CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7366 |
0.7331 |
-0.0035 |
-0.5% |
0.7380 |
High |
0.7366 |
0.7358 |
-0.0008 |
-0.1% |
0.7422 |
Low |
0.7306 |
0.7300 |
-0.0006 |
-0.1% |
0.7300 |
Close |
0.7315 |
0.7308 |
-0.0007 |
-0.1% |
0.7320 |
Range |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0122 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
51 |
78 |
27 |
52.9% |
1,134 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7496 |
0.7460 |
0.7340 |
|
R3 |
0.7438 |
0.7402 |
0.7324 |
|
R2 |
0.7380 |
0.7380 |
0.7319 |
|
R1 |
0.7344 |
0.7344 |
0.7313 |
0.7333 |
PP |
0.7322 |
0.7322 |
0.7322 |
0.7317 |
S1 |
0.7286 |
0.7286 |
0.7303 |
0.7275 |
S2 |
0.7264 |
0.7264 |
0.7297 |
|
S3 |
0.7206 |
0.7228 |
0.7292 |
|
S4 |
0.7148 |
0.7170 |
0.7276 |
|
|
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 |
1.5% |
0.0059 |
0.8% |
26% |
False |
False |
102 |
10 |
0.7436 |
0.7280 |
0.0156 |
2.1% |
0.0071 |
1.0% |
18% |
False |
False |
170 |
20 |
0.7676 |
0.7280 |
0.0396 |
5.4% |
0.0070 |
1.0% |
7% |
False |
False |
104 |
40 |
0.7764 |
0.7280 |
0.0484 |
6.6% |
0.0062 |
0.8% |
6% |
False |
False |
61 |
60 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0049 |
0.7% |
4% |
False |
False |
41 |
80 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0043 |
0.6% |
4% |
False |
False |
32 |
100 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0041 |
0.6% |
4% |
False |
False |
27 |
120 |
0.8046 |
0.7280 |
0.0766 |
10.5% |
0.0036 |
0.5% |
4% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7605 |
2.618 |
0.7510 |
1.618 |
0.7452 |
1.000 |
0.7416 |
0.618 |
0.7394 |
HIGH |
0.7358 |
0.618 |
0.7336 |
0.500 |
0.7329 |
0.382 |
0.7322 |
LOW |
0.7300 |
0.618 |
0.7264 |
1.000 |
0.7242 |
1.618 |
0.7206 |
2.618 |
0.7148 |
4.250 |
0.7054 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7329 |
0.7340 |
PP |
0.7322 |
0.7329 |
S1 |
0.7315 |
0.7319 |
|