CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7518 |
-0.0068 |
-0.9% |
0.7563 |
| High |
0.7586 |
0.7518 |
-0.0068 |
-0.9% |
0.7660 |
| Low |
0.7528 |
0.7420 |
-0.0108 |
-1.4% |
0.7528 |
| Close |
0.7558 |
0.7433 |
-0.0125 |
-1.7% |
0.7558 |
| Range |
0.0058 |
0.0098 |
0.0040 |
69.0% |
0.0132 |
| ATR |
0.0066 |
0.0072 |
0.0005 |
7.7% |
0.0000 |
| Volume |
32 |
26 |
-6 |
-18.8% |
152 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7690 |
0.7487 |
|
| R3 |
0.7653 |
0.7592 |
0.7460 |
|
| R2 |
0.7555 |
0.7555 |
0.7451 |
|
| R1 |
0.7494 |
0.7494 |
0.7442 |
0.7476 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7448 |
| S1 |
0.7396 |
0.7396 |
0.7424 |
0.7378 |
| S2 |
0.7359 |
0.7359 |
0.7415 |
|
| S3 |
0.7261 |
0.7298 |
0.7406 |
|
| S4 |
0.7163 |
0.7200 |
0.7379 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7978 |
0.7900 |
0.7631 |
|
| R3 |
0.7846 |
0.7768 |
0.7594 |
|
| R2 |
0.7714 |
0.7714 |
0.7582 |
|
| R1 |
0.7636 |
0.7636 |
0.7570 |
0.7609 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7569 |
| S1 |
0.7504 |
0.7504 |
0.7546 |
0.7477 |
| S2 |
0.7450 |
0.7450 |
0.7534 |
|
| S3 |
0.7318 |
0.7372 |
0.7522 |
|
| S4 |
0.7186 |
0.7240 |
0.7485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7660 |
0.7420 |
0.0240 |
3.2% |
0.0073 |
1.0% |
5% |
False |
True |
35 |
| 10 |
0.7719 |
0.7420 |
0.0299 |
4.0% |
0.0069 |
0.9% |
4% |
False |
True |
31 |
| 20 |
0.7764 |
0.7420 |
0.0344 |
4.6% |
0.0065 |
0.9% |
4% |
False |
True |
28 |
| 40 |
0.8046 |
0.7420 |
0.0626 |
8.4% |
0.0045 |
0.6% |
2% |
False |
True |
15 |
| 60 |
0.8046 |
0.7420 |
0.0626 |
8.4% |
0.0040 |
0.5% |
2% |
False |
True |
11 |
| 80 |
0.8046 |
0.7420 |
0.0626 |
8.4% |
0.0038 |
0.5% |
2% |
False |
True |
10 |
| 100 |
0.8046 |
0.7420 |
0.0626 |
8.4% |
0.0032 |
0.4% |
2% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7935 |
|
2.618 |
0.7775 |
|
1.618 |
0.7677 |
|
1.000 |
0.7616 |
|
0.618 |
0.7579 |
|
HIGH |
0.7518 |
|
0.618 |
0.7481 |
|
0.500 |
0.7469 |
|
0.382 |
0.7457 |
|
LOW |
0.7420 |
|
0.618 |
0.7359 |
|
1.000 |
0.7322 |
|
1.618 |
0.7261 |
|
2.618 |
0.7163 |
|
4.250 |
0.7004 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7540 |
| PP |
0.7457 |
0.7504 |
| S1 |
0.7445 |
0.7469 |
|