CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7390 |
0.0050 |
0.7% |
0.7518 |
| High |
0.7418 |
0.7422 |
0.0004 |
0.1% |
0.7518 |
| Low |
0.7340 |
0.7303 |
-0.0037 |
-0.5% |
0.7320 |
| Close |
0.7388 |
0.7311 |
-0.0077 |
-1.0% |
0.7376 |
| Range |
0.0078 |
0.0119 |
0.0041 |
52.6% |
0.0198 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.6% |
0.0000 |
| Volume |
108 |
340 |
232 |
214.8% |
310 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7626 |
0.7376 |
|
| R3 |
0.7583 |
0.7507 |
0.7344 |
|
| R2 |
0.7464 |
0.7464 |
0.7333 |
|
| R1 |
0.7388 |
0.7388 |
0.7322 |
0.7367 |
| PP |
0.7345 |
0.7345 |
0.7345 |
0.7335 |
| S1 |
0.7269 |
0.7269 |
0.7300 |
0.7248 |
| S2 |
0.7226 |
0.7226 |
0.7289 |
|
| S3 |
0.7107 |
0.7150 |
0.7278 |
|
| S4 |
0.6988 |
0.7031 |
0.7246 |
|
|
| 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 |
0.7303 |
0.0133 |
1.8% |
0.0082 |
1.1% |
6% |
False |
True |
176 |
| 10 |
0.7660 |
0.7303 |
0.0357 |
4.9% |
0.0079 |
1.1% |
2% |
False |
True |
111 |
| 20 |
0.7764 |
0.7303 |
0.0461 |
6.3% |
0.0074 |
1.0% |
2% |
False |
True |
74 |
| 40 |
0.7830 |
0.7303 |
0.0527 |
7.2% |
0.0055 |
0.7% |
2% |
False |
True |
40 |
| 60 |
0.8046 |
0.7303 |
0.0743 |
10.2% |
0.0046 |
0.6% |
1% |
False |
True |
28 |
| 80 |
0.8046 |
0.7303 |
0.0743 |
10.2% |
0.0042 |
0.6% |
1% |
False |
True |
22 |
| 100 |
0.8046 |
0.7303 |
0.0743 |
10.2% |
0.0037 |
0.5% |
1% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7734 |
|
1.618 |
0.7615 |
|
1.000 |
0.7541 |
|
0.618 |
0.7496 |
|
HIGH |
0.7422 |
|
0.618 |
0.7377 |
|
0.500 |
0.7363 |
|
0.382 |
0.7348 |
|
LOW |
0.7303 |
|
0.618 |
0.7229 |
|
1.000 |
0.7184 |
|
1.618 |
0.7110 |
|
2.618 |
0.6991 |
|
4.250 |
0.6797 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7363 |
| PP |
0.7345 |
0.7345 |
| S1 |
0.7328 |
0.7328 |
|