CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7322 |
-0.0068 |
-0.9% |
0.7518 |
| High |
0.7422 |
0.7375 |
-0.0047 |
-0.6% |
0.7518 |
| Low |
0.7303 |
0.7300 |
-0.0003 |
0.0% |
0.7320 |
| Close |
0.7311 |
0.7345 |
0.0034 |
0.5% |
0.7376 |
| Range |
0.0119 |
0.0075 |
-0.0044 |
-37.0% |
0.0198 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
340 |
323 |
-17 |
-5.0% |
310 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7530 |
0.7386 |
|
| R3 |
0.7490 |
0.7455 |
0.7366 |
|
| R2 |
0.7415 |
0.7415 |
0.7359 |
|
| R1 |
0.7380 |
0.7380 |
0.7352 |
0.7398 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7349 |
| S1 |
0.7305 |
0.7305 |
0.7338 |
0.7323 |
| S2 |
0.7265 |
0.7265 |
0.7331 |
|
| S3 |
0.7190 |
0.7230 |
0.7324 |
|
| S4 |
0.7115 |
0.7155 |
0.7304 |
|
|
| 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 |
0.7300 |
0.0136 |
1.9% |
0.0082 |
1.1% |
33% |
False |
True |
237 |
| 10 |
0.7586 |
0.7300 |
0.0286 |
3.9% |
0.0078 |
1.1% |
16% |
False |
True |
140 |
| 20 |
0.7764 |
0.7300 |
0.0464 |
6.3% |
0.0074 |
1.0% |
10% |
False |
True |
90 |
| 40 |
0.7816 |
0.7300 |
0.0516 |
7.0% |
0.0057 |
0.8% |
9% |
False |
True |
48 |
| 60 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0047 |
0.6% |
6% |
False |
True |
33 |
| 80 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0041 |
0.6% |
6% |
False |
True |
26 |
| 100 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0038 |
0.5% |
6% |
False |
True |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7694 |
|
2.618 |
0.7571 |
|
1.618 |
0.7496 |
|
1.000 |
0.7450 |
|
0.618 |
0.7421 |
|
HIGH |
0.7375 |
|
0.618 |
0.7346 |
|
0.500 |
0.7338 |
|
0.382 |
0.7329 |
|
LOW |
0.7300 |
|
0.618 |
0.7254 |
|
1.000 |
0.7225 |
|
1.618 |
0.7179 |
|
2.618 |
0.7104 |
|
4.250 |
0.6981 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7361 |
| PP |
0.7340 |
0.7356 |
| S1 |
0.7338 |
0.7350 |
|