CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7587 |
-0.0053 |
-0.7% |
0.7600 |
| High |
0.7702 |
0.7673 |
-0.0029 |
-0.4% |
0.7776 |
| Low |
0.7558 |
0.7563 |
0.0005 |
0.1% |
0.7554 |
| Close |
0.7578 |
0.7654 |
0.0076 |
1.0% |
0.7578 |
| Range |
0.0144 |
0.0110 |
-0.0034 |
-23.6% |
0.0222 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
5,479 |
25,524 |
20,045 |
365.9% |
28,408 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7917 |
0.7715 |
|
| R3 |
0.7850 |
0.7807 |
0.7684 |
|
| R2 |
0.7740 |
0.7740 |
0.7674 |
|
| R1 |
0.7697 |
0.7697 |
0.7664 |
0.7719 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7641 |
| S1 |
0.7587 |
0.7587 |
0.7644 |
0.7609 |
| S2 |
0.7520 |
0.7520 |
0.7634 |
|
| S3 |
0.7410 |
0.7477 |
0.7624 |
|
| S4 |
0.7300 |
0.7367 |
0.7594 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8302 |
0.8162 |
0.7700 |
|
| R3 |
0.8080 |
0.7940 |
0.7639 |
|
| R2 |
0.7858 |
0.7858 |
0.7619 |
|
| R1 |
0.7718 |
0.7718 |
0.7598 |
0.7677 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7616 |
| S1 |
0.7496 |
0.7496 |
0.7558 |
0.7455 |
| S2 |
0.7414 |
0.7414 |
0.7537 |
|
| S3 |
0.7192 |
0.7274 |
0.7517 |
|
| S4 |
0.6970 |
0.7052 |
0.7456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7558 |
0.0218 |
2.8% |
0.0123 |
1.6% |
44% |
False |
False |
10,453 |
| 10 |
0.7792 |
0.7554 |
0.0238 |
3.1% |
0.0105 |
1.4% |
42% |
False |
False |
5,806 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0097 |
1.3% |
18% |
False |
False |
3,123 |
| 40 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0097 |
1.3% |
25% |
False |
False |
1,646 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0094 |
1.2% |
29% |
False |
False |
1,119 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0077 |
1.0% |
29% |
False |
False |
842 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0066 |
0.9% |
28% |
False |
False |
674 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0056 |
0.7% |
28% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8141 |
|
2.618 |
0.7961 |
|
1.618 |
0.7851 |
|
1.000 |
0.7783 |
|
0.618 |
0.7741 |
|
HIGH |
0.7673 |
|
0.618 |
0.7631 |
|
0.500 |
0.7618 |
|
0.382 |
0.7605 |
|
LOW |
0.7563 |
|
0.618 |
0.7495 |
|
1.000 |
0.7453 |
|
1.618 |
0.7385 |
|
2.618 |
0.7275 |
|
4.250 |
0.7096 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7652 |
| PP |
0.7630 |
0.7650 |
| S1 |
0.7618 |
0.7648 |
|