CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7473 |
0.7418 |
-0.0055 |
-0.7% |
0.7593 |
High |
0.7473 |
0.7431 |
-0.0042 |
-0.6% |
0.7708 |
Low |
0.7370 |
0.7345 |
-0.0025 |
-0.3% |
0.7555 |
Close |
0.7411 |
0.7393 |
-0.0018 |
-0.2% |
0.7593 |
Range |
0.0103 |
0.0086 |
-0.0017 |
-16.5% |
0.0153 |
ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
103,649 |
108,564 |
4,915 |
4.7% |
310,258 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7648 |
0.7606 |
0.7440 |
|
R3 |
0.7562 |
0.7520 |
0.7417 |
|
R2 |
0.7476 |
0.7476 |
0.7409 |
|
R1 |
0.7434 |
0.7434 |
0.7401 |
0.7412 |
PP |
0.7390 |
0.7390 |
0.7390 |
0.7379 |
S1 |
0.7348 |
0.7348 |
0.7385 |
0.7326 |
S2 |
0.7304 |
0.7304 |
0.7377 |
|
S3 |
0.7218 |
0.7262 |
0.7369 |
|
S4 |
0.7132 |
0.7176 |
0.7346 |
|
|
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 |
0.7345 |
0.0363 |
4.9% |
0.0108 |
1.5% |
13% |
False |
True |
99,243 |
10 |
0.7737 |
0.7345 |
0.0392 |
5.3% |
0.0099 |
1.3% |
12% |
False |
True |
86,660 |
20 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0097 |
1.3% |
10% |
False |
True |
75,891 |
40 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0098 |
1.3% |
6% |
False |
True |
40,413 |
60 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0096 |
1.3% |
6% |
False |
True |
27,000 |
80 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0095 |
1.3% |
6% |
False |
True |
20,267 |
100 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0082 |
1.1% |
6% |
False |
True |
16,216 |
120 |
0.8138 |
0.7345 |
0.0793 |
10.7% |
0.0072 |
1.0% |
6% |
False |
True |
13,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7797 |
2.618 |
0.7656 |
1.618 |
0.7570 |
1.000 |
0.7517 |
0.618 |
0.7484 |
HIGH |
0.7431 |
0.618 |
0.7398 |
0.500 |
0.7388 |
0.382 |
0.7378 |
LOW |
0.7345 |
0.618 |
0.7292 |
1.000 |
0.7259 |
1.618 |
0.7206 |
2.618 |
0.7120 |
4.250 |
0.6980 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7391 |
0.7482 |
PP |
0.7390 |
0.7452 |
S1 |
0.7388 |
0.7423 |
|