CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7265 |
0.7337 |
0.0072 |
1.0% |
0.7359 |
| High |
0.7298 |
0.7354 |
0.0056 |
0.8% |
0.7382 |
| Low |
0.7255 |
0.7269 |
0.0014 |
0.2% |
0.7276 |
| Close |
0.7286 |
0.7337 |
0.0051 |
0.7% |
0.7289 |
| Range |
0.0043 |
0.0085 |
0.0042 |
97.7% |
0.0106 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.7% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
3 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7541 |
0.7384 |
|
| R3 |
0.7490 |
0.7456 |
0.7360 |
|
| R2 |
0.7405 |
0.7405 |
0.7353 |
|
| R1 |
0.7371 |
0.7371 |
0.7345 |
0.7380 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7324 |
| S1 |
0.7286 |
0.7286 |
0.7329 |
0.7294 |
| S2 |
0.7235 |
0.7235 |
0.7321 |
|
| S3 |
0.7150 |
0.7201 |
0.7314 |
|
| S4 |
0.7065 |
0.7116 |
0.7290 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7567 |
0.7347 |
|
| R3 |
0.7528 |
0.7461 |
0.7318 |
|
| R2 |
0.7422 |
0.7422 |
0.7308 |
|
| R1 |
0.7355 |
0.7355 |
0.7299 |
0.7336 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7306 |
| S1 |
0.7249 |
0.7249 |
0.7279 |
0.7230 |
| S2 |
0.7210 |
0.7210 |
0.7270 |
|
| S3 |
0.7104 |
0.7143 |
0.7260 |
|
| S4 |
0.6998 |
0.7037 |
0.7231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7577 |
|
1.618 |
0.7492 |
|
1.000 |
0.7439 |
|
0.618 |
0.7407 |
|
HIGH |
0.7354 |
|
0.618 |
0.7322 |
|
0.500 |
0.7312 |
|
0.382 |
0.7301 |
|
LOW |
0.7269 |
|
0.618 |
0.7216 |
|
1.000 |
0.7184 |
|
1.618 |
0.7131 |
|
2.618 |
0.7046 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7329 |
0.7326 |
| PP |
0.7320 |
0.7315 |
| S1 |
0.7312 |
0.7305 |
|