CME Australian Dollar Future September 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 |
0.7587 |
0.7655 |
0.0068 |
0.9% |
0.7600 |
| High |
0.7673 |
0.7683 |
0.0010 |
0.1% |
0.7776 |
| Low |
0.7563 |
0.7605 |
0.0042 |
0.6% |
0.7554 |
| Close |
0.7654 |
0.7641 |
-0.0013 |
-0.2% |
0.7578 |
| Range |
0.0110 |
0.0078 |
-0.0032 |
-29.1% |
0.0222 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
25,524 |
36,433 |
10,909 |
42.7% |
28,408 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7837 |
0.7684 |
|
| R3 |
0.7799 |
0.7759 |
0.7662 |
|
| R2 |
0.7721 |
0.7721 |
0.7655 |
|
| R1 |
0.7681 |
0.7681 |
0.7648 |
0.7662 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7634 |
| S1 |
0.7603 |
0.7603 |
0.7634 |
0.7584 |
| S2 |
0.7565 |
0.7565 |
0.7627 |
|
| S3 |
0.7487 |
0.7525 |
0.7620 |
|
| S4 |
0.7409 |
0.7447 |
0.7598 |
|
|
| 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 |
2.9% |
0.0103 |
1.3% |
38% |
False |
False |
16,214 |
| 10 |
0.7776 |
0.7554 |
0.0222 |
2.9% |
0.0101 |
1.3% |
39% |
False |
False |
9,392 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0098 |
1.3% |
16% |
False |
False |
4,936 |
| 40 |
0.8109 |
0.7505 |
0.0604 |
7.9% |
0.0096 |
1.3% |
23% |
False |
False |
2,554 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0094 |
1.2% |
27% |
False |
False |
1,726 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0078 |
1.0% |
27% |
False |
False |
1,297 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0067 |
0.9% |
26% |
False |
False |
1,038 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0057 |
0.7% |
26% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8015 |
|
2.618 |
0.7887 |
|
1.618 |
0.7809 |
|
1.000 |
0.7761 |
|
0.618 |
0.7731 |
|
HIGH |
0.7683 |
|
0.618 |
0.7653 |
|
0.500 |
0.7644 |
|
0.382 |
0.7635 |
|
LOW |
0.7605 |
|
0.618 |
0.7557 |
|
1.000 |
0.7527 |
|
1.618 |
0.7479 |
|
2.618 |
0.7401 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7644 |
0.7637 |
| PP |
0.7643 |
0.7634 |
| S1 |
0.7642 |
0.7630 |
|