CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7649 |
0.7672 |
0.0023 |
0.3% |
0.7730 |
| High |
0.7693 |
0.7708 |
0.0015 |
0.2% |
0.7762 |
| Low |
0.7628 |
0.7607 |
-0.0021 |
-0.3% |
0.7597 |
| Close |
0.7685 |
0.7614 |
-0.0071 |
-0.9% |
0.7621 |
| Range |
0.0065 |
0.0101 |
0.0036 |
55.4% |
0.0165 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
78,625 |
64,228 |
-14,397 |
-18.3% |
328,499 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7881 |
0.7670 |
|
| R3 |
0.7845 |
0.7780 |
0.7642 |
|
| R2 |
0.7744 |
0.7744 |
0.7633 |
|
| R1 |
0.7679 |
0.7679 |
0.7623 |
0.7661 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7634 |
| S1 |
0.7578 |
0.7578 |
0.7605 |
0.7560 |
| S2 |
0.7542 |
0.7542 |
0.7595 |
|
| S3 |
0.7441 |
0.7477 |
0.7586 |
|
| S4 |
0.7340 |
0.7376 |
0.7558 |
|
|
| 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 |
0.7720 |
0.7555 |
0.0165 |
2.2% |
0.0092 |
1.2% |
36% |
False |
False |
72,995 |
| 10 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0092 |
1.2% |
23% |
False |
False |
69,893 |
| 20 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0097 |
1.3% |
23% |
False |
False |
58,025 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0096 |
1.3% |
11% |
False |
False |
29,635 |
| 60 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0094 |
1.2% |
19% |
False |
False |
19,807 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0093 |
1.2% |
23% |
False |
False |
14,869 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0077 |
1.0% |
23% |
False |
False |
11,896 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0069 |
0.9% |
22% |
False |
False |
9,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8137 |
|
2.618 |
0.7972 |
|
1.618 |
0.7871 |
|
1.000 |
0.7809 |
|
0.618 |
0.7770 |
|
HIGH |
0.7708 |
|
0.618 |
0.7669 |
|
0.500 |
0.7658 |
|
0.382 |
0.7646 |
|
LOW |
0.7607 |
|
0.618 |
0.7545 |
|
1.000 |
0.7506 |
|
1.618 |
0.7444 |
|
2.618 |
0.7343 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7658 |
0.7632 |
| PP |
0.7643 |
0.7626 |
| S1 |
0.7629 |
0.7620 |
|