CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7617 |
-0.0055 |
-0.7% |
0.7730 |
| High |
0.7708 |
0.7627 |
-0.0081 |
-1.1% |
0.7762 |
| Low |
0.7607 |
0.7560 |
-0.0047 |
-0.6% |
0.7597 |
| Close |
0.7614 |
0.7593 |
-0.0021 |
-0.3% |
0.7621 |
| Range |
0.0101 |
0.0067 |
-0.0034 |
-33.7% |
0.0165 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
64,228 |
80,620 |
16,392 |
25.5% |
328,499 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7794 |
0.7761 |
0.7630 |
|
| R3 |
0.7727 |
0.7694 |
0.7611 |
|
| R2 |
0.7660 |
0.7660 |
0.7605 |
|
| R1 |
0.7627 |
0.7627 |
0.7599 |
0.7610 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7585 |
| S1 |
0.7560 |
0.7560 |
0.7587 |
0.7543 |
| S2 |
0.7526 |
0.7526 |
0.7581 |
|
| S3 |
0.7459 |
0.7493 |
0.7575 |
|
| S4 |
0.7392 |
0.7426 |
0.7556 |
|
|
| 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 |
0.7708 |
0.7555 |
0.0153 |
2.0% |
0.0094 |
1.2% |
25% |
False |
False |
78,085 |
| 10 |
0.7779 |
0.7555 |
0.0224 |
3.0% |
0.0084 |
1.1% |
17% |
False |
False |
69,191 |
| 20 |
0.7814 |
0.7555 |
0.0259 |
3.4% |
0.0095 |
1.2% |
15% |
False |
False |
61,694 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0095 |
1.3% |
7% |
False |
False |
31,642 |
| 60 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0094 |
1.2% |
15% |
False |
False |
21,148 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0093 |
1.2% |
19% |
False |
False |
15,877 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0078 |
1.0% |
19% |
False |
False |
12,702 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0069 |
0.9% |
18% |
False |
False |
10,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7912 |
|
2.618 |
0.7802 |
|
1.618 |
0.7735 |
|
1.000 |
0.7694 |
|
0.618 |
0.7668 |
|
HIGH |
0.7627 |
|
0.618 |
0.7601 |
|
0.500 |
0.7594 |
|
0.382 |
0.7586 |
|
LOW |
0.7560 |
|
0.618 |
0.7519 |
|
1.000 |
0.7493 |
|
1.618 |
0.7452 |
|
2.618 |
0.7385 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7634 |
| PP |
0.7593 |
0.7620 |
| S1 |
0.7593 |
0.7607 |
|