CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7356 |
0.7383 |
0.0027 |
0.4% |
0.7397 |
High |
0.7414 |
0.7395 |
-0.0019 |
-0.3% |
0.7464 |
Low |
0.7326 |
0.7344 |
0.0018 |
0.2% |
0.7326 |
Close |
0.7380 |
0.7355 |
-0.0025 |
-0.3% |
0.7355 |
Range |
0.0088 |
0.0051 |
-0.0037 |
-42.0% |
0.0138 |
ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
68,950 |
46,863 |
-22,087 |
-32.0% |
361,824 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7518 |
0.7487 |
0.7383 |
|
R3 |
0.7467 |
0.7436 |
0.7369 |
|
R2 |
0.7416 |
0.7416 |
0.7364 |
|
R1 |
0.7385 |
0.7385 |
0.7360 |
0.7375 |
PP |
0.7365 |
0.7365 |
0.7365 |
0.7360 |
S1 |
0.7334 |
0.7334 |
0.7350 |
0.7324 |
S2 |
0.7314 |
0.7314 |
0.7346 |
|
S3 |
0.7263 |
0.7283 |
0.7341 |
|
S4 |
0.7212 |
0.7232 |
0.7327 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7796 |
0.7713 |
0.7431 |
|
R3 |
0.7658 |
0.7575 |
0.7393 |
|
R2 |
0.7520 |
0.7520 |
0.7380 |
|
R1 |
0.7437 |
0.7437 |
0.7368 |
0.7410 |
PP |
0.7382 |
0.7382 |
0.7382 |
0.7368 |
S1 |
0.7299 |
0.7299 |
0.7342 |
0.7272 |
S2 |
0.7244 |
0.7244 |
0.7330 |
|
S3 |
0.7106 |
0.7161 |
0.7317 |
|
S4 |
0.6968 |
0.7023 |
0.7279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7464 |
0.7326 |
0.0138 |
1.9% |
0.0090 |
1.2% |
21% |
False |
False |
72,364 |
10 |
0.7619 |
0.7326 |
0.0293 |
4.0% |
0.0101 |
1.4% |
10% |
False |
False |
89,354 |
20 |
0.7779 |
0.7326 |
0.0453 |
6.2% |
0.0093 |
1.3% |
6% |
False |
False |
79,272 |
40 |
0.7880 |
0.7326 |
0.0554 |
7.5% |
0.0097 |
1.3% |
5% |
False |
False |
53,896 |
60 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0097 |
1.3% |
4% |
False |
False |
36,025 |
80 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0093 |
1.3% |
4% |
False |
False |
27,041 |
100 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0086 |
1.2% |
4% |
False |
False |
21,637 |
120 |
0.8109 |
0.7326 |
0.0783 |
10.6% |
0.0075 |
1.0% |
4% |
False |
False |
18,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7612 |
2.618 |
0.7529 |
1.618 |
0.7478 |
1.000 |
0.7446 |
0.618 |
0.7427 |
HIGH |
0.7395 |
0.618 |
0.7376 |
0.500 |
0.7370 |
0.382 |
0.7363 |
LOW |
0.7344 |
0.618 |
0.7312 |
1.000 |
0.7293 |
1.618 |
0.7261 |
2.618 |
0.7210 |
4.250 |
0.7127 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7370 |
0.7395 |
PP |
0.7365 |
0.7382 |
S1 |
0.7360 |
0.7368 |
|