CME Australian Dollar Future December 2015
| 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 |
0.7302 |
0.7293 |
-0.0009 |
-0.1% |
0.7380 |
| High |
0.7322 |
0.7386 |
0.0064 |
0.9% |
0.7422 |
| Low |
0.7280 |
0.7293 |
0.0013 |
0.2% |
0.7300 |
| Close |
0.7317 |
0.7367 |
0.0050 |
0.7% |
0.7320 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0122 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.2% |
0.0000 |
| Volume |
168 |
143 |
-25 |
-14.9% |
1,134 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7590 |
0.7418 |
|
| R3 |
0.7535 |
0.7497 |
0.7393 |
|
| R2 |
0.7442 |
0.7442 |
0.7384 |
|
| R1 |
0.7404 |
0.7404 |
0.7376 |
0.7423 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7358 |
| S1 |
0.7311 |
0.7311 |
0.7358 |
0.7330 |
| S2 |
0.7256 |
0.7256 |
0.7350 |
|
| S3 |
0.7163 |
0.7218 |
0.7341 |
|
| S4 |
0.7070 |
0.7125 |
0.7316 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7639 |
0.7387 |
|
| R3 |
0.7591 |
0.7517 |
0.7354 |
|
| R2 |
0.7469 |
0.7469 |
0.7342 |
|
| R1 |
0.7395 |
0.7395 |
0.7331 |
0.7371 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7336 |
| S1 |
0.7273 |
0.7273 |
0.7309 |
0.7249 |
| S2 |
0.7225 |
0.7225 |
0.7298 |
|
| S3 |
0.7103 |
0.7151 |
0.7286 |
|
| S4 |
0.6981 |
0.7029 |
0.7253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7422 |
0.7280 |
0.0142 |
1.9% |
0.0074 |
1.0% |
61% |
False |
False |
209 |
| 10 |
0.7436 |
0.7280 |
0.0156 |
2.1% |
0.0074 |
1.0% |
56% |
False |
False |
165 |
| 20 |
0.7698 |
0.7280 |
0.0418 |
5.7% |
0.0071 |
1.0% |
21% |
False |
False |
100 |
| 40 |
0.7764 |
0.7280 |
0.0484 |
6.6% |
0.0061 |
0.8% |
18% |
False |
False |
58 |
| 60 |
0.8046 |
0.7280 |
0.0766 |
10.4% |
0.0049 |
0.7% |
11% |
False |
False |
39 |
| 80 |
0.8046 |
0.7280 |
0.0766 |
10.4% |
0.0042 |
0.6% |
11% |
False |
False |
31 |
| 100 |
0.8046 |
0.7280 |
0.0766 |
10.4% |
0.0039 |
0.5% |
11% |
False |
False |
26 |
| 120 |
0.8046 |
0.7280 |
0.0766 |
10.4% |
0.0035 |
0.5% |
11% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7629 |
|
1.618 |
0.7536 |
|
1.000 |
0.7479 |
|
0.618 |
0.7443 |
|
HIGH |
0.7386 |
|
0.618 |
0.7350 |
|
0.500 |
0.7340 |
|
0.382 |
0.7329 |
|
LOW |
0.7293 |
|
0.618 |
0.7236 |
|
1.000 |
0.7200 |
|
1.618 |
0.7143 |
|
2.618 |
0.7050 |
|
4.250 |
0.6898 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7358 |
0.7356 |
| PP |
0.7349 |
0.7344 |
| S1 |
0.7340 |
0.7333 |
|