CME Australian Dollar Future March 2016
| 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 |
0.7277 |
0.7186 |
-0.0091 |
-1.3% |
0.7265 |
| High |
0.7319 |
0.7200 |
-0.0119 |
-1.6% |
0.7354 |
| Low |
0.7277 |
0.7186 |
-0.0091 |
-1.3% |
0.7186 |
| Close |
0.7277 |
0.7200 |
-0.0077 |
-1.1% |
0.7200 |
| Range |
0.0042 |
0.0014 |
-0.0028 |
-66.7% |
0.0168 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.6% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
6 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7237 |
0.7233 |
0.7208 |
|
| R3 |
0.7223 |
0.7219 |
0.7204 |
|
| R2 |
0.7209 |
0.7209 |
0.7203 |
|
| R1 |
0.7205 |
0.7205 |
0.7201 |
0.7207 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7197 |
| S1 |
0.7191 |
0.7191 |
0.7199 |
0.7193 |
| S2 |
0.7181 |
0.7181 |
0.7197 |
|
| S3 |
0.7167 |
0.7177 |
0.7196 |
|
| S4 |
0.7153 |
0.7163 |
0.7192 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7643 |
0.7292 |
|
| R3 |
0.7583 |
0.7475 |
0.7246 |
|
| R2 |
0.7415 |
0.7415 |
0.7231 |
|
| R1 |
0.7307 |
0.7307 |
0.7215 |
0.7277 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7232 |
| S1 |
0.7139 |
0.7139 |
0.7185 |
0.7109 |
| S2 |
0.7079 |
0.7079 |
0.7169 |
|
| S3 |
0.6911 |
0.6971 |
0.7154 |
|
| S4 |
0.6743 |
0.6803 |
0.7108 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7260 |
|
2.618 |
0.7237 |
|
1.618 |
0.7223 |
|
1.000 |
0.7214 |
|
0.618 |
0.7209 |
|
HIGH |
0.7200 |
|
0.618 |
0.7195 |
|
0.500 |
0.7193 |
|
0.382 |
0.7191 |
|
LOW |
0.7186 |
|
0.618 |
0.7177 |
|
1.000 |
0.7172 |
|
1.618 |
0.7163 |
|
2.618 |
0.7149 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7198 |
0.7265 |
| PP |
0.7195 |
0.7243 |
| S1 |
0.7193 |
0.7222 |
|