CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7265 |
0.7103 |
-0.0162 |
-2.2% |
0.7333 |
| High |
0.7265 |
0.7209 |
-0.0056 |
-0.8% |
0.7341 |
| Low |
0.7003 |
0.7084 |
0.0081 |
1.2% |
0.7242 |
| Close |
0.7129 |
0.7117 |
-0.0012 |
-0.2% |
0.7285 |
| Range |
0.0262 |
0.0125 |
-0.0137 |
-52.3% |
0.0099 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
2.8% |
0.0000 |
| Volume |
686 |
3,284 |
2,598 |
378.7% |
1,679 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7439 |
0.7186 |
|
| R3 |
0.7387 |
0.7314 |
0.7151 |
|
| R2 |
0.7262 |
0.7262 |
0.7140 |
|
| R1 |
0.7189 |
0.7189 |
0.7128 |
0.7226 |
| PP |
0.7137 |
0.7137 |
0.7137 |
0.7155 |
| S1 |
0.7064 |
0.7064 |
0.7106 |
0.7101 |
| S2 |
0.7012 |
0.7012 |
0.7094 |
|
| S3 |
0.6887 |
0.6939 |
0.7083 |
|
| S4 |
0.6762 |
0.6814 |
0.7048 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7535 |
0.7339 |
|
| R3 |
0.7487 |
0.7436 |
0.7312 |
|
| R2 |
0.7388 |
0.7388 |
0.7303 |
|
| R1 |
0.7337 |
0.7337 |
0.7294 |
0.7313 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7278 |
| S1 |
0.7238 |
0.7238 |
0.7276 |
0.7214 |
| S2 |
0.7190 |
0.7190 |
0.7267 |
|
| S3 |
0.7091 |
0.7139 |
0.7258 |
|
| S4 |
0.6992 |
0.7040 |
0.7231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7328 |
0.7003 |
0.0325 |
4.6% |
0.0120 |
1.7% |
35% |
False |
False |
993 |
| 10 |
0.7361 |
0.7003 |
0.0358 |
5.0% |
0.0098 |
1.4% |
32% |
False |
False |
731 |
| 20 |
0.7376 |
0.7003 |
0.0373 |
5.2% |
0.0089 |
1.2% |
31% |
False |
False |
485 |
| 40 |
0.7660 |
0.7003 |
0.0657 |
9.2% |
0.0080 |
1.1% |
17% |
False |
False |
311 |
| 60 |
0.7764 |
0.7003 |
0.0761 |
10.7% |
0.0073 |
1.0% |
15% |
False |
False |
215 |
| 80 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0060 |
0.8% |
11% |
False |
False |
162 |
| 100 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0053 |
0.7% |
11% |
False |
False |
130 |
| 120 |
0.8046 |
0.7003 |
0.1043 |
14.7% |
0.0050 |
0.7% |
11% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7536 |
|
1.618 |
0.7411 |
|
1.000 |
0.7334 |
|
0.618 |
0.7286 |
|
HIGH |
0.7209 |
|
0.618 |
0.7161 |
|
0.500 |
0.7147 |
|
0.382 |
0.7132 |
|
LOW |
0.7084 |
|
0.618 |
0.7007 |
|
1.000 |
0.6959 |
|
1.618 |
0.6882 |
|
2.618 |
0.6757 |
|
4.250 |
0.6553 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7147 |
0.7159 |
| PP |
0.7137 |
0.7145 |
| S1 |
0.7127 |
0.7131 |
|