CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7753 |
0.7742 |
-0.0011 |
-0.1% |
0.7617 |
| High |
0.7759 |
0.7772 |
0.0013 |
0.2% |
0.7793 |
| Low |
0.7678 |
0.7710 |
0.0032 |
0.4% |
0.7599 |
| Close |
0.7737 |
0.7770 |
0.0033 |
0.4% |
0.7737 |
| Range |
0.0081 |
0.0062 |
-0.0019 |
-23.5% |
0.0194 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
18,722 |
1,524 |
-17,198 |
-91.9% |
443,502 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7915 |
0.7804 |
|
| R3 |
0.7875 |
0.7853 |
0.7787 |
|
| R2 |
0.7813 |
0.7813 |
0.7781 |
|
| R1 |
0.7791 |
0.7791 |
0.7776 |
0.7802 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7756 |
| S1 |
0.7729 |
0.7729 |
0.7764 |
0.7740 |
| S2 |
0.7689 |
0.7689 |
0.7759 |
|
| S3 |
0.7627 |
0.7667 |
0.7753 |
|
| S4 |
0.7565 |
0.7605 |
0.7736 |
|
|
| 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 |
0.7633 |
0.0160 |
2.1% |
0.0094 |
1.2% |
86% |
False |
False |
71,140 |
| 10 |
0.7819 |
0.7596 |
0.0223 |
2.9% |
0.0111 |
1.4% |
78% |
False |
False |
83,108 |
| 20 |
0.8040 |
0.7591 |
0.0449 |
5.8% |
0.0099 |
1.3% |
40% |
False |
False |
79,495 |
| 40 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0104 |
1.3% |
32% |
False |
False |
87,645 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0103 |
1.3% |
41% |
False |
False |
92,083 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0102 |
1.3% |
41% |
False |
False |
78,865 |
| 100 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0101 |
1.3% |
41% |
False |
False |
63,166 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0095 |
1.2% |
38% |
False |
False |
52,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.7934 |
|
1.618 |
0.7872 |
|
1.000 |
0.7834 |
|
0.618 |
0.7810 |
|
HIGH |
0.7772 |
|
0.618 |
0.7748 |
|
0.500 |
0.7741 |
|
0.382 |
0.7734 |
|
LOW |
0.7710 |
|
0.618 |
0.7672 |
|
1.000 |
0.7648 |
|
1.618 |
0.7610 |
|
2.618 |
0.7548 |
|
4.250 |
0.7447 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7759 |
| PP |
0.7751 |
0.7747 |
| S1 |
0.7741 |
0.7736 |
|