CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7298 |
-0.0033 |
-0.5% |
0.7302 |
| High |
0.7358 |
0.7298 |
-0.0060 |
-0.8% |
0.7386 |
| Low |
0.7300 |
0.7209 |
-0.0091 |
-1.2% |
0.7209 |
| Close |
0.7308 |
0.7229 |
-0.0079 |
-1.1% |
0.7229 |
| Range |
0.0058 |
0.0089 |
0.0031 |
53.4% |
0.0177 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0000 |
| Volume |
78 |
36 |
-42 |
-53.8% |
476 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7460 |
0.7278 |
|
| R3 |
0.7423 |
0.7371 |
0.7253 |
|
| R2 |
0.7334 |
0.7334 |
0.7245 |
|
| R1 |
0.7282 |
0.7282 |
0.7237 |
0.7264 |
| PP |
0.7245 |
0.7245 |
0.7245 |
0.7236 |
| S1 |
0.7193 |
0.7193 |
0.7221 |
0.7175 |
| S2 |
0.7156 |
0.7156 |
0.7213 |
|
| S3 |
0.7067 |
0.7104 |
0.7205 |
|
| S4 |
0.6978 |
0.7015 |
0.7180 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7694 |
0.7326 |
|
| R3 |
0.7629 |
0.7517 |
0.7278 |
|
| R2 |
0.7452 |
0.7452 |
0.7261 |
|
| R1 |
0.7340 |
0.7340 |
0.7245 |
0.7308 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7258 |
| S1 |
0.7163 |
0.7163 |
0.7213 |
0.7131 |
| S2 |
0.7098 |
0.7098 |
0.7197 |
|
| S3 |
0.6921 |
0.6986 |
0.7180 |
|
| S4 |
0.6744 |
0.6809 |
0.7132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7386 |
0.7209 |
0.0177 |
2.4% |
0.0068 |
0.9% |
11% |
False |
True |
95 |
| 10 |
0.7422 |
0.7209 |
0.0213 |
2.9% |
0.0072 |
1.0% |
9% |
False |
True |
161 |
| 20 |
0.7660 |
0.7209 |
0.0451 |
6.2% |
0.0073 |
1.0% |
4% |
False |
True |
103 |
| 40 |
0.7764 |
0.7209 |
0.0555 |
7.7% |
0.0062 |
0.9% |
4% |
False |
True |
61 |
| 60 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0050 |
0.7% |
2% |
False |
True |
42 |
| 80 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0044 |
0.6% |
2% |
False |
True |
33 |
| 100 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0042 |
0.6% |
2% |
False |
True |
27 |
| 120 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0036 |
0.5% |
2% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7531 |
|
1.618 |
0.7442 |
|
1.000 |
0.7387 |
|
0.618 |
0.7353 |
|
HIGH |
0.7298 |
|
0.618 |
0.7264 |
|
0.500 |
0.7254 |
|
0.382 |
0.7243 |
|
LOW |
0.7209 |
|
0.618 |
0.7154 |
|
1.000 |
0.7120 |
|
1.618 |
0.7065 |
|
2.618 |
0.6976 |
|
4.250 |
0.6831 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7254 |
0.7288 |
| PP |
0.7245 |
0.7268 |
| S1 |
0.7237 |
0.7249 |
|