CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7293 |
0.7366 |
0.0073 |
1.0% |
0.7380 |
High |
0.7386 |
0.7366 |
-0.0020 |
-0.3% |
0.7422 |
Low |
0.7293 |
0.7306 |
0.0013 |
0.2% |
0.7300 |
Close |
0.7367 |
0.7315 |
-0.0052 |
-0.7% |
0.7320 |
Range |
0.0093 |
0.0060 |
-0.0033 |
-35.5% |
0.0122 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
143 |
51 |
-92 |
-64.3% |
1,134 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7509 |
0.7472 |
0.7348 |
|
R3 |
0.7449 |
0.7412 |
0.7332 |
|
R2 |
0.7389 |
0.7389 |
0.7326 |
|
R1 |
0.7352 |
0.7352 |
0.7321 |
0.7341 |
PP |
0.7329 |
0.7329 |
0.7329 |
0.7323 |
S1 |
0.7292 |
0.7292 |
0.7310 |
0.7281 |
S2 |
0.7269 |
0.7269 |
0.7304 |
|
S3 |
0.7209 |
0.7232 |
0.7299 |
|
S4 |
0.7149 |
0.7172 |
0.7282 |
|
|
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 |
0.7386 |
0.7280 |
0.0106 |
1.4% |
0.0063 |
0.9% |
33% |
False |
False |
151 |
10 |
0.7436 |
0.7280 |
0.0156 |
2.1% |
0.0073 |
1.0% |
22% |
False |
False |
164 |
20 |
0.7698 |
0.7280 |
0.0418 |
5.7% |
0.0071 |
1.0% |
8% |
False |
False |
101 |
40 |
0.7764 |
0.7280 |
0.0484 |
6.6% |
0.0061 |
0.8% |
7% |
False |
False |
59 |
60 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0050 |
0.7% |
5% |
False |
False |
40 |
80 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0043 |
0.6% |
5% |
False |
False |
31 |
100 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0040 |
0.5% |
5% |
False |
False |
26 |
120 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0035 |
0.5% |
5% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7621 |
2.618 |
0.7523 |
1.618 |
0.7463 |
1.000 |
0.7426 |
0.618 |
0.7403 |
HIGH |
0.7366 |
0.618 |
0.7343 |
0.500 |
0.7336 |
0.382 |
0.7329 |
LOW |
0.7306 |
0.618 |
0.7269 |
1.000 |
0.7246 |
1.618 |
0.7209 |
2.618 |
0.7149 |
4.250 |
0.7051 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7336 |
0.7333 |
PP |
0.7329 |
0.7327 |
S1 |
0.7322 |
0.7321 |
|