CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7251 |
0.7249 |
-0.0002 |
0.0% |
0.7352 |
High |
0.7305 |
0.7325 |
0.0020 |
0.3% |
0.7427 |
Low |
0.7246 |
0.7238 |
-0.0008 |
-0.1% |
0.7240 |
Close |
0.7262 |
0.7309 |
0.0047 |
0.6% |
0.7263 |
Range |
0.0059 |
0.0087 |
0.0028 |
47.5% |
0.0187 |
ATR |
0.0090 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
Volume |
76,883 |
90,768 |
13,885 |
18.1% |
401,054 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7552 |
0.7517 |
0.7357 |
|
R3 |
0.7465 |
0.7430 |
0.7333 |
|
R2 |
0.7378 |
0.7378 |
0.7325 |
|
R1 |
0.7343 |
0.7343 |
0.7317 |
0.7361 |
PP |
0.7291 |
0.7291 |
0.7291 |
0.7299 |
S1 |
0.7256 |
0.7256 |
0.7301 |
0.7274 |
S2 |
0.7204 |
0.7204 |
0.7293 |
|
S3 |
0.7117 |
0.7169 |
0.7285 |
|
S4 |
0.7030 |
0.7082 |
0.7261 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7871 |
0.7754 |
0.7366 |
|
R3 |
0.7684 |
0.7567 |
0.7314 |
|
R2 |
0.7497 |
0.7497 |
0.7297 |
|
R1 |
0.7380 |
0.7380 |
0.7280 |
0.7345 |
PP |
0.7310 |
0.7310 |
0.7310 |
0.7293 |
S1 |
0.7193 |
0.7193 |
0.7246 |
0.7158 |
S2 |
0.7123 |
0.7123 |
0.7229 |
|
S3 |
0.6936 |
0.7006 |
0.7212 |
|
S4 |
0.6749 |
0.6819 |
0.7160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7417 |
0.7238 |
0.0179 |
2.4% |
0.0078 |
1.1% |
40% |
False |
True |
83,806 |
10 |
0.7464 |
0.7238 |
0.0226 |
3.1% |
0.0084 |
1.2% |
31% |
False |
True |
78,212 |
20 |
0.7708 |
0.7238 |
0.0470 |
6.4% |
0.0091 |
1.2% |
15% |
False |
True |
84,285 |
40 |
0.7814 |
0.7238 |
0.0576 |
7.9% |
0.0096 |
1.3% |
12% |
False |
True |
67,935 |
60 |
0.8109 |
0.7238 |
0.0871 |
11.9% |
0.0095 |
1.3% |
8% |
False |
True |
45,474 |
80 |
0.8109 |
0.7238 |
0.0871 |
11.9% |
0.0093 |
1.3% |
8% |
False |
True |
34,143 |
100 |
0.8109 |
0.7238 |
0.0871 |
11.9% |
0.0091 |
1.2% |
8% |
False |
True |
27,324 |
120 |
0.8109 |
0.7238 |
0.0871 |
11.9% |
0.0078 |
1.1% |
8% |
False |
True |
22,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7695 |
2.618 |
0.7553 |
1.618 |
0.7466 |
1.000 |
0.7412 |
0.618 |
0.7379 |
HIGH |
0.7325 |
0.618 |
0.7292 |
0.500 |
0.7282 |
0.382 |
0.7271 |
LOW |
0.7238 |
0.618 |
0.7184 |
1.000 |
0.7151 |
1.618 |
0.7097 |
2.618 |
0.7010 |
4.250 |
0.6868 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7300 |
0.7303 |
PP |
0.7291 |
0.7296 |
S1 |
0.7282 |
0.7290 |
|