CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7275 |
0.7273 |
-0.0002 |
0.0% |
0.7251 |
High |
0.7305 |
0.7350 |
0.0045 |
0.6% |
0.7350 |
Low |
0.7237 |
0.7218 |
-0.0019 |
-0.3% |
0.7218 |
Close |
0.7269 |
0.7276 |
0.0007 |
0.1% |
0.7276 |
Range |
0.0068 |
0.0132 |
0.0064 |
94.1% |
0.0132 |
ATR |
0.0086 |
0.0090 |
0.0003 |
3.8% |
0.0000 |
Volume |
82,591 |
126,013 |
43,422 |
52.6% |
454,803 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7677 |
0.7609 |
0.7349 |
|
R3 |
0.7545 |
0.7477 |
0.7312 |
|
R2 |
0.7413 |
0.7413 |
0.7300 |
|
R1 |
0.7345 |
0.7345 |
0.7288 |
0.7379 |
PP |
0.7281 |
0.7281 |
0.7281 |
0.7299 |
S1 |
0.7213 |
0.7213 |
0.7264 |
0.7247 |
S2 |
0.7149 |
0.7149 |
0.7252 |
|
S3 |
0.7017 |
0.7081 |
0.7240 |
|
S4 |
0.6885 |
0.6949 |
0.7203 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7677 |
0.7609 |
0.7349 |
|
R3 |
0.7545 |
0.7477 |
0.7312 |
|
R2 |
0.7413 |
0.7413 |
0.7300 |
|
R1 |
0.7345 |
0.7345 |
0.7288 |
0.7379 |
PP |
0.7281 |
0.7281 |
0.7281 |
0.7299 |
S1 |
0.7213 |
0.7213 |
0.7264 |
0.7247 |
S2 |
0.7149 |
0.7149 |
0.7252 |
|
S3 |
0.7017 |
0.7081 |
0.7240 |
|
S4 |
0.6885 |
0.6949 |
0.7203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7350 |
0.7218 |
0.0132 |
1.8% |
0.0083 |
1.1% |
44% |
True |
True |
90,960 |
10 |
0.7427 |
0.7218 |
0.0209 |
2.9% |
0.0084 |
1.2% |
28% |
False |
True |
85,585 |
20 |
0.7619 |
0.7218 |
0.0401 |
5.5% |
0.0092 |
1.3% |
14% |
False |
True |
87,469 |
40 |
0.7814 |
0.7218 |
0.0596 |
8.2% |
0.0094 |
1.3% |
10% |
False |
True |
74,582 |
60 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
7% |
False |
True |
50,251 |
80 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0094 |
1.3% |
7% |
False |
True |
37,728 |
100 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0093 |
1.3% |
7% |
False |
True |
30,195 |
120 |
0.8109 |
0.7218 |
0.0891 |
12.2% |
0.0080 |
1.1% |
7% |
False |
True |
25,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7911 |
2.618 |
0.7696 |
1.618 |
0.7564 |
1.000 |
0.7482 |
0.618 |
0.7432 |
HIGH |
0.7350 |
0.618 |
0.7300 |
0.500 |
0.7284 |
0.382 |
0.7268 |
LOW |
0.7218 |
0.618 |
0.7136 |
1.000 |
0.7086 |
1.618 |
0.7004 |
2.618 |
0.6872 |
4.250 |
0.6657 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7284 |
0.7284 |
PP |
0.7281 |
0.7281 |
S1 |
0.7279 |
0.7279 |
|