CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7701 |
0.7593 |
-0.0108 |
-1.4% |
0.7730 |
| High |
0.7707 |
0.7681 |
-0.0026 |
-0.3% |
0.7762 |
| Low |
0.7597 |
0.7555 |
-0.0042 |
-0.6% |
0.7597 |
| Close |
0.7621 |
0.7672 |
0.0051 |
0.7% |
0.7621 |
| Range |
0.0110 |
0.0126 |
0.0016 |
14.5% |
0.0165 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
80,171 |
86,785 |
6,614 |
8.2% |
328,499 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8014 |
0.7969 |
0.7741 |
|
| R3 |
0.7888 |
0.7843 |
0.7707 |
|
| R2 |
0.7762 |
0.7762 |
0.7695 |
|
| R1 |
0.7717 |
0.7717 |
0.7684 |
0.7740 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7647 |
| S1 |
0.7591 |
0.7591 |
0.7660 |
0.7614 |
| S2 |
0.7510 |
0.7510 |
0.7649 |
|
| S3 |
0.7384 |
0.7465 |
0.7637 |
|
| S4 |
0.7258 |
0.7339 |
0.7603 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8155 |
0.8053 |
0.7712 |
|
| R3 |
0.7990 |
0.7888 |
0.7666 |
|
| R2 |
0.7825 |
0.7825 |
0.7651 |
|
| R1 |
0.7723 |
0.7723 |
0.7636 |
0.7692 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7644 |
| S1 |
0.7558 |
0.7558 |
0.7606 |
0.7527 |
| S2 |
0.7495 |
0.7495 |
0.7591 |
|
| S3 |
0.7330 |
0.7393 |
0.7576 |
|
| S4 |
0.7165 |
0.7228 |
0.7530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7737 |
0.7555 |
0.0182 |
2.4% |
0.0091 |
1.2% |
64% |
False |
True |
72,887 |
| 10 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0093 |
1.2% |
45% |
False |
True |
71,164 |
| 20 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0101 |
1.3% |
45% |
False |
True |
51,584 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0097 |
1.3% |
21% |
False |
False |
26,069 |
| 60 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0094 |
1.2% |
28% |
False |
False |
17,428 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0091 |
1.2% |
32% |
False |
False |
13,084 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0076 |
1.0% |
32% |
False |
False |
10,468 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0067 |
0.9% |
30% |
False |
False |
8,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8217 |
|
2.618 |
0.8011 |
|
1.618 |
0.7885 |
|
1.000 |
0.7807 |
|
0.618 |
0.7759 |
|
HIGH |
0.7681 |
|
0.618 |
0.7633 |
|
0.500 |
0.7618 |
|
0.382 |
0.7603 |
|
LOW |
0.7555 |
|
0.618 |
0.7477 |
|
1.000 |
0.7429 |
|
1.618 |
0.7351 |
|
2.618 |
0.7225 |
|
4.250 |
0.7020 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7661 |
| PP |
0.7636 |
0.7649 |
| S1 |
0.7618 |
0.7638 |
|