CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7423 |
0.7397 |
-0.0026 |
-0.4% |
0.7440 |
High |
0.7472 |
0.7443 |
-0.0029 |
-0.4% |
0.7619 |
Low |
0.7383 |
0.7358 |
-0.0025 |
-0.3% |
0.7345 |
Close |
0.7411 |
0.7381 |
-0.0030 |
-0.4% |
0.7411 |
Range |
0.0089 |
0.0085 |
-0.0004 |
-4.5% |
0.0274 |
ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
88,601 |
80,528 |
-8,073 |
-9.1% |
531,717 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7649 |
0.7600 |
0.7428 |
|
R3 |
0.7564 |
0.7515 |
0.7404 |
|
R2 |
0.7479 |
0.7479 |
0.7397 |
|
R1 |
0.7430 |
0.7430 |
0.7389 |
0.7412 |
PP |
0.7394 |
0.7394 |
0.7394 |
0.7385 |
S1 |
0.7345 |
0.7345 |
0.7373 |
0.7327 |
S2 |
0.7309 |
0.7309 |
0.7365 |
|
S3 |
0.7224 |
0.7260 |
0.7358 |
|
S4 |
0.7139 |
0.7175 |
0.7334 |
|
|
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 |
0.7473 |
0.7345 |
0.0128 |
1.7% |
0.0092 |
1.3% |
28% |
False |
False |
94,618 |
10 |
0.7708 |
0.7345 |
0.0363 |
4.9% |
0.0101 |
1.4% |
10% |
False |
False |
92,250 |
20 |
0.7814 |
0.7345 |
0.0469 |
6.4% |
0.0094 |
1.3% |
8% |
False |
False |
79,928 |
40 |
0.8034 |
0.7345 |
0.0689 |
9.3% |
0.0095 |
1.3% |
5% |
False |
False |
46,920 |
60 |
0.8109 |
0.7345 |
0.0764 |
10.4% |
0.0096 |
1.3% |
5% |
False |
False |
31,344 |
80 |
0.8109 |
0.7345 |
0.0764 |
10.4% |
0.0093 |
1.3% |
5% |
False |
False |
23,527 |
100 |
0.8109 |
0.7345 |
0.0764 |
10.4% |
0.0084 |
1.1% |
5% |
False |
False |
18,824 |
120 |
0.8109 |
0.7345 |
0.0764 |
10.4% |
0.0073 |
1.0% |
5% |
False |
False |
15,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7804 |
2.618 |
0.7666 |
1.618 |
0.7581 |
1.000 |
0.7528 |
0.618 |
0.7496 |
HIGH |
0.7443 |
0.618 |
0.7411 |
0.500 |
0.7401 |
0.382 |
0.7390 |
LOW |
0.7358 |
0.618 |
0.7305 |
1.000 |
0.7273 |
1.618 |
0.7220 |
2.618 |
0.7135 |
4.250 |
0.6997 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7401 |
0.7415 |
PP |
0.7394 |
0.7404 |
S1 |
0.7388 |
0.7392 |
|