CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7391 |
-0.0020 |
-0.3% |
0.7563 |
High |
0.7411 |
0.7391 |
-0.0020 |
-0.3% |
0.7660 |
Low |
0.7348 |
0.7320 |
-0.0028 |
-0.4% |
0.7528 |
Close |
0.7376 |
0.7359 |
-0.0017 |
-0.2% |
0.7558 |
Range |
0.0063 |
0.0071 |
0.0008 |
12.7% |
0.0132 |
ATR |
0.0072 |
0.0072 |
0.0000 |
-0.1% |
0.0000 |
Volume |
72 |
65 |
-7 |
-9.7% |
152 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7570 |
0.7535 |
0.7398 |
|
R3 |
0.7499 |
0.7464 |
0.7379 |
|
R2 |
0.7428 |
0.7428 |
0.7372 |
|
R1 |
0.7393 |
0.7393 |
0.7366 |
0.7375 |
PP |
0.7357 |
0.7357 |
0.7357 |
0.7348 |
S1 |
0.7322 |
0.7322 |
0.7352 |
0.7304 |
S2 |
0.7286 |
0.7286 |
0.7346 |
|
S3 |
0.7215 |
0.7251 |
0.7339 |
|
S4 |
0.7144 |
0.7180 |
0.7320 |
|
|
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 |
0.7320 |
0.0340 |
4.6% |
0.0075 |
1.0% |
11% |
False |
True |
46 |
10 |
0.7698 |
0.7320 |
0.0378 |
5.1% |
0.0070 |
1.0% |
10% |
False |
True |
39 |
20 |
0.7764 |
0.7320 |
0.0444 |
6.0% |
0.0066 |
0.9% |
9% |
False |
True |
34 |
40 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0048 |
0.7% |
5% |
False |
True |
18 |
60 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0042 |
0.6% |
5% |
False |
True |
13 |
80 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0040 |
0.5% |
5% |
False |
True |
12 |
100 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0033 |
0.5% |
5% |
False |
True |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7693 |
2.618 |
0.7577 |
1.618 |
0.7506 |
1.000 |
0.7462 |
0.618 |
0.7435 |
HIGH |
0.7391 |
0.618 |
0.7364 |
0.500 |
0.7356 |
0.382 |
0.7347 |
LOW |
0.7320 |
0.618 |
0.7276 |
1.000 |
0.7249 |
1.618 |
0.7205 |
2.618 |
0.7134 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7358 |
0.7419 |
PP |
0.7357 |
0.7399 |
S1 |
0.7356 |
0.7379 |
|