CME Australian Dollar Future December 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 |
0.7611 |
0.7651 |
0.0040 |
0.5% |
0.7713 |
| High |
0.7656 |
0.7660 |
0.0004 |
0.1% |
0.7719 |
| Low |
0.7611 |
0.7576 |
-0.0035 |
-0.5% |
0.7564 |
| Close |
0.7649 |
0.7578 |
-0.0071 |
-0.9% |
0.7584 |
| Range |
0.0045 |
0.0084 |
0.0039 |
86.7% |
0.0155 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.0% |
0.0000 |
| Volume |
32 |
37 |
5 |
15.6% |
135 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7801 |
0.7624 |
|
| R3 |
0.7773 |
0.7717 |
0.7601 |
|
| R2 |
0.7689 |
0.7689 |
0.7593 |
|
| R1 |
0.7633 |
0.7633 |
0.7586 |
0.7619 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7598 |
| S1 |
0.7549 |
0.7549 |
0.7570 |
0.7535 |
| S2 |
0.7521 |
0.7521 |
0.7563 |
|
| S3 |
0.7437 |
0.7465 |
0.7555 |
|
| S4 |
0.7353 |
0.7381 |
0.7532 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.7991 |
0.7669 |
|
| R3 |
0.7932 |
0.7836 |
0.7627 |
|
| R2 |
0.7777 |
0.7777 |
0.7612 |
|
| R1 |
0.7681 |
0.7681 |
0.7598 |
0.7652 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7608 |
| S1 |
0.7526 |
0.7526 |
0.7570 |
0.7497 |
| S2 |
0.7467 |
0.7467 |
0.7556 |
|
| S3 |
0.7312 |
0.7371 |
0.7541 |
|
| S4 |
0.7157 |
0.7216 |
0.7499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7676 |
0.7555 |
0.0121 |
1.6% |
0.0066 |
0.9% |
19% |
False |
False |
33 |
| 10 |
0.7764 |
0.7555 |
0.0209 |
2.8% |
0.0069 |
0.9% |
11% |
False |
False |
40 |
| 20 |
0.7764 |
0.7536 |
0.0228 |
3.0% |
0.0063 |
0.8% |
18% |
False |
False |
25 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0041 |
0.5% |
9% |
False |
False |
14 |
| 60 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0038 |
0.5% |
16% |
False |
False |
10 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0036 |
0.5% |
22% |
False |
False |
10 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0031 |
0.4% |
22% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8017 |
|
2.618 |
0.7880 |
|
1.618 |
0.7796 |
|
1.000 |
0.7744 |
|
0.618 |
0.7712 |
|
HIGH |
0.7660 |
|
0.618 |
0.7628 |
|
0.500 |
0.7618 |
|
0.382 |
0.7608 |
|
LOW |
0.7576 |
|
0.618 |
0.7524 |
|
1.000 |
0.7492 |
|
1.618 |
0.7440 |
|
2.618 |
0.7356 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7608 |
| PP |
0.7605 |
0.7598 |
| S1 |
0.7591 |
0.7588 |
|