CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7322 |
0.7362 |
0.0040 |
0.5% |
0.7380 |
High |
0.7375 |
0.7362 |
-0.0013 |
-0.2% |
0.7422 |
Low |
0.7300 |
0.7319 |
0.0019 |
0.3% |
0.7300 |
Close |
0.7345 |
0.7320 |
-0.0025 |
-0.3% |
0.7320 |
Range |
0.0075 |
0.0043 |
-0.0032 |
-42.7% |
0.0122 |
ATR |
0.0076 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
323 |
74 |
-249 |
-77.1% |
1,134 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7463 |
0.7434 |
0.7344 |
|
R3 |
0.7420 |
0.7391 |
0.7332 |
|
R2 |
0.7377 |
0.7377 |
0.7328 |
|
R1 |
0.7348 |
0.7348 |
0.7324 |
0.7341 |
PP |
0.7334 |
0.7334 |
0.7334 |
0.7330 |
S1 |
0.7305 |
0.7305 |
0.7316 |
0.7298 |
S2 |
0.7291 |
0.7291 |
0.7312 |
|
S3 |
0.7248 |
0.7262 |
0.7308 |
|
S4 |
0.7205 |
0.7219 |
0.7296 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7639 |
0.7387 |
|
R3 |
0.7591 |
0.7517 |
0.7354 |
|
R2 |
0.7469 |
0.7469 |
0.7342 |
|
R1 |
0.7395 |
0.7395 |
0.7331 |
0.7371 |
PP |
0.7347 |
0.7347 |
0.7347 |
0.7336 |
S1 |
0.7273 |
0.7273 |
0.7309 |
0.7249 |
S2 |
0.7225 |
0.7225 |
0.7298 |
|
S3 |
0.7103 |
0.7151 |
0.7286 |
|
S4 |
0.6981 |
0.7029 |
0.7253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7422 |
0.7300 |
0.0122 |
1.7% |
0.0075 |
1.0% |
16% |
False |
False |
226 |
10 |
0.7518 |
0.7300 |
0.0218 |
3.0% |
0.0076 |
1.0% |
9% |
False |
False |
144 |
20 |
0.7724 |
0.7300 |
0.0424 |
5.8% |
0.0070 |
1.0% |
5% |
False |
False |
88 |
40 |
0.7810 |
0.7300 |
0.0510 |
7.0% |
0.0057 |
0.8% |
4% |
False |
False |
50 |
60 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0048 |
0.7% |
3% |
False |
False |
34 |
80 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0041 |
0.6% |
3% |
False |
False |
27 |
100 |
0.8046 |
0.7300 |
0.0746 |
10.2% |
0.0038 |
0.5% |
3% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7545 |
2.618 |
0.7475 |
1.618 |
0.7432 |
1.000 |
0.7405 |
0.618 |
0.7389 |
HIGH |
0.7362 |
0.618 |
0.7346 |
0.500 |
0.7341 |
0.382 |
0.7335 |
LOW |
0.7319 |
0.618 |
0.7292 |
1.000 |
0.7276 |
1.618 |
0.7249 |
2.618 |
0.7206 |
4.250 |
0.7136 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7341 |
0.7361 |
PP |
0.7334 |
0.7347 |
S1 |
0.7327 |
0.7334 |
|