CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7562 |
0.7588 |
0.0026 |
0.3% |
0.7515 |
High |
0.7611 |
0.7636 |
0.0025 |
0.3% |
0.7636 |
Low |
0.7552 |
0.7524 |
-0.0028 |
-0.4% |
0.7486 |
Close |
0.7598 |
0.7558 |
-0.0040 |
-0.5% |
0.7558 |
Range |
0.0059 |
0.0112 |
0.0053 |
89.8% |
0.0150 |
ATR |
0.0077 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
Volume |
38 |
81 |
43 |
113.2% |
255 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7909 |
0.7845 |
0.7620 |
|
R3 |
0.7797 |
0.7733 |
0.7589 |
|
R2 |
0.7685 |
0.7685 |
0.7579 |
|
R1 |
0.7621 |
0.7621 |
0.7568 |
0.7597 |
PP |
0.7573 |
0.7573 |
0.7573 |
0.7561 |
S1 |
0.7509 |
0.7509 |
0.7548 |
0.7485 |
S2 |
0.7461 |
0.7461 |
0.7537 |
|
S3 |
0.7349 |
0.7397 |
0.7527 |
|
S4 |
0.7237 |
0.7285 |
0.7496 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8010 |
0.7934 |
0.7641 |
|
R3 |
0.7860 |
0.7784 |
0.7599 |
|
R2 |
0.7710 |
0.7710 |
0.7586 |
|
R1 |
0.7634 |
0.7634 |
0.7572 |
0.7672 |
PP |
0.7560 |
0.7560 |
0.7560 |
0.7579 |
S1 |
0.7484 |
0.7484 |
0.7544 |
0.7522 |
S2 |
0.7410 |
0.7410 |
0.7531 |
|
S3 |
0.7260 |
0.7334 |
0.7517 |
|
S4 |
0.7110 |
0.7184 |
0.7476 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7636 |
0.7486 |
0.0150 |
2.0% |
0.0069 |
0.9% |
48% |
True |
False |
51 |
10 |
0.7636 |
0.7379 |
0.0257 |
3.4% |
0.0070 |
0.9% |
70% |
True |
False |
92 |
20 |
0.7636 |
0.7272 |
0.0364 |
4.8% |
0.0076 |
1.0% |
79% |
True |
False |
101 |
40 |
0.7636 |
0.7121 |
0.0515 |
6.8% |
0.0052 |
0.7% |
85% |
True |
False |
71 |
60 |
0.7719 |
0.7121 |
0.0598 |
7.9% |
0.0038 |
0.5% |
73% |
False |
False |
47 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.2% |
0.0030 |
0.4% |
71% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8112 |
2.618 |
0.7929 |
1.618 |
0.7817 |
1.000 |
0.7748 |
0.618 |
0.7705 |
HIGH |
0.7636 |
0.618 |
0.7593 |
0.500 |
0.7580 |
0.382 |
0.7567 |
LOW |
0.7524 |
0.618 |
0.7455 |
1.000 |
0.7412 |
1.618 |
0.7343 |
2.618 |
0.7231 |
4.250 |
0.7048 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7580 |
PP |
0.7573 |
0.7573 |
S1 |
0.7565 |
0.7565 |
|