CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7426 |
0.7356 |
-0.0070 |
-0.9% |
0.7440 |
High |
0.7464 |
0.7414 |
-0.0050 |
-0.7% |
0.7619 |
Low |
0.7328 |
0.7326 |
-0.0002 |
0.0% |
0.7345 |
Close |
0.7346 |
0.7380 |
0.0034 |
0.5% |
0.7411 |
Range |
0.0136 |
0.0088 |
-0.0048 |
-35.3% |
0.0274 |
ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
97,610 |
68,950 |
-28,660 |
-29.4% |
531,717 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7637 |
0.7597 |
0.7428 |
|
R3 |
0.7549 |
0.7509 |
0.7404 |
|
R2 |
0.7461 |
0.7461 |
0.7396 |
|
R1 |
0.7421 |
0.7421 |
0.7388 |
0.7441 |
PP |
0.7373 |
0.7373 |
0.7373 |
0.7384 |
S1 |
0.7333 |
0.7333 |
0.7372 |
0.7353 |
S2 |
0.7285 |
0.7285 |
0.7364 |
|
S3 |
0.7197 |
0.7245 |
0.7356 |
|
S4 |
0.7109 |
0.7157 |
0.7332 |
|
|
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 |
0.7472 |
0.7326 |
0.0146 |
2.0% |
0.0098 |
1.3% |
37% |
False |
True |
80,712 |
10 |
0.7627 |
0.7326 |
0.0301 |
4.1% |
0.0103 |
1.4% |
18% |
False |
True |
92,729 |
20 |
0.7814 |
0.7326 |
0.0488 |
6.6% |
0.0097 |
1.3% |
11% |
False |
True |
81,311 |
40 |
0.7880 |
0.7326 |
0.0554 |
7.5% |
0.0097 |
1.3% |
10% |
False |
True |
52,735 |
60 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0097 |
1.3% |
7% |
False |
True |
35,246 |
80 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0093 |
1.3% |
7% |
False |
True |
26,456 |
100 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0086 |
1.2% |
7% |
False |
True |
21,169 |
120 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0075 |
1.0% |
7% |
False |
True |
17,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7788 |
2.618 |
0.7644 |
1.618 |
0.7556 |
1.000 |
0.7502 |
0.618 |
0.7468 |
HIGH |
0.7414 |
0.618 |
0.7380 |
0.500 |
0.7370 |
0.382 |
0.7360 |
LOW |
0.7326 |
0.618 |
0.7272 |
1.000 |
0.7238 |
1.618 |
0.7184 |
2.618 |
0.7096 |
4.250 |
0.6952 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7377 |
0.7395 |
PP |
0.7373 |
0.7390 |
S1 |
0.7370 |
0.7385 |
|