CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7239 |
0.7216 |
-0.0023 |
-0.3% |
0.7302 |
| High |
0.7270 |
0.7289 |
0.0019 |
0.3% |
0.7386 |
| Low |
0.7224 |
0.7216 |
-0.0008 |
-0.1% |
0.7209 |
| Close |
0.7228 |
0.7275 |
0.0047 |
0.7% |
0.7229 |
| Range |
0.0046 |
0.0073 |
0.0027 |
58.7% |
0.0177 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
462 |
286 |
-176 |
-38.1% |
476 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7450 |
0.7315 |
|
| R3 |
0.7406 |
0.7377 |
0.7295 |
|
| R2 |
0.7333 |
0.7333 |
0.7288 |
|
| R1 |
0.7304 |
0.7304 |
0.7282 |
0.7319 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7267 |
| S1 |
0.7231 |
0.7231 |
0.7268 |
0.7246 |
| S2 |
0.7187 |
0.7187 |
0.7262 |
|
| S3 |
0.7114 |
0.7158 |
0.7255 |
|
| S4 |
0.7041 |
0.7085 |
0.7235 |
|
|
| 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 |
0.7366 |
0.7209 |
0.0157 |
2.2% |
0.0065 |
0.9% |
42% |
False |
False |
182 |
| 10 |
0.7422 |
0.7209 |
0.0213 |
2.9% |
0.0070 |
1.0% |
31% |
False |
False |
196 |
| 20 |
0.7660 |
0.7209 |
0.0451 |
6.2% |
0.0071 |
1.0% |
15% |
False |
False |
138 |
| 40 |
0.7764 |
0.7209 |
0.0555 |
7.6% |
0.0065 |
0.9% |
12% |
False |
False |
80 |
| 60 |
0.8046 |
0.7209 |
0.0837 |
11.5% |
0.0050 |
0.7% |
8% |
False |
False |
54 |
| 80 |
0.8046 |
0.7209 |
0.0837 |
11.5% |
0.0044 |
0.6% |
8% |
False |
False |
41 |
| 100 |
0.8046 |
0.7209 |
0.0837 |
11.5% |
0.0043 |
0.6% |
8% |
False |
False |
35 |
| 120 |
0.8046 |
0.7209 |
0.0837 |
11.5% |
0.0037 |
0.5% |
8% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7599 |
|
2.618 |
0.7480 |
|
1.618 |
0.7407 |
|
1.000 |
0.7362 |
|
0.618 |
0.7334 |
|
HIGH |
0.7289 |
|
0.618 |
0.7261 |
|
0.500 |
0.7253 |
|
0.382 |
0.7244 |
|
LOW |
0.7216 |
|
0.618 |
0.7171 |
|
1.000 |
0.7143 |
|
1.618 |
0.7098 |
|
2.618 |
0.7025 |
|
4.250 |
0.6906 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7268 |
0.7268 |
| PP |
0.7260 |
0.7261 |
| S1 |
0.7253 |
0.7254 |
|