CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7426 |
0.0051 |
0.7% |
0.7440 |
| High |
0.7453 |
0.7464 |
0.0011 |
0.1% |
0.7619 |
| Low |
0.7363 |
0.7328 |
-0.0035 |
-0.5% |
0.7345 |
| Close |
0.7423 |
0.7346 |
-0.0077 |
-1.0% |
0.7411 |
| Range |
0.0090 |
0.0136 |
0.0046 |
51.1% |
0.0274 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.9% |
0.0000 |
| Volume |
67,873 |
97,610 |
29,737 |
43.8% |
531,717 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7703 |
0.7421 |
|
| R3 |
0.7651 |
0.7567 |
0.7383 |
|
| R2 |
0.7515 |
0.7515 |
0.7371 |
|
| R1 |
0.7431 |
0.7431 |
0.7358 |
0.7405 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7367 |
| S1 |
0.7295 |
0.7295 |
0.7334 |
0.7269 |
| S2 |
0.7243 |
0.7243 |
0.7321 |
|
| S3 |
0.7107 |
0.7159 |
0.7309 |
|
| S4 |
0.6971 |
0.7023 |
0.7271 |
|
|
| 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 |
0.7328 |
0.0144 |
2.0% |
0.0100 |
1.4% |
13% |
False |
True |
85,272 |
| 10 |
0.7708 |
0.7328 |
0.0380 |
5.2% |
0.0104 |
1.4% |
5% |
False |
True |
92,257 |
| 20 |
0.7814 |
0.7328 |
0.0486 |
6.6% |
0.0099 |
1.3% |
4% |
False |
True |
82,919 |
| 40 |
0.7956 |
0.7328 |
0.0628 |
8.5% |
0.0097 |
1.3% |
3% |
False |
True |
51,041 |
| 60 |
0.8109 |
0.7328 |
0.0781 |
10.6% |
0.0097 |
1.3% |
2% |
False |
True |
34,098 |
| 80 |
0.8109 |
0.7328 |
0.0781 |
10.6% |
0.0093 |
1.3% |
2% |
False |
True |
25,594 |
| 100 |
0.8109 |
0.7328 |
0.0781 |
10.6% |
0.0086 |
1.2% |
2% |
False |
True |
20,479 |
| 120 |
0.8109 |
0.7328 |
0.0781 |
10.6% |
0.0074 |
1.0% |
2% |
False |
True |
17,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8042 |
|
2.618 |
0.7820 |
|
1.618 |
0.7684 |
|
1.000 |
0.7600 |
|
0.618 |
0.7548 |
|
HIGH |
0.7464 |
|
0.618 |
0.7412 |
|
0.500 |
0.7396 |
|
0.382 |
0.7380 |
|
LOW |
0.7328 |
|
0.618 |
0.7244 |
|
1.000 |
0.7192 |
|
1.618 |
0.7108 |
|
2.618 |
0.6972 |
|
4.250 |
0.6750 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7396 |
0.7396 |
| PP |
0.7379 |
0.7379 |
| S1 |
0.7363 |
0.7363 |
|