CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7703 |
0.0057 |
0.7% |
0.7600 |
| High |
0.7745 |
0.7754 |
0.0009 |
0.1% |
0.7776 |
| Low |
0.7595 |
0.7654 |
0.0059 |
0.8% |
0.7554 |
| Close |
0.7718 |
0.7712 |
-0.0006 |
-0.1% |
0.7578 |
| Range |
0.0150 |
0.0100 |
-0.0050 |
-33.3% |
0.0222 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
71,432 |
40,488 |
-30,944 |
-43.3% |
28,408 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7959 |
0.7767 |
|
| R3 |
0.7907 |
0.7859 |
0.7740 |
|
| R2 |
0.7807 |
0.7807 |
0.7730 |
|
| R1 |
0.7759 |
0.7759 |
0.7721 |
0.7783 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7719 |
| S1 |
0.7659 |
0.7659 |
0.7703 |
0.7683 |
| S2 |
0.7607 |
0.7607 |
0.7694 |
|
| S3 |
0.7507 |
0.7559 |
0.7685 |
|
| S4 |
0.7407 |
0.7459 |
0.7657 |
|
|
| 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 |
0.7754 |
0.7558 |
0.0196 |
2.5% |
0.0116 |
1.5% |
79% |
True |
False |
35,871 |
| 10 |
0.7776 |
0.7554 |
0.0222 |
2.9% |
0.0105 |
1.4% |
71% |
False |
False |
20,436 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0098 |
1.3% |
28% |
False |
False |
10,520 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0098 |
1.3% |
28% |
False |
False |
5,348 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0094 |
1.2% |
38% |
False |
False |
3,591 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0081 |
1.1% |
38% |
False |
False |
2,696 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0068 |
0.9% |
38% |
False |
False |
2,158 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0059 |
0.8% |
36% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8179 |
|
2.618 |
0.8016 |
|
1.618 |
0.7916 |
|
1.000 |
0.7854 |
|
0.618 |
0.7816 |
|
HIGH |
0.7754 |
|
0.618 |
0.7716 |
|
0.500 |
0.7704 |
|
0.382 |
0.7692 |
|
LOW |
0.7654 |
|
0.618 |
0.7592 |
|
1.000 |
0.7554 |
|
1.618 |
0.7492 |
|
2.618 |
0.7392 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7709 |
0.7700 |
| PP |
0.7707 |
0.7687 |
| S1 |
0.7704 |
0.7675 |
|