CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7375 |
-0.0022 |
-0.3% |
0.7440 |
| High |
0.7443 |
0.7453 |
0.0010 |
0.1% |
0.7619 |
| Low |
0.7358 |
0.7363 |
0.0005 |
0.1% |
0.7345 |
| Close |
0.7381 |
0.7423 |
0.0042 |
0.6% |
0.7411 |
| Range |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0274 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
80,528 |
67,873 |
-12,655 |
-15.7% |
531,717 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7643 |
0.7473 |
|
| R3 |
0.7593 |
0.7553 |
0.7448 |
|
| R2 |
0.7503 |
0.7503 |
0.7440 |
|
| R1 |
0.7463 |
0.7463 |
0.7431 |
0.7483 |
| PP |
0.7413 |
0.7413 |
0.7413 |
0.7423 |
| S1 |
0.7373 |
0.7373 |
0.7415 |
0.7393 |
| S2 |
0.7323 |
0.7323 |
0.7407 |
|
| S3 |
0.7233 |
0.7283 |
0.7398 |
|
| S4 |
0.7143 |
0.7193 |
0.7374 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8280 |
0.8120 |
0.7562 |
|
| R3 |
0.8006 |
0.7846 |
0.7486 |
|
| R2 |
0.7732 |
0.7732 |
0.7461 |
|
| R1 |
0.7572 |
0.7572 |
0.7436 |
0.7515 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7430 |
| S1 |
0.7298 |
0.7298 |
0.7386 |
0.7241 |
| S2 |
0.7184 |
0.7184 |
0.7361 |
|
| S3 |
0.6910 |
0.7024 |
0.7336 |
|
| S4 |
0.6636 |
0.6750 |
0.7260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7472 |
0.7345 |
0.0127 |
1.7% |
0.0090 |
1.2% |
61% |
False |
False |
87,462 |
| 10 |
0.7708 |
0.7345 |
0.0363 |
4.9% |
0.0097 |
1.3% |
21% |
False |
False |
90,359 |
| 20 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0095 |
1.3% |
17% |
False |
False |
80,761 |
| 40 |
0.7995 |
0.7345 |
0.0650 |
8.8% |
0.0095 |
1.3% |
12% |
False |
False |
48,606 |
| 60 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0096 |
1.3% |
10% |
False |
False |
32,472 |
| 80 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0092 |
1.2% |
10% |
False |
False |
24,375 |
| 100 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0085 |
1.1% |
10% |
False |
False |
19,503 |
| 120 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0073 |
1.0% |
10% |
False |
False |
16,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7836 |
|
2.618 |
0.7689 |
|
1.618 |
0.7599 |
|
1.000 |
0.7543 |
|
0.618 |
0.7509 |
|
HIGH |
0.7453 |
|
0.618 |
0.7419 |
|
0.500 |
0.7408 |
|
0.382 |
0.7397 |
|
LOW |
0.7363 |
|
0.618 |
0.7307 |
|
1.000 |
0.7273 |
|
1.618 |
0.7217 |
|
2.618 |
0.7127 |
|
4.250 |
0.6981 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7420 |
| PP |
0.7413 |
0.7418 |
| S1 |
0.7408 |
0.7415 |
|