CME Australian Dollar Future December 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 |
0.7651 |
0.7586 |
-0.0065 |
-0.8% |
0.7713 |
| High |
0.7660 |
0.7586 |
-0.0074 |
-1.0% |
0.7719 |
| Low |
0.7576 |
0.7528 |
-0.0048 |
-0.6% |
0.7564 |
| Close |
0.7578 |
0.7558 |
-0.0020 |
-0.3% |
0.7584 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.0% |
0.0155 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
37 |
32 |
-5 |
-13.5% |
135 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7703 |
0.7590 |
|
| R3 |
0.7673 |
0.7645 |
0.7574 |
|
| R2 |
0.7615 |
0.7615 |
0.7569 |
|
| R1 |
0.7587 |
0.7587 |
0.7563 |
0.7572 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7550 |
| S1 |
0.7529 |
0.7529 |
0.7553 |
0.7514 |
| S2 |
0.7499 |
0.7499 |
0.7547 |
|
| S3 |
0.7441 |
0.7471 |
0.7542 |
|
| S4 |
0.7383 |
0.7413 |
0.7526 |
|
|
| 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 |
0.7660 |
0.7528 |
0.0132 |
1.7% |
0.0070 |
0.9% |
23% |
False |
True |
31 |
| 10 |
0.7724 |
0.7528 |
0.0196 |
2.6% |
0.0064 |
0.8% |
15% |
False |
True |
32 |
| 20 |
0.7764 |
0.7528 |
0.0236 |
3.1% |
0.0063 |
0.8% |
13% |
False |
True |
26 |
| 40 |
0.8046 |
0.7528 |
0.0518 |
6.9% |
0.0043 |
0.6% |
6% |
False |
True |
14 |
| 60 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0039 |
0.5% |
13% |
False |
False |
11 |
| 80 |
0.8046 |
0.7465 |
0.0581 |
7.7% |
0.0037 |
0.5% |
16% |
False |
False |
10 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0031 |
0.4% |
18% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7833 |
|
2.618 |
0.7738 |
|
1.618 |
0.7680 |
|
1.000 |
0.7644 |
|
0.618 |
0.7622 |
|
HIGH |
0.7586 |
|
0.618 |
0.7564 |
|
0.500 |
0.7557 |
|
0.382 |
0.7550 |
|
LOW |
0.7528 |
|
0.618 |
0.7492 |
|
1.000 |
0.7470 |
|
1.618 |
0.7434 |
|
2.618 |
0.7376 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7594 |
| PP |
0.7557 |
0.7582 |
| S1 |
0.7557 |
0.7570 |
|