CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7247 |
0.7240 |
-0.0007 |
-0.1% |
0.7239 |
High |
0.7313 |
0.7244 |
-0.0069 |
-0.9% |
0.7313 |
Low |
0.7189 |
0.7214 |
0.0025 |
0.3% |
0.7189 |
Close |
0.7242 |
0.7220 |
-0.0022 |
-0.3% |
0.7242 |
Range |
0.0124 |
0.0030 |
-0.0094 |
-75.8% |
0.0124 |
ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
86 |
230 |
144 |
167.4% |
1,468 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7316 |
0.7298 |
0.7237 |
|
R3 |
0.7286 |
0.7268 |
0.7228 |
|
R2 |
0.7256 |
0.7256 |
0.7226 |
|
R1 |
0.7238 |
0.7238 |
0.7223 |
0.7232 |
PP |
0.7226 |
0.7226 |
0.7226 |
0.7223 |
S1 |
0.7208 |
0.7208 |
0.7217 |
0.7202 |
S2 |
0.7196 |
0.7196 |
0.7215 |
|
S3 |
0.7166 |
0.7178 |
0.7212 |
|
S4 |
0.7136 |
0.7148 |
0.7204 |
|
|
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% |
0.0067 |
0.9% |
25% |
False |
False |
247 |
10 |
0.7386 |
0.7189 |
0.0197 |
2.7% |
0.0068 |
0.9% |
16% |
False |
False |
200 |
20 |
0.7436 |
0.7189 |
0.0247 |
3.4% |
0.0069 |
1.0% |
13% |
False |
False |
179 |
40 |
0.7764 |
0.7189 |
0.0575 |
8.0% |
0.0067 |
0.9% |
5% |
False |
False |
103 |
60 |
0.8046 |
0.7189 |
0.0857 |
11.9% |
0.0053 |
0.7% |
4% |
False |
False |
70 |
80 |
0.8046 |
0.7189 |
0.0857 |
11.9% |
0.0047 |
0.7% |
4% |
False |
False |
53 |
100 |
0.8046 |
0.7189 |
0.0857 |
11.9% |
0.0044 |
0.6% |
4% |
False |
False |
44 |
120 |
0.8046 |
0.7189 |
0.0857 |
11.9% |
0.0038 |
0.5% |
4% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7372 |
2.618 |
0.7323 |
1.618 |
0.7293 |
1.000 |
0.7274 |
0.618 |
0.7263 |
HIGH |
0.7244 |
0.618 |
0.7233 |
0.500 |
0.7229 |
0.382 |
0.7225 |
LOW |
0.7214 |
0.618 |
0.7195 |
1.000 |
0.7184 |
1.618 |
0.7165 |
2.618 |
0.7135 |
4.250 |
0.7087 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7229 |
0.7251 |
PP |
0.7226 |
0.7241 |
S1 |
0.7223 |
0.7230 |
|