CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7383 |
0.7352 |
-0.0031 |
-0.4% |
0.7397 |
High |
0.7395 |
0.7375 |
-0.0020 |
-0.3% |
0.7464 |
Low |
0.7344 |
0.7305 |
-0.0039 |
-0.5% |
0.7326 |
Close |
0.7355 |
0.7351 |
-0.0004 |
-0.1% |
0.7355 |
Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0138 |
ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
46,863 |
67,086 |
20,223 |
43.2% |
361,824 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7522 |
0.7390 |
|
R3 |
0.7484 |
0.7452 |
0.7370 |
|
R2 |
0.7414 |
0.7414 |
0.7364 |
|
R1 |
0.7382 |
0.7382 |
0.7357 |
0.7363 |
PP |
0.7344 |
0.7344 |
0.7344 |
0.7334 |
S1 |
0.7312 |
0.7312 |
0.7345 |
0.7293 |
S2 |
0.7274 |
0.7274 |
0.7338 |
|
S3 |
0.7204 |
0.7242 |
0.7332 |
|
S4 |
0.7134 |
0.7172 |
0.7313 |
|
|
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 |
0.7305 |
0.0159 |
2.2% |
0.0087 |
1.2% |
29% |
False |
True |
69,676 |
10 |
0.7473 |
0.7305 |
0.0168 |
2.3% |
0.0090 |
1.2% |
27% |
False |
True |
82,147 |
20 |
0.7762 |
0.7305 |
0.0457 |
6.2% |
0.0092 |
1.3% |
10% |
False |
True |
79,969 |
40 |
0.7880 |
0.7305 |
0.0575 |
7.8% |
0.0097 |
1.3% |
8% |
False |
True |
55,565 |
60 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0097 |
1.3% |
6% |
False |
True |
37,141 |
80 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0093 |
1.3% |
6% |
False |
True |
27,879 |
100 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0087 |
1.2% |
6% |
False |
True |
22,308 |
120 |
0.8109 |
0.7305 |
0.0804 |
10.9% |
0.0076 |
1.0% |
6% |
False |
True |
18,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7673 |
2.618 |
0.7558 |
1.618 |
0.7488 |
1.000 |
0.7445 |
0.618 |
0.7418 |
HIGH |
0.7375 |
0.618 |
0.7348 |
0.500 |
0.7340 |
0.382 |
0.7332 |
LOW |
0.7305 |
0.618 |
0.7262 |
1.000 |
0.7235 |
1.618 |
0.7192 |
2.618 |
0.7122 |
4.250 |
0.7008 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7347 |
0.7360 |
PP |
0.7344 |
0.7357 |
S1 |
0.7340 |
0.7354 |
|