CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7400 |
0.0053 |
0.7% |
0.7397 |
| High |
0.7427 |
0.7417 |
-0.0010 |
-0.1% |
0.7464 |
| Low |
0.7319 |
0.7338 |
0.0019 |
0.3% |
0.7326 |
| Close |
0.7402 |
0.7350 |
-0.0052 |
-0.7% |
0.7355 |
| Range |
0.0108 |
0.0079 |
-0.0029 |
-26.9% |
0.0138 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
82,585 |
89,123 |
6,538 |
7.9% |
361,824 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7557 |
0.7393 |
|
| R3 |
0.7526 |
0.7478 |
0.7372 |
|
| R2 |
0.7447 |
0.7447 |
0.7364 |
|
| R1 |
0.7399 |
0.7399 |
0.7357 |
0.7384 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7361 |
| S1 |
0.7320 |
0.7320 |
0.7343 |
0.7305 |
| S2 |
0.7289 |
0.7289 |
0.7336 |
|
| S3 |
0.7210 |
0.7241 |
0.7328 |
|
| S4 |
0.7131 |
0.7162 |
0.7307 |
|
|
| 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 |
0.7427 |
0.7305 |
0.0122 |
1.7% |
0.0079 |
1.1% |
37% |
False |
False |
70,921 |
| 10 |
0.7472 |
0.7305 |
0.0167 |
2.3% |
0.0090 |
1.2% |
27% |
False |
False |
78,096 |
| 20 |
0.7737 |
0.7305 |
0.0432 |
5.9% |
0.0094 |
1.3% |
10% |
False |
False |
82,378 |
| 40 |
0.7814 |
0.7305 |
0.0509 |
6.9% |
0.0096 |
1.3% |
9% |
False |
False |
59,818 |
| 60 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0098 |
1.3% |
6% |
False |
False |
39,994 |
| 80 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0093 |
1.3% |
6% |
False |
False |
30,024 |
| 100 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0088 |
1.2% |
6% |
False |
False |
24,025 |
| 120 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0078 |
1.1% |
6% |
False |
False |
20,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7753 |
|
2.618 |
0.7624 |
|
1.618 |
0.7545 |
|
1.000 |
0.7496 |
|
0.618 |
0.7466 |
|
HIGH |
0.7417 |
|
0.618 |
0.7387 |
|
0.500 |
0.7378 |
|
0.382 |
0.7368 |
|
LOW |
0.7338 |
|
0.618 |
0.7289 |
|
1.000 |
0.7259 |
|
1.618 |
0.7210 |
|
2.618 |
0.7131 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7366 |
| PP |
0.7368 |
0.7361 |
| S1 |
0.7359 |
0.7355 |
|