 |
7.2% |
0.0073 |
1.0% |
23% |
False |
False |
191 |
| 60 |
0.7764 |
0.7175 |
0.0589 |
8.1% |
0.0065 |
0.9% |
20% |
False |
False |
132 |
| 80 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0056 |
0.8% |
14% |
False |
False |
100 |
| 100 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0049 |
0.7% |
14% |
False |
False |
81 |
| 120 |
0.8046 |
0.7175 |
0.0871 |
11.9% |
0.0045 |
0.6% |
14% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7486 |
|
1.618 |
0.7428 |
|
1.000 |
0.7392 |
|
0.618 |
0.7370 |
|
HIGH |
0.7334 |
|
0.618 |
0.7312 |
|
0.500 |
0.7305 |
|
0.382 |
0.7298 |
|
LOW |
0.7276 |
|
0.618 |
0.7240 |
|
1.000 |
0.7218 |
|
1.618 |
0.7182 |
|
2.618 |
0.7124 |
|
4.250 |
0.7030 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7305 |
0.7313 |
| PP |
0.7301 |
0.7307 |
| S1 |
0.7298 |
0.7300 |
|