CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7362 |
0.7302 |
-0.0060 |
-0.8% |
0.7380 |
High |
0.7362 |
0.7322 |
-0.0040 |
-0.5% |
0.7422 |
Low |
0.7319 |
0.7280 |
-0.0039 |
-0.5% |
0.7300 |
Close |
0.7320 |
0.7317 |
-0.0003 |
0.0% |
0.7320 |
Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0122 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
74 |
168 |
94 |
127.0% |
1,134 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7432 |
0.7417 |
0.7340 |
|
R3 |
0.7390 |
0.7375 |
0.7329 |
|
R2 |
0.7348 |
0.7348 |
0.7325 |
|
R1 |
0.7333 |
0.7333 |
0.7321 |
0.7341 |
PP |
0.7306 |
0.7306 |
0.7306 |
0.7310 |
S1 |
0.7291 |
0.7291 |
0.7313 |
0.7299 |
S2 |
0.7264 |
0.7264 |
0.7309 |
|
S3 |
0.7222 |
0.7249 |
0.7305 |
|
S4 |
0.7180 |
0.7207 |
0.7294 |
|
|
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 |
0.7280 |
0.0142 |
1.9% |
0.0071 |
1.0% |
26% |
False |
True |
202 |
10 |
0.7436 |
0.7280 |
0.0156 |
2.1% |
0.0071 |
1.0% |
24% |
False |
True |
158 |
20 |
0.7719 |
0.7280 |
0.0439 |
6.0% |
0.0070 |
1.0% |
8% |
False |
True |
94 |
40 |
0.7764 |
0.7280 |
0.0484 |
6.6% |
0.0058 |
0.8% |
8% |
False |
True |
54 |
60 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0048 |
0.7% |
5% |
False |
True |
37 |
80 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0041 |
0.6% |
5% |
False |
True |
29 |
100 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0039 |
0.5% |
5% |
False |
True |
25 |
120 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0034 |
0.5% |
5% |
False |
True |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7501 |
2.618 |
0.7432 |
1.618 |
0.7390 |
1.000 |
0.7364 |
0.618 |
0.7348 |
HIGH |
0.7322 |
0.618 |
0.7306 |
0.500 |
0.7301 |
0.382 |
0.7296 |
LOW |
0.7280 |
0.618 |
0.7254 |
1.000 |
0.7238 |
1.618 |
0.7212 |
2.618 |
0.7170 |
4.250 |
0.7102 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7312 |
0.7328 |
PP |
0.7306 |
0.7324 |
S1 |
0.7301 |
0.7321 |
|