CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7440 |
0.7473 |
0.0033 |
0.4% |
0.7593 |
| High |
0.7619 |
0.7473 |
-0.0146 |
-1.9% |
0.7708 |
| Low |
0.7435 |
0.7370 |
-0.0065 |
-0.9% |
0.7555 |
| Close |
0.7468 |
0.7411 |
-0.0057 |
-0.8% |
0.7593 |
| Range |
0.0184 |
0.0103 |
-0.0081 |
-44.0% |
0.0153 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
139,155 |
103,649 |
-35,506 |
-25.5% |
310,258 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7672 |
0.7468 |
|
| R3 |
0.7624 |
0.7569 |
0.7439 |
|
| R2 |
0.7521 |
0.7521 |
0.7430 |
|
| R1 |
0.7466 |
0.7466 |
0.7420 |
0.7442 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7406 |
| S1 |
0.7363 |
0.7363 |
0.7402 |
0.7339 |
| S2 |
0.7315 |
0.7315 |
0.7392 |
|
| S3 |
0.7212 |
0.7260 |
0.7383 |
|
| S4 |
0.7109 |
0.7157 |
0.7354 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.7988 |
0.7677 |
|
| R3 |
0.7925 |
0.7835 |
0.7635 |
|
| R2 |
0.7772 |
0.7772 |
0.7621 |
|
| R1 |
0.7682 |
0.7682 |
0.7607 |
0.7670 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7612 |
| S1 |
0.7529 |
0.7529 |
0.7579 |
0.7517 |
| S2 |
0.7466 |
0.7466 |
0.7565 |
|
| S3 |
0.7313 |
0.7376 |
0.7551 |
|
| S4 |
0.7160 |
0.7223 |
0.7509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7708 |
0.7370 |
0.0338 |
4.6% |
0.0104 |
1.4% |
12% |
False |
True |
93,255 |
| 10 |
0.7737 |
0.7370 |
0.0367 |
5.0% |
0.0097 |
1.3% |
11% |
False |
True |
83,071 |
| 20 |
0.7814 |
0.7370 |
0.0444 |
6.0% |
0.0097 |
1.3% |
9% |
False |
True |
72,284 |
| 40 |
0.8109 |
0.7370 |
0.0739 |
10.0% |
0.0097 |
1.3% |
6% |
False |
True |
37,704 |
| 60 |
0.8109 |
0.7370 |
0.0739 |
10.0% |
0.0097 |
1.3% |
6% |
False |
True |
25,192 |
| 80 |
0.8109 |
0.7370 |
0.0739 |
10.0% |
0.0095 |
1.3% |
6% |
False |
True |
18,910 |
| 100 |
0.8109 |
0.7370 |
0.0739 |
10.0% |
0.0081 |
1.1% |
6% |
False |
True |
15,130 |
| 120 |
0.8138 |
0.7370 |
0.0768 |
10.4% |
0.0071 |
1.0% |
5% |
False |
True |
12,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7743 |
|
1.618 |
0.7640 |
|
1.000 |
0.7576 |
|
0.618 |
0.7537 |
|
HIGH |
0.7473 |
|
0.618 |
0.7434 |
|
0.500 |
0.7422 |
|
0.382 |
0.7409 |
|
LOW |
0.7370 |
|
0.618 |
0.7306 |
|
1.000 |
0.7267 |
|
1.618 |
0.7203 |
|
2.618 |
0.7100 |
|
4.250 |
0.6932 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7499 |
| PP |
0.7418 |
0.7469 |
| S1 |
0.7415 |
0.7440 |
|