CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7649 |
0.0056 |
0.7% |
0.7730 |
| High |
0.7681 |
0.7693 |
0.0012 |
0.2% |
0.7762 |
| Low |
0.7555 |
0.7628 |
0.0073 |
1.0% |
0.7597 |
| Close |
0.7672 |
0.7685 |
0.0013 |
0.2% |
0.7621 |
| Range |
0.0126 |
0.0065 |
-0.0061 |
-48.4% |
0.0165 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
86,785 |
78,625 |
-8,160 |
-9.4% |
328,499 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7864 |
0.7839 |
0.7721 |
|
| R3 |
0.7799 |
0.7774 |
0.7703 |
|
| R2 |
0.7734 |
0.7734 |
0.7697 |
|
| R1 |
0.7709 |
0.7709 |
0.7691 |
0.7722 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7675 |
| S1 |
0.7644 |
0.7644 |
0.7679 |
0.7657 |
| S2 |
0.7604 |
0.7604 |
0.7673 |
|
| S3 |
0.7539 |
0.7579 |
0.7667 |
|
| S4 |
0.7474 |
0.7514 |
0.7649 |
|
|
| 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% |
0.0090 |
1.2% |
71% |
False |
False |
74,077 |
| 10 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0094 |
1.2% |
50% |
False |
False |
73,581 |
| 20 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0096 |
1.2% |
50% |
False |
False |
55,134 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0098 |
1.3% |
24% |
False |
False |
28,032 |
| 60 |
0.8109 |
0.7499 |
0.0610 |
7.9% |
0.0095 |
1.2% |
30% |
False |
False |
18,738 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0092 |
1.2% |
34% |
False |
False |
14,066 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0076 |
1.0% |
34% |
False |
False |
11,254 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0068 |
0.9% |
32% |
False |
False |
9,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7969 |
|
2.618 |
0.7863 |
|
1.618 |
0.7798 |
|
1.000 |
0.7758 |
|
0.618 |
0.7733 |
|
HIGH |
0.7693 |
|
0.618 |
0.7668 |
|
0.500 |
0.7661 |
|
0.382 |
0.7653 |
|
LOW |
0.7628 |
|
0.618 |
0.7588 |
|
1.000 |
0.7563 |
|
1.618 |
0.7523 |
|
2.618 |
0.7458 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7667 |
| PP |
0.7669 |
0.7649 |
| S1 |
0.7661 |
0.7631 |
|