CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7359 |
-0.0001 |
0.0% |
0.7240 |
High |
0.7368 |
0.7370 |
0.0002 |
0.0% |
0.7376 |
Low |
0.7307 |
0.7237 |
-0.0070 |
-1.0% |
0.7214 |
Close |
0.7359 |
0.7243 |
-0.0116 |
-1.6% |
0.7360 |
Range |
0.0061 |
0.0133 |
0.0072 |
118.0% |
0.0162 |
ATR |
0.0072 |
0.0076 |
0.0004 |
6.1% |
0.0000 |
Volume |
179 |
193 |
14 |
7.8% |
1,298 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7596 |
0.7316 |
|
R3 |
0.7549 |
0.7463 |
0.7280 |
|
R2 |
0.7416 |
0.7416 |
0.7267 |
|
R1 |
0.7330 |
0.7330 |
0.7255 |
0.7307 |
PP |
0.7283 |
0.7283 |
0.7283 |
0.7272 |
S1 |
0.7197 |
0.7197 |
0.7231 |
0.7174 |
S2 |
0.7150 |
0.7150 |
0.7219 |
|
S3 |
0.7017 |
0.7064 |
0.7206 |
|
S4 |
0.6884 |
0.6931 |
0.7170 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7803 |
0.7743 |
0.7449 |
|
R3 |
0.7641 |
0.7581 |
0.7405 |
|
R2 |
0.7479 |
0.7479 |
0.7390 |
|
R1 |
0.7419 |
0.7419 |
0.7375 |
0.7449 |
PP |
0.7317 |
0.7317 |
0.7317 |
0.7332 |
S1 |
0.7257 |
0.7257 |
0.7345 |
0.7287 |
S2 |
0.7155 |
0.7155 |
0.7330 |
|
S3 |
0.6993 |
0.7095 |
0.7315 |
|
S4 |
0.6831 |
0.6933 |
0.7271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7370 |
0.7237 |
0.0133 |
1.8% |
0.0074 |
1.0% |
5% |
True |
True |
259 |
10 |
0.7376 |
0.7189 |
0.0187 |
2.6% |
0.0079 |
1.1% |
29% |
False |
False |
239 |
20 |
0.7422 |
0.7189 |
0.0233 |
3.2% |
0.0074 |
1.0% |
23% |
False |
False |
217 |
40 |
0.7764 |
0.7189 |
0.0575 |
7.9% |
0.0072 |
1.0% |
9% |
False |
False |
137 |
60 |
0.7894 |
0.7189 |
0.0705 |
9.7% |
0.0059 |
0.8% |
8% |
False |
False |
93 |
80 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0052 |
0.7% |
6% |
False |
False |
71 |
100 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0047 |
0.7% |
6% |
False |
False |
58 |
120 |
0.8046 |
0.7189 |
0.0857 |
11.8% |
0.0042 |
0.6% |
6% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7935 |
2.618 |
0.7718 |
1.618 |
0.7585 |
1.000 |
0.7503 |
0.618 |
0.7452 |
HIGH |
0.7370 |
0.618 |
0.7319 |
0.500 |
0.7304 |
0.382 |
0.7288 |
LOW |
0.7237 |
0.618 |
0.7155 |
1.000 |
0.7104 |
1.618 |
0.7022 |
2.618 |
0.6889 |
4.250 |
0.6672 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7304 |
0.7304 |
PP |
0.7283 |
0.7283 |
S1 |
0.7263 |
0.7263 |
|