CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7273 |
0.7290 |
0.0017 |
0.2% |
0.7251 |
High |
0.7350 |
0.7299 |
-0.0051 |
-0.7% |
0.7350 |
Low |
0.7218 |
0.7244 |
0.0026 |
0.4% |
0.7218 |
Close |
0.7276 |
0.7253 |
-0.0023 |
-0.3% |
0.7276 |
Range |
0.0132 |
0.0055 |
-0.0077 |
-58.3% |
0.0132 |
ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
126,013 |
60,484 |
-65,529 |
-52.0% |
454,803 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7430 |
0.7397 |
0.7283 |
|
R3 |
0.7375 |
0.7342 |
0.7268 |
|
R2 |
0.7320 |
0.7320 |
0.7263 |
|
R1 |
0.7287 |
0.7287 |
0.7258 |
0.7276 |
PP |
0.7265 |
0.7265 |
0.7265 |
0.7260 |
S1 |
0.7232 |
0.7232 |
0.7248 |
0.7221 |
S2 |
0.7210 |
0.7210 |
0.7243 |
|
S3 |
0.7155 |
0.7177 |
0.7238 |
|
S4 |
0.7100 |
0.7122 |
0.7223 |
|
|
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% |
0.0082 |
1.1% |
27% |
False |
False |
87,680 |
10 |
0.7427 |
0.7218 |
0.0209 |
2.9% |
0.0082 |
1.1% |
17% |
False |
False |
84,925 |
20 |
0.7473 |
0.7218 |
0.0255 |
3.5% |
0.0086 |
1.2% |
14% |
False |
False |
83,536 |
40 |
0.7814 |
0.7218 |
0.0596 |
8.2% |
0.0091 |
1.3% |
6% |
False |
False |
75,957 |
60 |
0.8109 |
0.7218 |
0.0891 |
12.3% |
0.0093 |
1.3% |
4% |
False |
False |
51,256 |
80 |
0.8109 |
0.7218 |
0.0891 |
12.3% |
0.0094 |
1.3% |
4% |
False |
False |
38,483 |
100 |
0.8109 |
0.7218 |
0.0891 |
12.3% |
0.0092 |
1.3% |
4% |
False |
False |
30,799 |
120 |
0.8109 |
0.7218 |
0.0891 |
12.3% |
0.0081 |
1.1% |
4% |
False |
False |
25,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7533 |
2.618 |
0.7443 |
1.618 |
0.7388 |
1.000 |
0.7354 |
0.618 |
0.7333 |
HIGH |
0.7299 |
0.618 |
0.7278 |
0.500 |
0.7272 |
0.382 |
0.7265 |
LOW |
0.7244 |
0.618 |
0.7210 |
1.000 |
0.7189 |
1.618 |
0.7155 |
2.618 |
0.7100 |
4.250 |
0.7010 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7272 |
0.7284 |
PP |
0.7265 |
0.7274 |
S1 |
0.7259 |
0.7263 |
|