CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7617 |
0.7694 |
0.0077 |
1.0% |
0.7639 |
| High |
0.7711 |
0.7721 |
0.0010 |
0.1% |
0.7819 |
| Low |
0.7599 |
0.7643 |
0.0044 |
0.6% |
0.7591 |
| Close |
0.7693 |
0.7679 |
-0.0014 |
-0.2% |
0.7616 |
| Range |
0.0112 |
0.0078 |
-0.0034 |
-30.4% |
0.0228 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
89,324 |
99,357 |
10,033 |
11.2% |
464,213 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7875 |
0.7722 |
|
| R3 |
0.7837 |
0.7797 |
0.7700 |
|
| R2 |
0.7759 |
0.7759 |
0.7693 |
|
| R1 |
0.7719 |
0.7719 |
0.7686 |
0.7700 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7672 |
| S1 |
0.7641 |
0.7641 |
0.7672 |
0.7622 |
| S2 |
0.7603 |
0.7603 |
0.7665 |
|
| S3 |
0.7525 |
0.7563 |
0.7658 |
|
| S4 |
0.7447 |
0.7485 |
0.7636 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8359 |
0.8216 |
0.7741 |
|
| R3 |
0.8131 |
0.7988 |
0.7679 |
|
| R2 |
0.7903 |
0.7903 |
0.7658 |
|
| R1 |
0.7760 |
0.7760 |
0.7637 |
0.7718 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7654 |
| S1 |
0.7532 |
0.7532 |
0.7595 |
0.7490 |
| S2 |
0.7447 |
0.7447 |
0.7574 |
|
| S3 |
0.7219 |
0.7304 |
0.7553 |
|
| S4 |
0.6991 |
0.7076 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7819 |
0.7596 |
0.0223 |
2.9% |
0.0107 |
1.4% |
37% |
False |
False |
90,238 |
| 10 |
0.7819 |
0.7591 |
0.0228 |
3.0% |
0.0106 |
1.4% |
39% |
False |
False |
91,583 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.3% |
0.0103 |
1.3% |
16% |
False |
False |
84,127 |
| 40 |
0.8151 |
0.7528 |
0.0623 |
8.1% |
0.0105 |
1.4% |
24% |
False |
False |
93,055 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0107 |
1.4% |
27% |
False |
False |
94,785 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0101 |
1.3% |
27% |
False |
False |
75,681 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0102 |
1.3% |
25% |
False |
False |
60,618 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0094 |
1.2% |
25% |
False |
False |
50,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8053 |
|
2.618 |
0.7925 |
|
1.618 |
0.7847 |
|
1.000 |
0.7799 |
|
0.618 |
0.7769 |
|
HIGH |
0.7721 |
|
0.618 |
0.7691 |
|
0.500 |
0.7682 |
|
0.382 |
0.7673 |
|
LOW |
0.7643 |
|
0.618 |
0.7595 |
|
1.000 |
0.7565 |
|
1.618 |
0.7517 |
|
2.618 |
0.7439 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7682 |
0.7678 |
| PP |
0.7681 |
0.7676 |
| S1 |
0.7680 |
0.7675 |
|