CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7617 |
0.7440 |
-0.0177 |
-2.3% |
0.7593 |
High |
0.7627 |
0.7619 |
-0.0008 |
-0.1% |
0.7708 |
Low |
0.7560 |
0.7435 |
-0.0125 |
-1.7% |
0.7555 |
Close |
0.7593 |
0.7468 |
-0.0125 |
-1.6% |
0.7593 |
Range |
0.0067 |
0.0184 |
0.0117 |
174.6% |
0.0153 |
ATR |
0.0093 |
0.0099 |
0.0007 |
7.1% |
0.0000 |
Volume |
80,620 |
139,155 |
58,535 |
72.6% |
310,258 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8059 |
0.7948 |
0.7569 |
|
R3 |
0.7875 |
0.7764 |
0.7519 |
|
R2 |
0.7691 |
0.7691 |
0.7502 |
|
R1 |
0.7580 |
0.7580 |
0.7485 |
0.7636 |
PP |
0.7507 |
0.7507 |
0.7507 |
0.7535 |
S1 |
0.7396 |
0.7396 |
0.7451 |
0.7452 |
S2 |
0.7323 |
0.7323 |
0.7434 |
|
S3 |
0.7139 |
0.7212 |
0.7417 |
|
S4 |
0.6955 |
0.7028 |
0.7367 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8078 |
0.7988 |
0.7677 |
|
R3 |
0.7925 |
0.7835 |
0.7635 |
|
R2 |
0.7772 |
0.7772 |
0.7621 |
|
R1 |
0.7682 |
0.7682 |
0.7607 |
0.7670 |
PP |
0.7619 |
0.7619 |
0.7619 |
0.7612 |
S1 |
0.7529 |
0.7529 |
0.7579 |
0.7517 |
S2 |
0.7466 |
0.7466 |
0.7565 |
|
S3 |
0.7313 |
0.7376 |
0.7551 |
|
S4 |
0.7160 |
0.7223 |
0.7509 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7708 |
0.7435 |
0.0273 |
3.7% |
0.0109 |
1.5% |
12% |
False |
True |
89,882 |
10 |
0.7762 |
0.7435 |
0.0327 |
4.4% |
0.0095 |
1.3% |
10% |
False |
True |
77,791 |
20 |
0.7814 |
0.7435 |
0.0379 |
5.1% |
0.0097 |
1.3% |
9% |
False |
True |
68,378 |
40 |
0.8109 |
0.7435 |
0.0674 |
9.0% |
0.0097 |
1.3% |
5% |
False |
True |
35,116 |
60 |
0.8109 |
0.7435 |
0.0674 |
9.0% |
0.0096 |
1.3% |
5% |
False |
True |
23,465 |
80 |
0.8109 |
0.7435 |
0.0674 |
9.0% |
0.0094 |
1.3% |
5% |
False |
True |
17,615 |
100 |
0.8109 |
0.7435 |
0.0674 |
9.0% |
0.0080 |
1.1% |
5% |
False |
True |
14,094 |
120 |
0.8138 |
0.7435 |
0.0703 |
9.4% |
0.0071 |
0.9% |
5% |
False |
True |
11,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8401 |
2.618 |
0.8101 |
1.618 |
0.7917 |
1.000 |
0.7803 |
0.618 |
0.7733 |
HIGH |
0.7619 |
0.618 |
0.7549 |
0.500 |
0.7527 |
0.382 |
0.7505 |
LOW |
0.7435 |
0.618 |
0.7321 |
1.000 |
0.7251 |
1.618 |
0.7137 |
2.618 |
0.6953 |
4.250 |
0.6653 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7527 |
0.7572 |
PP |
0.7507 |
0.7537 |
S1 |
0.7488 |
0.7503 |
|