CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7400 |
0.7358 |
-0.0042 |
-0.6% |
0.7397 |
High |
0.7417 |
0.7396 |
-0.0021 |
-0.3% |
0.7464 |
Low |
0.7338 |
0.7331 |
-0.0007 |
-0.1% |
0.7326 |
Close |
0.7350 |
0.7342 |
-0.0008 |
-0.1% |
0.7355 |
Range |
0.0079 |
0.0065 |
-0.0014 |
-17.7% |
0.0138 |
ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
89,123 |
68,558 |
-20,565 |
-23.1% |
361,824 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7551 |
0.7512 |
0.7378 |
|
R3 |
0.7486 |
0.7447 |
0.7360 |
|
R2 |
0.7421 |
0.7421 |
0.7354 |
|
R1 |
0.7382 |
0.7382 |
0.7348 |
0.7369 |
PP |
0.7356 |
0.7356 |
0.7356 |
0.7350 |
S1 |
0.7317 |
0.7317 |
0.7336 |
0.7304 |
S2 |
0.7291 |
0.7291 |
0.7330 |
|
S3 |
0.7226 |
0.7252 |
0.7324 |
|
S4 |
0.7161 |
0.7187 |
0.7306 |
|
|
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 |
0.7427 |
0.7305 |
0.0122 |
1.7% |
0.0075 |
1.0% |
30% |
False |
False |
70,843 |
10 |
0.7472 |
0.7305 |
0.0167 |
2.3% |
0.0086 |
1.2% |
22% |
False |
False |
75,777 |
20 |
0.7720 |
0.7305 |
0.0415 |
5.7% |
0.0093 |
1.3% |
9% |
False |
False |
82,324 |
40 |
0.7814 |
0.7305 |
0.0509 |
6.9% |
0.0096 |
1.3% |
7% |
False |
False |
61,521 |
60 |
0.8109 |
0.7305 |
0.0804 |
11.0% |
0.0096 |
1.3% |
5% |
False |
False |
41,136 |
80 |
0.8109 |
0.7305 |
0.0804 |
11.0% |
0.0093 |
1.3% |
5% |
False |
False |
30,880 |
100 |
0.8109 |
0.7305 |
0.0804 |
11.0% |
0.0089 |
1.2% |
5% |
False |
False |
24,711 |
120 |
0.8109 |
0.7305 |
0.0804 |
11.0% |
0.0078 |
1.1% |
5% |
False |
False |
20,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7672 |
2.618 |
0.7566 |
1.618 |
0.7501 |
1.000 |
0.7461 |
0.618 |
0.7436 |
HIGH |
0.7396 |
0.618 |
0.7371 |
0.500 |
0.7364 |
0.382 |
0.7356 |
LOW |
0.7331 |
0.618 |
0.7291 |
1.000 |
0.7266 |
1.618 |
0.7226 |
2.618 |
0.7161 |
4.250 |
0.7055 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7364 |
0.7373 |
PP |
0.7356 |
0.7363 |
S1 |
0.7349 |
0.7352 |
|