CME Australian Dollar Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7431 |
0.7433 |
0.0002 |
0.0% |
0.7539 |
High |
0.7471 |
0.7456 |
-0.0015 |
-0.2% |
0.7566 |
Low |
0.7410 |
0.7422 |
0.0012 |
0.2% |
0.7410 |
Close |
0.7432 |
0.7434 |
0.0002 |
0.0% |
0.7432 |
Range |
0.0061 |
0.0034 |
-0.0027 |
-44.3% |
0.0156 |
ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
213 |
459 |
246 |
115.5% |
915 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7539 |
0.7521 |
0.7453 |
|
R3 |
0.7505 |
0.7487 |
0.7443 |
|
R2 |
0.7471 |
0.7471 |
0.7440 |
|
R1 |
0.7453 |
0.7453 |
0.7437 |
0.7462 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7442 |
S1 |
0.7419 |
0.7419 |
0.7431 |
0.7428 |
S2 |
0.7403 |
0.7403 |
0.7428 |
|
S3 |
0.7369 |
0.7385 |
0.7425 |
|
S4 |
0.7335 |
0.7351 |
0.7415 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7937 |
0.7841 |
0.7518 |
|
R3 |
0.7781 |
0.7685 |
0.7475 |
|
R2 |
0.7625 |
0.7625 |
0.7461 |
|
R1 |
0.7529 |
0.7529 |
0.7446 |
0.7499 |
PP |
0.7469 |
0.7469 |
0.7469 |
0.7455 |
S1 |
0.7373 |
0.7373 |
0.7418 |
0.7343 |
S2 |
0.7313 |
0.7313 |
0.7403 |
|
S3 |
0.7157 |
0.7217 |
0.7389 |
|
S4 |
0.7001 |
0.7061 |
0.7346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7534 |
0.7410 |
0.0124 |
1.7% |
0.0059 |
0.8% |
19% |
False |
False |
257 |
10 |
0.7636 |
0.7410 |
0.0226 |
3.0% |
0.0063 |
0.9% |
11% |
False |
False |
160 |
20 |
0.7636 |
0.7281 |
0.0355 |
4.8% |
0.0065 |
0.9% |
43% |
False |
False |
154 |
40 |
0.7636 |
0.7151 |
0.0485 |
6.5% |
0.0059 |
0.8% |
58% |
False |
False |
102 |
60 |
0.7636 |
0.7121 |
0.0515 |
6.9% |
0.0041 |
0.6% |
61% |
False |
False |
70 |
80 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0034 |
0.5% |
51% |
False |
False |
53 |
100 |
0.7738 |
0.7121 |
0.0617 |
8.3% |
0.0031 |
0.4% |
51% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7600 |
2.618 |
0.7545 |
1.618 |
0.7511 |
1.000 |
0.7490 |
0.618 |
0.7477 |
HIGH |
0.7456 |
0.618 |
0.7443 |
0.500 |
0.7439 |
0.382 |
0.7435 |
LOW |
0.7422 |
0.618 |
0.7401 |
1.000 |
0.7388 |
1.618 |
0.7367 |
2.618 |
0.7333 |
4.250 |
0.7278 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7439 |
0.7444 |
PP |
0.7437 |
0.7440 |
S1 |
0.7436 |
0.7437 |
|