CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7391 |
0.7348 |
-0.0043 |
-0.6% |
0.7563 |
| High |
0.7391 |
0.7424 |
0.0033 |
0.4% |
0.7660 |
| Low |
0.7320 |
0.7348 |
0.0028 |
0.4% |
0.7528 |
| Close |
0.7359 |
0.7383 |
0.0024 |
0.3% |
0.7558 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0132 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
65 |
19 |
-46 |
-70.8% |
152 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7574 |
0.7425 |
|
| R3 |
0.7537 |
0.7498 |
0.7404 |
|
| R2 |
0.7461 |
0.7461 |
0.7397 |
|
| R1 |
0.7422 |
0.7422 |
0.7390 |
0.7442 |
| PP |
0.7385 |
0.7385 |
0.7385 |
0.7395 |
| S1 |
0.7346 |
0.7346 |
0.7376 |
0.7366 |
| S2 |
0.7309 |
0.7309 |
0.7369 |
|
| S3 |
0.7233 |
0.7270 |
0.7362 |
|
| S4 |
0.7157 |
0.7194 |
0.7341 |
|
|
| 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 |
0.7586 |
0.7320 |
0.0266 |
3.6% |
0.0073 |
1.0% |
24% |
False |
False |
42 |
| 10 |
0.7676 |
0.7320 |
0.0356 |
4.8% |
0.0069 |
0.9% |
18% |
False |
False |
38 |
| 20 |
0.7764 |
0.7320 |
0.0444 |
6.0% |
0.0065 |
0.9% |
14% |
False |
False |
32 |
| 40 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0048 |
0.7% |
9% |
False |
False |
19 |
| 60 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0043 |
0.6% |
9% |
False |
False |
13 |
| 80 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0041 |
0.5% |
9% |
False |
False |
12 |
| 100 |
0.8046 |
0.7320 |
0.0726 |
9.8% |
0.0034 |
0.5% |
9% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7623 |
|
1.618 |
0.7547 |
|
1.000 |
0.7500 |
|
0.618 |
0.7471 |
|
HIGH |
0.7424 |
|
0.618 |
0.7395 |
|
0.500 |
0.7386 |
|
0.382 |
0.7377 |
|
LOW |
0.7348 |
|
0.618 |
0.7301 |
|
1.000 |
0.7272 |
|
1.618 |
0.7225 |
|
2.618 |
0.7149 |
|
4.250 |
0.7025 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7379 |
| PP |
0.7385 |
0.7376 |
| S1 |
0.7384 |
0.7372 |
|