CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7298 |
0.7239 |
-0.0059 |
-0.8% |
0.7302 |
High |
0.7298 |
0.7270 |
-0.0028 |
-0.4% |
0.7386 |
Low |
0.7209 |
0.7224 |
0.0015 |
0.2% |
0.7209 |
Close |
0.7229 |
0.7228 |
-0.0001 |
0.0% |
0.7229 |
Range |
0.0089 |
0.0046 |
-0.0043 |
-48.3% |
0.0177 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
36 |
462 |
426 |
1,183.3% |
476 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7379 |
0.7349 |
0.7253 |
|
R3 |
0.7333 |
0.7303 |
0.7241 |
|
R2 |
0.7287 |
0.7287 |
0.7236 |
|
R1 |
0.7257 |
0.7257 |
0.7232 |
0.7249 |
PP |
0.7241 |
0.7241 |
0.7241 |
0.7237 |
S1 |
0.7211 |
0.7211 |
0.7224 |
0.7203 |
S2 |
0.7195 |
0.7195 |
0.7220 |
|
S3 |
0.7149 |
0.7165 |
0.7215 |
|
S4 |
0.7103 |
0.7119 |
0.7203 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7806 |
0.7694 |
0.7326 |
|
R3 |
0.7629 |
0.7517 |
0.7278 |
|
R2 |
0.7452 |
0.7452 |
0.7261 |
|
R1 |
0.7340 |
0.7340 |
0.7245 |
0.7308 |
PP |
0.7275 |
0.7275 |
0.7275 |
0.7258 |
S1 |
0.7163 |
0.7163 |
0.7213 |
0.7131 |
S2 |
0.7098 |
0.7098 |
0.7197 |
|
S3 |
0.6921 |
0.6986 |
0.7180 |
|
S4 |
0.6744 |
0.6809 |
0.7132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7386 |
0.7209 |
0.0177 |
2.4% |
0.0069 |
1.0% |
11% |
False |
False |
154 |
10 |
0.7422 |
0.7209 |
0.0213 |
2.9% |
0.0070 |
1.0% |
9% |
False |
False |
178 |
20 |
0.7660 |
0.7209 |
0.0451 |
6.2% |
0.0071 |
1.0% |
4% |
False |
False |
126 |
40 |
0.7764 |
0.7209 |
0.0555 |
7.7% |
0.0063 |
0.9% |
3% |
False |
False |
73 |
60 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0050 |
0.7% |
2% |
False |
False |
50 |
80 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0044 |
0.6% |
2% |
False |
False |
38 |
100 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0042 |
0.6% |
2% |
False |
False |
32 |
120 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0036 |
0.5% |
2% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7466 |
2.618 |
0.7390 |
1.618 |
0.7344 |
1.000 |
0.7316 |
0.618 |
0.7298 |
HIGH |
0.7270 |
0.618 |
0.7252 |
0.500 |
0.7247 |
0.382 |
0.7242 |
LOW |
0.7224 |
0.618 |
0.7196 |
1.000 |
0.7178 |
1.618 |
0.7150 |
2.618 |
0.7104 |
4.250 |
0.7029 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7247 |
0.7284 |
PP |
0.7241 |
0.7265 |
S1 |
0.7234 |
0.7247 |
|