CME Australian Dollar Future December 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 |
0.7563 |
0.7611 |
0.0048 |
0.6% |
0.7713 |
| High |
0.7636 |
0.7656 |
0.0020 |
0.3% |
0.7719 |
| Low |
0.7555 |
0.7611 |
0.0056 |
0.7% |
0.7564 |
| Close |
0.7636 |
0.7649 |
0.0013 |
0.2% |
0.7584 |
| Range |
0.0081 |
0.0045 |
-0.0036 |
-44.4% |
0.0155 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
51 |
32 |
-19 |
-37.3% |
135 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7756 |
0.7674 |
|
| R3 |
0.7729 |
0.7711 |
0.7661 |
|
| R2 |
0.7684 |
0.7684 |
0.7657 |
|
| R1 |
0.7666 |
0.7666 |
0.7653 |
0.7675 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7643 |
| S1 |
0.7621 |
0.7621 |
0.7645 |
0.7630 |
| S2 |
0.7594 |
0.7594 |
0.7641 |
|
| S3 |
0.7549 |
0.7576 |
0.7637 |
|
| S4 |
0.7504 |
0.7531 |
0.7624 |
|
|
| 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 |
0.7698 |
0.7555 |
0.0143 |
1.9% |
0.0065 |
0.9% |
66% |
False |
False |
32 |
| 10 |
0.7764 |
0.7555 |
0.0209 |
2.7% |
0.0070 |
0.9% |
45% |
False |
False |
37 |
| 20 |
0.7764 |
0.7536 |
0.0228 |
3.0% |
0.0061 |
0.8% |
50% |
False |
False |
23 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0041 |
0.5% |
23% |
False |
False |
13 |
| 60 |
0.8046 |
0.7486 |
0.0560 |
7.3% |
0.0036 |
0.5% |
29% |
False |
False |
10 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0036 |
0.5% |
34% |
False |
False |
9 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0030 |
0.4% |
34% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7847 |
|
2.618 |
0.7774 |
|
1.618 |
0.7729 |
|
1.000 |
0.7701 |
|
0.618 |
0.7684 |
|
HIGH |
0.7656 |
|
0.618 |
0.7639 |
|
0.500 |
0.7634 |
|
0.382 |
0.7628 |
|
LOW |
0.7611 |
|
0.618 |
0.7583 |
|
1.000 |
0.7566 |
|
1.618 |
0.7538 |
|
2.618 |
0.7493 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7644 |
0.7635 |
| PP |
0.7639 |
0.7620 |
| S1 |
0.7634 |
0.7606 |
|