CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7422 |
0.7380 |
-0.0042 |
-0.6% |
0.7518 |
High |
0.7436 |
0.7391 |
-0.0045 |
-0.6% |
0.7518 |
Low |
0.7358 |
0.7330 |
-0.0028 |
-0.4% |
0.7320 |
Close |
0.7376 |
0.7346 |
-0.0030 |
-0.4% |
0.7376 |
Range |
0.0078 |
0.0061 |
-0.0017 |
-21.8% |
0.0198 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
128 |
289 |
161 |
125.8% |
310 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7539 |
0.7503 |
0.7380 |
|
R3 |
0.7478 |
0.7442 |
0.7363 |
|
R2 |
0.7417 |
0.7417 |
0.7357 |
|
R1 |
0.7381 |
0.7381 |
0.7352 |
0.7369 |
PP |
0.7356 |
0.7356 |
0.7356 |
0.7349 |
S1 |
0.7320 |
0.7320 |
0.7340 |
0.7308 |
S2 |
0.7295 |
0.7295 |
0.7335 |
|
S3 |
0.7234 |
0.7259 |
0.7329 |
|
S4 |
0.7173 |
0.7198 |
0.7312 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7999 |
0.7885 |
0.7485 |
|
R3 |
0.7801 |
0.7687 |
0.7430 |
|
R2 |
0.7603 |
0.7603 |
0.7412 |
|
R1 |
0.7489 |
0.7489 |
0.7394 |
0.7447 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7384 |
S1 |
0.7291 |
0.7291 |
0.7358 |
0.7249 |
S2 |
0.7207 |
0.7207 |
0.7340 |
|
S3 |
0.7009 |
0.7093 |
0.7322 |
|
S4 |
0.6811 |
0.6895 |
0.7267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7436 |
0.7320 |
0.0116 |
1.6% |
0.0070 |
1.0% |
22% |
False |
False |
114 |
10 |
0.7660 |
0.7320 |
0.0340 |
4.6% |
0.0072 |
1.0% |
8% |
False |
False |
75 |
20 |
0.7764 |
0.7320 |
0.0444 |
6.0% |
0.0065 |
0.9% |
6% |
False |
False |
52 |
40 |
0.7959 |
0.7320 |
0.0639 |
8.7% |
0.0050 |
0.7% |
4% |
False |
False |
29 |
60 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0043 |
0.6% |
4% |
False |
False |
20 |
80 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0040 |
0.5% |
4% |
False |
False |
17 |
100 |
0.8046 |
0.7320 |
0.0726 |
9.9% |
0.0035 |
0.5% |
4% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7650 |
2.618 |
0.7551 |
1.618 |
0.7490 |
1.000 |
0.7452 |
0.618 |
0.7429 |
HIGH |
0.7391 |
0.618 |
0.7368 |
0.500 |
0.7361 |
0.382 |
0.7353 |
LOW |
0.7330 |
0.618 |
0.7292 |
1.000 |
0.7269 |
1.618 |
0.7231 |
2.618 |
0.7170 |
4.250 |
0.7071 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7361 |
0.7383 |
PP |
0.7356 |
0.7371 |
S1 |
0.7351 |
0.7358 |
|