CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7340 |
-0.0040 |
-0.5% |
0.7518 |
| High |
0.7391 |
0.7418 |
0.0027 |
0.4% |
0.7518 |
| Low |
0.7330 |
0.7340 |
0.0010 |
0.1% |
0.7320 |
| Close |
0.7346 |
0.7388 |
0.0042 |
0.6% |
0.7376 |
| Range |
0.0061 |
0.0078 |
0.0017 |
27.9% |
0.0198 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
289 |
108 |
-181 |
-62.6% |
310 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7580 |
0.7431 |
|
| R3 |
0.7538 |
0.7502 |
0.7409 |
|
| R2 |
0.7460 |
0.7460 |
0.7402 |
|
| R1 |
0.7424 |
0.7424 |
0.7395 |
0.7442 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7391 |
| S1 |
0.7346 |
0.7346 |
0.7381 |
0.7364 |
| S2 |
0.7304 |
0.7304 |
0.7374 |
|
| S3 |
0.7226 |
0.7268 |
0.7367 |
|
| S4 |
0.7148 |
0.7190 |
0.7345 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7885 |
0.7485 |
|
| R3 |
0.7801 |
0.7687 |
0.7430 |
|
| R2 |
0.7603 |
0.7603 |
0.7412 |
|
| R1 |
0.7489 |
0.7489 |
0.7394 |
0.7447 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7384 |
| S1 |
0.7291 |
0.7291 |
0.7358 |
0.7249 |
| S2 |
0.7207 |
0.7207 |
0.7340 |
|
| S3 |
0.7009 |
0.7093 |
0.7322 |
|
| S4 |
0.6811 |
0.6895 |
0.7267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7436 |
0.7320 |
0.0116 |
1.6% |
0.0073 |
1.0% |
59% |
False |
False |
121 |
| 10 |
0.7660 |
0.7320 |
0.0340 |
4.6% |
0.0071 |
1.0% |
20% |
False |
False |
80 |
| 20 |
0.7764 |
0.7320 |
0.0444 |
6.0% |
0.0069 |
0.9% |
15% |
False |
False |
57 |
| 40 |
0.7894 |
0.7320 |
0.0574 |
7.8% |
0.0052 |
0.7% |
12% |
False |
False |
32 |
| 60 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0044 |
0.6% |
9% |
False |
False |
22 |
| 80 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0040 |
0.5% |
9% |
False |
False |
18 |
| 100 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0036 |
0.5% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7622 |
|
1.618 |
0.7544 |
|
1.000 |
0.7496 |
|
0.618 |
0.7466 |
|
HIGH |
0.7418 |
|
0.618 |
0.7388 |
|
0.500 |
0.7379 |
|
0.382 |
0.7370 |
|
LOW |
0.7340 |
|
0.618 |
0.7292 |
|
1.000 |
0.7262 |
|
1.618 |
0.7214 |
|
2.618 |
0.7136 |
|
4.250 |
0.7009 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7386 |
| PP |
0.7382 |
0.7385 |
| S1 |
0.7379 |
0.7383 |
|