CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7646 |
-0.0009 |
-0.1% |
0.7600 |
| High |
0.7683 |
0.7745 |
0.0062 |
0.8% |
0.7776 |
| Low |
0.7605 |
0.7595 |
-0.0010 |
-0.1% |
0.7554 |
| Close |
0.7641 |
0.7718 |
0.0077 |
1.0% |
0.7578 |
| Range |
0.0078 |
0.0150 |
0.0072 |
92.3% |
0.0222 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
3.7% |
0.0000 |
| Volume |
36,433 |
71,432 |
34,999 |
96.1% |
28,408 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8136 |
0.8077 |
0.7801 |
|
| R3 |
0.7986 |
0.7927 |
0.7759 |
|
| R2 |
0.7836 |
0.7836 |
0.7746 |
|
| R1 |
0.7777 |
0.7777 |
0.7732 |
0.7807 |
| PP |
0.7686 |
0.7686 |
0.7686 |
0.7701 |
| S1 |
0.7627 |
0.7627 |
0.7704 |
0.7657 |
| S2 |
0.7536 |
0.7536 |
0.7691 |
|
| S3 |
0.7386 |
0.7477 |
0.7677 |
|
| S4 |
0.7236 |
0.7327 |
0.7636 |
|
|
| 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 |
0.7745 |
0.7558 |
0.0187 |
2.4% |
0.0119 |
1.5% |
86% |
True |
False |
29,222 |
| 10 |
0.7776 |
0.7554 |
0.0222 |
2.9% |
0.0109 |
1.4% |
74% |
False |
False |
16,495 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0100 |
1.3% |
30% |
False |
False |
8,505 |
| 40 |
0.8109 |
0.7522 |
0.0587 |
7.6% |
0.0098 |
1.3% |
33% |
False |
False |
4,339 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0096 |
1.2% |
39% |
False |
False |
2,916 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0080 |
1.0% |
39% |
False |
False |
2,190 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0068 |
0.9% |
37% |
False |
False |
1,753 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0058 |
0.7% |
37% |
False |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8383 |
|
2.618 |
0.8138 |
|
1.618 |
0.7988 |
|
1.000 |
0.7895 |
|
0.618 |
0.7838 |
|
HIGH |
0.7745 |
|
0.618 |
0.7688 |
|
0.500 |
0.7670 |
|
0.382 |
0.7652 |
|
LOW |
0.7595 |
|
0.618 |
0.7502 |
|
1.000 |
0.7445 |
|
1.618 |
0.7352 |
|
2.618 |
0.7202 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7697 |
| PP |
0.7686 |
0.7675 |
| S1 |
0.7670 |
0.7654 |
|