CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7347 |
-0.0005 |
-0.1% |
0.7397 |
| High |
0.7375 |
0.7427 |
0.0052 |
0.7% |
0.7464 |
| Low |
0.7305 |
0.7319 |
0.0014 |
0.2% |
0.7326 |
| Close |
0.7351 |
0.7402 |
0.0051 |
0.7% |
0.7355 |
| Range |
0.0070 |
0.0108 |
0.0038 |
54.3% |
0.0138 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0000 |
| Volume |
67,086 |
82,585 |
15,499 |
23.1% |
361,824 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7707 |
0.7662 |
0.7461 |
|
| R3 |
0.7599 |
0.7554 |
0.7432 |
|
| R2 |
0.7491 |
0.7491 |
0.7422 |
|
| R1 |
0.7446 |
0.7446 |
0.7412 |
0.7469 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7394 |
| S1 |
0.7338 |
0.7338 |
0.7392 |
0.7361 |
| S2 |
0.7275 |
0.7275 |
0.7382 |
|
| S3 |
0.7167 |
0.7230 |
0.7372 |
|
| S4 |
0.7059 |
0.7122 |
0.7343 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7796 |
0.7713 |
0.7431 |
|
| R3 |
0.7658 |
0.7575 |
0.7393 |
|
| R2 |
0.7520 |
0.7520 |
0.7380 |
|
| R1 |
0.7437 |
0.7437 |
0.7368 |
0.7410 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7368 |
| S1 |
0.7299 |
0.7299 |
0.7342 |
0.7272 |
| S2 |
0.7244 |
0.7244 |
0.7330 |
|
| S3 |
0.7106 |
0.7161 |
0.7317 |
|
| S4 |
0.6968 |
0.7023 |
0.7279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7464 |
0.7305 |
0.0159 |
2.1% |
0.0091 |
1.2% |
61% |
False |
False |
72,618 |
| 10 |
0.7472 |
0.7305 |
0.0167 |
2.3% |
0.0090 |
1.2% |
58% |
False |
False |
80,040 |
| 20 |
0.7737 |
0.7305 |
0.0432 |
5.8% |
0.0094 |
1.3% |
22% |
False |
False |
81,556 |
| 40 |
0.7814 |
0.7305 |
0.0509 |
6.9% |
0.0097 |
1.3% |
19% |
False |
False |
57,604 |
| 60 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0097 |
1.3% |
12% |
False |
False |
38,511 |
| 80 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0093 |
1.3% |
12% |
False |
False |
28,911 |
| 100 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0088 |
1.2% |
12% |
False |
False |
23,134 |
| 120 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0077 |
1.0% |
12% |
False |
False |
19,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7710 |
|
1.618 |
0.7602 |
|
1.000 |
0.7535 |
|
0.618 |
0.7494 |
|
HIGH |
0.7427 |
|
0.618 |
0.7386 |
|
0.500 |
0.7373 |
|
0.382 |
0.7360 |
|
LOW |
0.7319 |
|
0.618 |
0.7252 |
|
1.000 |
0.7211 |
|
1.618 |
0.7144 |
|
2.618 |
0.7036 |
|
4.250 |
0.6860 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7390 |
| PP |
0.7383 |
0.7378 |
| S1 |
0.7373 |
0.7366 |
|