CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7249 |
0.7321 |
0.0072 |
1.0% |
0.7352 |
| High |
0.7325 |
0.7332 |
0.0007 |
0.1% |
0.7427 |
| Low |
0.7238 |
0.7264 |
0.0026 |
0.4% |
0.7240 |
| Close |
0.7309 |
0.7288 |
-0.0021 |
-0.3% |
0.7263 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0187 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
90,768 |
78,548 |
-12,220 |
-13.5% |
401,054 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7499 |
0.7461 |
0.7325 |
|
| R3 |
0.7431 |
0.7393 |
0.7307 |
|
| R2 |
0.7363 |
0.7363 |
0.7300 |
|
| R1 |
0.7325 |
0.7325 |
0.7294 |
0.7310 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7287 |
| S1 |
0.7257 |
0.7257 |
0.7282 |
0.7242 |
| S2 |
0.7227 |
0.7227 |
0.7276 |
|
| S3 |
0.7159 |
0.7189 |
0.7269 |
|
| S4 |
0.7091 |
0.7121 |
0.7251 |
|
|
| 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 |
0.7396 |
0.7238 |
0.0158 |
2.2% |
0.0076 |
1.0% |
32% |
False |
False |
81,691 |
| 10 |
0.7427 |
0.7238 |
0.0189 |
2.6% |
0.0078 |
1.1% |
26% |
False |
False |
76,306 |
| 20 |
0.7708 |
0.7238 |
0.0470 |
6.4% |
0.0091 |
1.2% |
11% |
False |
False |
84,282 |
| 40 |
0.7814 |
0.7238 |
0.0576 |
7.9% |
0.0093 |
1.3% |
9% |
False |
False |
69,708 |
| 60 |
0.8109 |
0.7238 |
0.0871 |
12.0% |
0.0095 |
1.3% |
6% |
False |
False |
46,782 |
| 80 |
0.8109 |
0.7238 |
0.0871 |
12.0% |
0.0094 |
1.3% |
6% |
False |
False |
35,124 |
| 100 |
0.8109 |
0.7238 |
0.0871 |
12.0% |
0.0092 |
1.3% |
6% |
False |
False |
28,110 |
| 120 |
0.8109 |
0.7238 |
0.0871 |
12.0% |
0.0079 |
1.1% |
6% |
False |
False |
23,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7510 |
|
1.618 |
0.7442 |
|
1.000 |
0.7400 |
|
0.618 |
0.7374 |
|
HIGH |
0.7332 |
|
0.618 |
0.7306 |
|
0.500 |
0.7298 |
|
0.382 |
0.7290 |
|
LOW |
0.7264 |
|
0.618 |
0.7222 |
|
1.000 |
0.7196 |
|
1.618 |
0.7154 |
|
2.618 |
0.7086 |
|
4.250 |
0.6975 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7287 |
| PP |
0.7295 |
0.7286 |
| S1 |
0.7291 |
0.7285 |
|