CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7418 |
0.7402 |
-0.0016 |
-0.2% |
0.7593 |
High |
0.7431 |
0.7464 |
0.0033 |
0.4% |
0.7708 |
Low |
0.7345 |
0.7365 |
0.0020 |
0.3% |
0.7555 |
Close |
0.7393 |
0.7417 |
0.0024 |
0.3% |
0.7593 |
Range |
0.0086 |
0.0099 |
0.0013 |
15.1% |
0.0153 |
ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
Volume |
108,564 |
91,748 |
-16,816 |
-15.5% |
310,258 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7712 |
0.7664 |
0.7471 |
|
R3 |
0.7613 |
0.7565 |
0.7444 |
|
R2 |
0.7514 |
0.7514 |
0.7435 |
|
R1 |
0.7466 |
0.7466 |
0.7426 |
0.7490 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7428 |
S1 |
0.7367 |
0.7367 |
0.7408 |
0.7391 |
S2 |
0.7316 |
0.7316 |
0.7399 |
|
S3 |
0.7217 |
0.7268 |
0.7390 |
|
S4 |
0.7118 |
0.7169 |
0.7363 |
|
|
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 |
0.7627 |
0.7345 |
0.0282 |
3.8% |
0.0108 |
1.5% |
26% |
False |
False |
104,747 |
10 |
0.7720 |
0.7345 |
0.0375 |
5.1% |
0.0100 |
1.3% |
19% |
False |
False |
88,871 |
20 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0094 |
1.3% |
15% |
False |
False |
76,907 |
40 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0097 |
1.3% |
9% |
False |
False |
42,706 |
60 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0097 |
1.3% |
9% |
False |
False |
28,528 |
80 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0096 |
1.3% |
9% |
False |
False |
21,414 |
100 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0083 |
1.1% |
9% |
False |
False |
17,133 |
120 |
0.8138 |
0.7345 |
0.0793 |
10.7% |
0.0073 |
1.0% |
9% |
False |
False |
14,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7885 |
2.618 |
0.7723 |
1.618 |
0.7624 |
1.000 |
0.7563 |
0.618 |
0.7525 |
HIGH |
0.7464 |
0.618 |
0.7426 |
0.500 |
0.7415 |
0.382 |
0.7403 |
LOW |
0.7365 |
0.618 |
0.7304 |
1.000 |
0.7266 |
1.618 |
0.7205 |
2.618 |
0.7106 |
4.250 |
0.6944 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7416 |
0.7414 |
PP |
0.7415 |
0.7412 |
S1 |
0.7415 |
0.7409 |
|