CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7246 |
0.7247 |
0.0001 |
0.0% |
0.7239 |
High |
0.7265 |
0.7313 |
0.0048 |
0.7% |
0.7313 |
Low |
0.7213 |
0.7189 |
-0.0024 |
-0.3% |
0.7189 |
Close |
0.7235 |
0.7242 |
0.0007 |
0.1% |
0.7242 |
Range |
0.0052 |
0.0124 |
0.0072 |
138.5% |
0.0124 |
ATR |
0.0069 |
0.0073 |
0.0004 |
5.8% |
0.0000 |
Volume |
118 |
86 |
-32 |
-27.1% |
1,468 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7620 |
0.7555 |
0.7310 |
|
R3 |
0.7496 |
0.7431 |
0.7276 |
|
R2 |
0.7372 |
0.7372 |
0.7265 |
|
R1 |
0.7307 |
0.7307 |
0.7253 |
0.7278 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7233 |
S1 |
0.7183 |
0.7183 |
0.7231 |
0.7154 |
S2 |
0.7124 |
0.7124 |
0.7219 |
|
S3 |
0.7000 |
0.7059 |
0.7208 |
|
S4 |
0.6876 |
0.6935 |
0.7174 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7620 |
0.7555 |
0.7310 |
|
R3 |
0.7496 |
0.7431 |
0.7276 |
|
R2 |
0.7372 |
0.7372 |
0.7265 |
|
R1 |
0.7307 |
0.7307 |
0.7253 |
0.7340 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7264 |
S1 |
0.7183 |
0.7183 |
0.7231 |
0.7216 |
S2 |
0.7124 |
0.7124 |
0.7219 |
|
S3 |
0.7000 |
0.7059 |
0.7208 |
|
S4 |
0.6876 |
0.6935 |
0.7174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7313 |
0.7189 |
0.0124 |
1.7% |
0.0070 |
1.0% |
43% |
True |
True |
293 |
10 |
0.7386 |
0.7189 |
0.0197 |
2.7% |
0.0069 |
1.0% |
27% |
False |
True |
194 |
20 |
0.7518 |
0.7189 |
0.0329 |
4.5% |
0.0073 |
1.0% |
16% |
False |
True |
169 |
40 |
0.7764 |
0.7189 |
0.0575 |
7.9% |
0.0068 |
0.9% |
9% |
False |
True |
98 |
60 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0053 |
0.7% |
6% |
False |
True |
66 |
80 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0047 |
0.6% |
6% |
False |
True |
50 |
100 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0044 |
0.6% |
6% |
False |
True |
42 |
120 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0038 |
0.5% |
6% |
False |
True |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7840 |
2.618 |
0.7638 |
1.618 |
0.7514 |
1.000 |
0.7437 |
0.618 |
0.7390 |
HIGH |
0.7313 |
0.618 |
0.7266 |
0.500 |
0.7251 |
0.382 |
0.7236 |
LOW |
0.7189 |
0.618 |
0.7112 |
1.000 |
0.7065 |
1.618 |
0.6988 |
2.618 |
0.6864 |
4.250 |
0.6662 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7251 |
0.7251 |
PP |
0.7248 |
0.7248 |
S1 |
0.7245 |
0.7245 |
|