CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7703 |
0.7711 |
0.0008 |
0.1% |
0.7587 |
| High |
0.7754 |
0.7719 |
-0.0035 |
-0.5% |
0.7754 |
| Low |
0.7654 |
0.7640 |
-0.0014 |
-0.2% |
0.7563 |
| Close |
0.7712 |
0.7699 |
-0.0013 |
-0.2% |
0.7699 |
| Range |
0.0100 |
0.0079 |
-0.0021 |
-21.0% |
0.0191 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
40,488 |
68,204 |
27,716 |
68.5% |
242,081 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7890 |
0.7742 |
|
| R3 |
0.7844 |
0.7811 |
0.7721 |
|
| R2 |
0.7765 |
0.7765 |
0.7713 |
|
| R1 |
0.7732 |
0.7732 |
0.7706 |
0.7709 |
| PP |
0.7686 |
0.7686 |
0.7686 |
0.7675 |
| S1 |
0.7653 |
0.7653 |
0.7692 |
0.7630 |
| S2 |
0.7607 |
0.7607 |
0.7685 |
|
| S3 |
0.7528 |
0.7574 |
0.7677 |
|
| S4 |
0.7449 |
0.7495 |
0.7656 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8245 |
0.8163 |
0.7804 |
|
| R3 |
0.8054 |
0.7972 |
0.7752 |
|
| R2 |
0.7863 |
0.7863 |
0.7734 |
|
| R1 |
0.7781 |
0.7781 |
0.7717 |
0.7822 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7693 |
| S1 |
0.7590 |
0.7590 |
0.7681 |
0.7631 |
| S2 |
0.7481 |
0.7481 |
0.7664 |
|
| S3 |
0.7290 |
0.7399 |
0.7646 |
|
| S4 |
0.7099 |
0.7208 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7754 |
0.7563 |
0.0191 |
2.5% |
0.0103 |
1.3% |
71% |
False |
False |
48,416 |
| 10 |
0.7776 |
0.7554 |
0.0222 |
2.9% |
0.0109 |
1.4% |
65% |
False |
False |
27,048 |
| 20 |
0.8034 |
0.7554 |
0.0480 |
6.2% |
0.0097 |
1.3% |
30% |
False |
False |
13,911 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0097 |
1.3% |
26% |
False |
False |
7,052 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0093 |
1.2% |
36% |
False |
False |
4,727 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0081 |
1.1% |
36% |
False |
False |
3,548 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0069 |
0.9% |
36% |
False |
False |
2,840 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0059 |
0.8% |
34% |
False |
False |
2,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8055 |
|
2.618 |
0.7926 |
|
1.618 |
0.7847 |
|
1.000 |
0.7798 |
|
0.618 |
0.7768 |
|
HIGH |
0.7719 |
|
0.618 |
0.7689 |
|
0.500 |
0.7680 |
|
0.382 |
0.7670 |
|
LOW |
0.7640 |
|
0.618 |
0.7591 |
|
1.000 |
0.7561 |
|
1.618 |
0.7512 |
|
2.618 |
0.7433 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7691 |
| PP |
0.7686 |
0.7683 |
| S1 |
0.7680 |
0.7675 |
|