CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7321 |
0.7275 |
-0.0046 |
-0.6% |
0.7352 |
| High |
0.7332 |
0.7305 |
-0.0027 |
-0.4% |
0.7427 |
| Low |
0.7264 |
0.7237 |
-0.0027 |
-0.4% |
0.7240 |
| Close |
0.7288 |
0.7269 |
-0.0019 |
-0.3% |
0.7263 |
| Range |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0187 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
78,548 |
82,591 |
4,043 |
5.1% |
401,054 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7474 |
0.7440 |
0.7306 |
|
| R3 |
0.7406 |
0.7372 |
0.7288 |
|
| R2 |
0.7338 |
0.7338 |
0.7281 |
|
| R1 |
0.7304 |
0.7304 |
0.7275 |
0.7287 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7262 |
| S1 |
0.7236 |
0.7236 |
0.7263 |
0.7219 |
| S2 |
0.7202 |
0.7202 |
0.7257 |
|
| S3 |
0.7134 |
0.7168 |
0.7250 |
|
| S4 |
0.7066 |
0.7100 |
0.7232 |
|
|
| 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 |
0.7341 |
0.7237 |
0.0104 |
1.4% |
0.0077 |
1.1% |
31% |
False |
True |
84,498 |
| 10 |
0.7427 |
0.7237 |
0.0190 |
2.6% |
0.0076 |
1.0% |
17% |
False |
True |
77,670 |
| 20 |
0.7627 |
0.7237 |
0.0390 |
5.4% |
0.0089 |
1.2% |
8% |
False |
True |
85,200 |
| 40 |
0.7814 |
0.7237 |
0.0577 |
7.9% |
0.0093 |
1.3% |
6% |
False |
True |
71,613 |
| 60 |
0.8109 |
0.7237 |
0.0872 |
12.0% |
0.0094 |
1.3% |
4% |
False |
True |
48,157 |
| 80 |
0.8109 |
0.7237 |
0.0872 |
12.0% |
0.0093 |
1.3% |
4% |
False |
True |
36,156 |
| 100 |
0.8109 |
0.7237 |
0.0872 |
12.0% |
0.0092 |
1.3% |
4% |
False |
True |
28,935 |
| 120 |
0.8109 |
0.7237 |
0.0872 |
12.0% |
0.0079 |
1.1% |
4% |
False |
True |
24,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7483 |
|
1.618 |
0.7415 |
|
1.000 |
0.7373 |
|
0.618 |
0.7347 |
|
HIGH |
0.7305 |
|
0.618 |
0.7279 |
|
0.500 |
0.7271 |
|
0.382 |
0.7263 |
|
LOW |
0.7237 |
|
0.618 |
0.7195 |
|
1.000 |
0.7169 |
|
1.618 |
0.7127 |
|
2.618 |
0.7059 |
|
4.250 |
0.6948 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7271 |
0.7285 |
| PP |
0.7270 |
0.7279 |
| S1 |
0.7270 |
0.7274 |
|