CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7332 |
0.7251 |
-0.0081 |
-1.1% |
0.7352 |
| High |
0.7341 |
0.7305 |
-0.0036 |
-0.5% |
0.7427 |
| Low |
0.7240 |
0.7246 |
0.0006 |
0.1% |
0.7240 |
| Close |
0.7263 |
0.7262 |
-0.0001 |
0.0% |
0.7263 |
| Range |
0.0101 |
0.0059 |
-0.0042 |
-41.6% |
0.0187 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
93,702 |
76,883 |
-16,819 |
-17.9% |
401,054 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7414 |
0.7294 |
|
| R3 |
0.7389 |
0.7355 |
0.7278 |
|
| R2 |
0.7330 |
0.7330 |
0.7273 |
|
| R1 |
0.7296 |
0.7296 |
0.7267 |
0.7313 |
| PP |
0.7271 |
0.7271 |
0.7271 |
0.7280 |
| S1 |
0.7237 |
0.7237 |
0.7257 |
0.7254 |
| S2 |
0.7212 |
0.7212 |
0.7251 |
|
| S3 |
0.7153 |
0.7178 |
0.7246 |
|
| S4 |
0.7094 |
0.7119 |
0.7230 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7871 |
0.7754 |
0.7366 |
|
| R3 |
0.7684 |
0.7567 |
0.7314 |
|
| R2 |
0.7497 |
0.7497 |
0.7297 |
|
| R1 |
0.7380 |
0.7380 |
0.7280 |
0.7345 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7293 |
| S1 |
0.7193 |
0.7193 |
0.7246 |
0.7158 |
| S2 |
0.7123 |
0.7123 |
0.7229 |
|
| S3 |
0.6936 |
0.7006 |
0.7212 |
|
| S4 |
0.6749 |
0.6819 |
0.7160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7427 |
0.7240 |
0.0187 |
2.6% |
0.0082 |
1.1% |
12% |
False |
False |
82,170 |
| 10 |
0.7464 |
0.7240 |
0.0224 |
3.1% |
0.0085 |
1.2% |
10% |
False |
False |
75,923 |
| 20 |
0.7708 |
0.7240 |
0.0468 |
6.4% |
0.0093 |
1.3% |
5% |
False |
False |
84,086 |
| 40 |
0.7814 |
0.7240 |
0.0574 |
7.9% |
0.0096 |
1.3% |
4% |
False |
False |
65,707 |
| 60 |
0.8109 |
0.7240 |
0.0869 |
12.0% |
0.0095 |
1.3% |
3% |
False |
False |
43,968 |
| 80 |
0.8109 |
0.7240 |
0.0869 |
12.0% |
0.0094 |
1.3% |
3% |
False |
False |
33,010 |
| 100 |
0.8109 |
0.7240 |
0.0869 |
12.0% |
0.0091 |
1.2% |
3% |
False |
False |
26,416 |
| 120 |
0.8109 |
0.7240 |
0.0869 |
12.0% |
0.0077 |
1.1% |
3% |
False |
False |
22,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7459 |
|
1.618 |
0.7400 |
|
1.000 |
0.7364 |
|
0.618 |
0.7341 |
|
HIGH |
0.7305 |
|
0.618 |
0.7282 |
|
0.500 |
0.7276 |
|
0.382 |
0.7269 |
|
LOW |
0.7246 |
|
0.618 |
0.7210 |
|
1.000 |
0.7187 |
|
1.618 |
0.7151 |
|
2.618 |
0.7092 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7276 |
0.7318 |
| PP |
0.7271 |
0.7299 |
| S1 |
0.7267 |
0.7281 |
|