CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7325 |
0.7303 |
-0.0022 |
-0.3% |
0.7239 |
High |
0.7332 |
0.7326 |
-0.0006 |
-0.1% |
0.7313 |
Low |
0.7292 |
0.7267 |
-0.0025 |
-0.3% |
0.7189 |
Close |
0.7297 |
0.7289 |
-0.0008 |
-0.1% |
0.7242 |
Range |
0.0040 |
0.0059 |
0.0019 |
47.5% |
0.0124 |
ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
518 |
186 |
-332 |
-64.1% |
1,468 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7471 |
0.7439 |
0.7321 |
|
R3 |
0.7412 |
0.7380 |
0.7305 |
|
R2 |
0.7353 |
0.7353 |
0.7300 |
|
R1 |
0.7321 |
0.7321 |
0.7294 |
0.7308 |
PP |
0.7294 |
0.7294 |
0.7294 |
0.7287 |
S1 |
0.7262 |
0.7262 |
0.7284 |
0.7249 |
S2 |
0.7235 |
0.7235 |
0.7278 |
|
S3 |
0.7176 |
0.7203 |
0.7273 |
|
S4 |
0.7117 |
0.7144 |
0.7257 |
|
|
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 |
0.7376 |
0.7189 |
0.0187 |
2.6% |
0.0083 |
1.1% |
53% |
False |
False |
232 |
10 |
0.7376 |
0.7189 |
0.0187 |
2.6% |
0.0073 |
1.0% |
53% |
False |
False |
258 |
20 |
0.7436 |
0.7189 |
0.0247 |
3.4% |
0.0072 |
1.0% |
40% |
False |
False |
214 |
40 |
0.7764 |
0.7189 |
0.0575 |
7.9% |
0.0068 |
0.9% |
17% |
False |
False |
123 |
60 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0056 |
0.8% |
12% |
False |
False |
84 |
80 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0050 |
0.7% |
12% |
False |
False |
63 |
100 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0047 |
0.6% |
12% |
False |
False |
52 |
120 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0040 |
0.6% |
12% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7577 |
2.618 |
0.7480 |
1.618 |
0.7421 |
1.000 |
0.7385 |
0.618 |
0.7362 |
HIGH |
0.7326 |
0.618 |
0.7303 |
0.500 |
0.7297 |
0.382 |
0.7290 |
LOW |
0.7267 |
0.618 |
0.7231 |
1.000 |
0.7208 |
1.618 |
0.7172 |
2.618 |
0.7113 |
4.250 |
0.7016 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7297 |
0.7296 |
PP |
0.7294 |
0.7294 |
S1 |
0.7292 |
0.7291 |
|