CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7518 |
0.7411 |
-0.0107 |
-1.4% |
0.7563 |
High |
0.7518 |
0.7411 |
-0.0107 |
-1.4% |
0.7660 |
Low |
0.7420 |
0.7348 |
-0.0072 |
-1.0% |
0.7528 |
Close |
0.7433 |
0.7376 |
-0.0057 |
-0.8% |
0.7558 |
Range |
0.0098 |
0.0063 |
-0.0035 |
-35.7% |
0.0132 |
ATR |
0.0072 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
Volume |
26 |
72 |
46 |
176.9% |
152 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7567 |
0.7535 |
0.7411 |
|
R3 |
0.7504 |
0.7472 |
0.7393 |
|
R2 |
0.7441 |
0.7441 |
0.7388 |
|
R1 |
0.7409 |
0.7409 |
0.7382 |
0.7394 |
PP |
0.7378 |
0.7378 |
0.7378 |
0.7371 |
S1 |
0.7346 |
0.7346 |
0.7370 |
0.7331 |
S2 |
0.7315 |
0.7315 |
0.7364 |
|
S3 |
0.7252 |
0.7283 |
0.7359 |
|
S4 |
0.7189 |
0.7220 |
0.7341 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7978 |
0.7900 |
0.7631 |
|
R3 |
0.7846 |
0.7768 |
0.7594 |
|
R2 |
0.7714 |
0.7714 |
0.7582 |
|
R1 |
0.7636 |
0.7636 |
0.7570 |
0.7609 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7569 |
S1 |
0.7504 |
0.7504 |
0.7546 |
0.7477 |
S2 |
0.7450 |
0.7450 |
0.7534 |
|
S3 |
0.7318 |
0.7372 |
0.7522 |
|
S4 |
0.7186 |
0.7240 |
0.7485 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7660 |
0.7348 |
0.0312 |
4.2% |
0.0070 |
0.9% |
9% |
False |
True |
39 |
10 |
0.7698 |
0.7348 |
0.0350 |
4.7% |
0.0068 |
0.9% |
8% |
False |
True |
36 |
20 |
0.7764 |
0.7348 |
0.0416 |
5.6% |
0.0065 |
0.9% |
7% |
False |
True |
31 |
40 |
0.8046 |
0.7348 |
0.0698 |
9.5% |
0.0047 |
0.6% |
4% |
False |
True |
17 |
60 |
0.8046 |
0.7348 |
0.0698 |
9.5% |
0.0041 |
0.6% |
4% |
False |
True |
12 |
80 |
0.8046 |
0.7348 |
0.0698 |
9.5% |
0.0039 |
0.5% |
4% |
False |
True |
11 |
100 |
0.8046 |
0.7348 |
0.0698 |
9.5% |
0.0033 |
0.4% |
4% |
False |
True |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7679 |
2.618 |
0.7576 |
1.618 |
0.7513 |
1.000 |
0.7474 |
0.618 |
0.7450 |
HIGH |
0.7411 |
0.618 |
0.7387 |
0.500 |
0.7380 |
0.382 |
0.7372 |
LOW |
0.7348 |
0.618 |
0.7309 |
1.000 |
0.7285 |
1.618 |
0.7246 |
2.618 |
0.7183 |
4.250 |
0.7080 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7380 |
0.7467 |
PP |
0.7378 |
0.7437 |
S1 |
0.7377 |
0.7406 |
|