CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7742 |
0.7753 |
0.0011 |
0.1% |
0.7617 |
| High |
0.7793 |
0.7759 |
-0.0034 |
-0.4% |
0.7793 |
| Low |
0.7693 |
0.7678 |
-0.0015 |
-0.2% |
0.7599 |
| Close |
0.7750 |
0.7737 |
-0.0013 |
-0.2% |
0.7737 |
| Range |
0.0100 |
0.0081 |
-0.0019 |
-19.0% |
0.0194 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
95,857 |
18,722 |
-77,135 |
-80.5% |
443,502 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7933 |
0.7782 |
|
| R3 |
0.7887 |
0.7852 |
0.7759 |
|
| R2 |
0.7806 |
0.7806 |
0.7752 |
|
| R1 |
0.7771 |
0.7771 |
0.7744 |
0.7748 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7713 |
| S1 |
0.7690 |
0.7690 |
0.7730 |
0.7667 |
| S2 |
0.7644 |
0.7644 |
0.7722 |
|
| S3 |
0.7563 |
0.7609 |
0.7715 |
|
| S4 |
0.7482 |
0.7528 |
0.7692 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8292 |
0.8208 |
0.7844 |
|
| R3 |
0.8098 |
0.8014 |
0.7790 |
|
| R2 |
0.7904 |
0.7904 |
0.7773 |
|
| R1 |
0.7820 |
0.7820 |
0.7755 |
0.7862 |
| PP |
0.7710 |
0.7710 |
0.7710 |
0.7731 |
| S1 |
0.7626 |
0.7626 |
0.7719 |
0.7668 |
| S2 |
0.7516 |
0.7516 |
0.7701 |
|
| S3 |
0.7322 |
0.7432 |
0.7684 |
|
| S4 |
0.7128 |
0.7238 |
0.7630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7793 |
0.7599 |
0.0194 |
2.5% |
0.0104 |
1.3% |
71% |
False |
False |
88,700 |
| 10 |
0.7819 |
0.7591 |
0.0228 |
2.9% |
0.0112 |
1.5% |
64% |
False |
False |
90,771 |
| 20 |
0.8077 |
0.7591 |
0.0486 |
6.3% |
0.0101 |
1.3% |
30% |
False |
False |
83,086 |
| 40 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0104 |
1.3% |
26% |
False |
False |
90,192 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0106 |
1.4% |
36% |
False |
False |
94,117 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0102 |
1.3% |
36% |
False |
False |
78,851 |
| 100 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0102 |
1.3% |
36% |
False |
False |
63,154 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0095 |
1.2% |
33% |
False |
False |
52,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8103 |
|
2.618 |
0.7971 |
|
1.618 |
0.7890 |
|
1.000 |
0.7840 |
|
0.618 |
0.7809 |
|
HIGH |
0.7759 |
|
0.618 |
0.7728 |
|
0.500 |
0.7719 |
|
0.382 |
0.7709 |
|
LOW |
0.7678 |
|
0.618 |
0.7628 |
|
1.000 |
0.7597 |
|
1.618 |
0.7547 |
|
2.618 |
0.7466 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7731 |
0.7729 |
| PP |
0.7725 |
0.7721 |
| S1 |
0.7719 |
0.7713 |
|