CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7292 |
0.7246 |
-0.0046 |
-0.6% |
0.7302 |
High |
0.7295 |
0.7265 |
-0.0030 |
-0.4% |
0.7386 |
Low |
0.7241 |
0.7213 |
-0.0028 |
-0.4% |
0.7209 |
Close |
0.7254 |
0.7235 |
-0.0019 |
-0.3% |
0.7229 |
Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0177 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
516 |
118 |
-398 |
-77.1% |
476 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7394 |
0.7366 |
0.7264 |
|
R3 |
0.7342 |
0.7314 |
0.7249 |
|
R2 |
0.7290 |
0.7290 |
0.7245 |
|
R1 |
0.7262 |
0.7262 |
0.7240 |
0.7250 |
PP |
0.7238 |
0.7238 |
0.7238 |
0.7232 |
S1 |
0.7210 |
0.7210 |
0.7230 |
0.7198 |
S2 |
0.7186 |
0.7186 |
0.7225 |
|
S3 |
0.7134 |
0.7158 |
0.7221 |
|
S4 |
0.7082 |
0.7106 |
0.7206 |
|
|
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 |
0.7298 |
0.7209 |
0.0089 |
1.2% |
0.0063 |
0.9% |
29% |
False |
False |
283 |
10 |
0.7386 |
0.7209 |
0.0177 |
2.4% |
0.0061 |
0.8% |
15% |
False |
False |
193 |
20 |
0.7586 |
0.7209 |
0.0377 |
5.2% |
0.0069 |
1.0% |
7% |
False |
False |
166 |
40 |
0.7764 |
0.7209 |
0.0555 |
7.7% |
0.0066 |
0.9% |
5% |
False |
False |
96 |
60 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0051 |
0.7% |
3% |
False |
False |
64 |
80 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0045 |
0.6% |
3% |
False |
False |
49 |
100 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0043 |
0.6% |
3% |
False |
False |
41 |
120 |
0.8046 |
0.7209 |
0.0837 |
11.6% |
0.0037 |
0.5% |
3% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7486 |
2.618 |
0.7401 |
1.618 |
0.7349 |
1.000 |
0.7317 |
0.618 |
0.7297 |
HIGH |
0.7265 |
0.618 |
0.7245 |
0.500 |
0.7239 |
0.382 |
0.7233 |
LOW |
0.7213 |
0.618 |
0.7181 |
1.000 |
0.7161 |
1.618 |
0.7129 |
2.618 |
0.7077 |
4.250 |
0.6992 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7239 |
0.7254 |
PP |
0.7238 |
0.7248 |
S1 |
0.7236 |
0.7241 |
|