CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7402 |
0.7423 |
0.0021 |
0.3% |
0.7440 |
High |
0.7464 |
0.7472 |
0.0008 |
0.1% |
0.7619 |
Low |
0.7365 |
0.7383 |
0.0018 |
0.2% |
0.7345 |
Close |
0.7417 |
0.7411 |
-0.0006 |
-0.1% |
0.7411 |
Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0274 |
ATR |
0.0098 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
91,748 |
88,601 |
-3,147 |
-3.4% |
531,717 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7689 |
0.7639 |
0.7460 |
|
R3 |
0.7600 |
0.7550 |
0.7435 |
|
R2 |
0.7511 |
0.7511 |
0.7427 |
|
R1 |
0.7461 |
0.7461 |
0.7419 |
0.7442 |
PP |
0.7422 |
0.7422 |
0.7422 |
0.7412 |
S1 |
0.7372 |
0.7372 |
0.7403 |
0.7353 |
S2 |
0.7333 |
0.7333 |
0.7395 |
|
S3 |
0.7244 |
0.7283 |
0.7387 |
|
S4 |
0.7155 |
0.7194 |
0.7362 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8280 |
0.8120 |
0.7562 |
|
R3 |
0.8006 |
0.7846 |
0.7486 |
|
R2 |
0.7732 |
0.7732 |
0.7461 |
|
R1 |
0.7572 |
0.7572 |
0.7436 |
0.7515 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7430 |
S1 |
0.7298 |
0.7298 |
0.7386 |
0.7241 |
S2 |
0.7184 |
0.7184 |
0.7361 |
|
S3 |
0.6910 |
0.7024 |
0.7336 |
|
S4 |
0.6636 |
0.6750 |
0.7260 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7619 |
0.7345 |
0.0274 |
3.7% |
0.0112 |
1.5% |
24% |
False |
False |
106,343 |
10 |
0.7708 |
0.7345 |
0.0363 |
4.9% |
0.0103 |
1.4% |
18% |
False |
False |
92,214 |
20 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0094 |
1.3% |
14% |
False |
False |
79,312 |
40 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0096 |
1.3% |
9% |
False |
False |
44,916 |
60 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0096 |
1.3% |
9% |
False |
False |
30,003 |
80 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0094 |
1.3% |
9% |
False |
False |
22,521 |
100 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0084 |
1.1% |
9% |
False |
False |
18,019 |
120 |
0.8109 |
0.7345 |
0.0764 |
10.3% |
0.0073 |
1.0% |
9% |
False |
False |
15,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7850 |
2.618 |
0.7705 |
1.618 |
0.7616 |
1.000 |
0.7561 |
0.618 |
0.7527 |
HIGH |
0.7472 |
0.618 |
0.7438 |
0.500 |
0.7428 |
0.382 |
0.7417 |
LOW |
0.7383 |
0.618 |
0.7328 |
1.000 |
0.7294 |
1.618 |
0.7239 |
2.618 |
0.7150 |
4.250 |
0.7005 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7428 |
0.7410 |
PP |
0.7422 |
0.7409 |
S1 |
0.7417 |
0.7409 |
|