CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7348 |
0.7422 |
0.0074 |
1.0% |
0.7518 |
High |
0.7424 |
0.7436 |
0.0012 |
0.2% |
0.7518 |
Low |
0.7348 |
0.7358 |
0.0010 |
0.1% |
0.7320 |
Close |
0.7383 |
0.7376 |
-0.0007 |
-0.1% |
0.7376 |
Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0198 |
ATR |
0.0073 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
Volume |
19 |
128 |
109 |
573.7% |
310 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7578 |
0.7419 |
|
R3 |
0.7546 |
0.7500 |
0.7397 |
|
R2 |
0.7468 |
0.7468 |
0.7390 |
|
R1 |
0.7422 |
0.7422 |
0.7383 |
0.7406 |
PP |
0.7390 |
0.7390 |
0.7390 |
0.7382 |
S1 |
0.7344 |
0.7344 |
0.7369 |
0.7328 |
S2 |
0.7312 |
0.7312 |
0.7362 |
|
S3 |
0.7234 |
0.7266 |
0.7355 |
|
S4 |
0.7156 |
0.7188 |
0.7333 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7999 |
0.7885 |
0.7485 |
|
R3 |
0.7801 |
0.7687 |
0.7430 |
|
R2 |
0.7603 |
0.7603 |
0.7412 |
|
R1 |
0.7489 |
0.7489 |
0.7394 |
0.7447 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7384 |
S1 |
0.7291 |
0.7291 |
0.7358 |
0.7249 |
S2 |
0.7207 |
0.7207 |
0.7340 |
|
S3 |
0.7009 |
0.7093 |
0.7322 |
|
S4 |
0.6811 |
0.6895 |
0.7267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7518 |
0.7320 |
0.0198 |
2.7% |
0.0077 |
1.0% |
28% |
False |
False |
62 |
10 |
0.7660 |
0.7320 |
0.0340 |
4.6% |
0.0074 |
1.0% |
16% |
False |
False |
46 |
20 |
0.7764 |
0.7320 |
0.0444 |
6.0% |
0.0066 |
0.9% |
13% |
False |
False |
38 |
40 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0050 |
0.7% |
8% |
False |
False |
22 |
60 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0043 |
0.6% |
8% |
False |
False |
15 |
80 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0040 |
0.5% |
8% |
False |
False |
13 |
100 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0034 |
0.5% |
8% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7768 |
2.618 |
0.7640 |
1.618 |
0.7562 |
1.000 |
0.7514 |
0.618 |
0.7484 |
HIGH |
0.7436 |
0.618 |
0.7406 |
0.500 |
0.7397 |
0.382 |
0.7388 |
LOW |
0.7358 |
0.618 |
0.7310 |
1.000 |
0.7280 |
1.618 |
0.7232 |
2.618 |
0.7154 |
4.250 |
0.7027 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7397 |
0.7378 |
PP |
0.7390 |
0.7377 |
S1 |
0.7383 |
0.7377 |
|