CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7702 |
-0.0009 |
-0.1% |
0.7587 |
| High |
0.7719 |
0.7739 |
0.0020 |
0.3% |
0.7754 |
| Low |
0.7640 |
0.7666 |
0.0026 |
0.3% |
0.7563 |
| Close |
0.7699 |
0.7725 |
0.0026 |
0.3% |
0.7699 |
| Range |
0.0079 |
0.0073 |
-0.0006 |
-7.6% |
0.0191 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
68,204 |
51,219 |
-16,985 |
-24.9% |
242,081 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7900 |
0.7765 |
|
| R3 |
0.7856 |
0.7827 |
0.7745 |
|
| R2 |
0.7783 |
0.7783 |
0.7738 |
|
| R1 |
0.7754 |
0.7754 |
0.7732 |
0.7769 |
| PP |
0.7710 |
0.7710 |
0.7710 |
0.7717 |
| S1 |
0.7681 |
0.7681 |
0.7718 |
0.7696 |
| S2 |
0.7637 |
0.7637 |
0.7712 |
|
| S3 |
0.7564 |
0.7608 |
0.7705 |
|
| S4 |
0.7491 |
0.7535 |
0.7685 |
|
|
| 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 |
0.7595 |
0.0159 |
2.1% |
0.0096 |
1.2% |
82% |
False |
False |
53,555 |
| 10 |
0.7776 |
0.7558 |
0.0218 |
2.8% |
0.0110 |
1.4% |
77% |
False |
False |
32,004 |
| 20 |
0.7995 |
0.7554 |
0.0441 |
5.7% |
0.0096 |
1.2% |
39% |
False |
False |
16,450 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0097 |
1.3% |
31% |
False |
False |
8,328 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0091 |
1.2% |
40% |
False |
False |
5,579 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0082 |
1.1% |
40% |
False |
False |
4,188 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0069 |
0.9% |
40% |
False |
False |
3,352 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0060 |
0.8% |
38% |
False |
False |
2,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8049 |
|
2.618 |
0.7930 |
|
1.618 |
0.7857 |
|
1.000 |
0.7812 |
|
0.618 |
0.7784 |
|
HIGH |
0.7739 |
|
0.618 |
0.7711 |
|
0.500 |
0.7703 |
|
0.382 |
0.7694 |
|
LOW |
0.7666 |
|
0.618 |
0.7621 |
|
1.000 |
0.7593 |
|
1.618 |
0.7548 |
|
2.618 |
0.7475 |
|
4.250 |
0.7356 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7716 |
| PP |
0.7710 |
0.7706 |
| S1 |
0.7703 |
0.7697 |
|