CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7724 |
0.0022 |
0.3% |
0.7587 |
| High |
0.7739 |
0.7744 |
0.0005 |
0.1% |
0.7754 |
| Low |
0.7666 |
0.7685 |
0.0019 |
0.2% |
0.7563 |
| Close |
0.7725 |
0.7707 |
-0.0018 |
-0.2% |
0.7699 |
| Range |
0.0073 |
0.0059 |
-0.0014 |
-19.2% |
0.0191 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
51,219 |
54,457 |
3,238 |
6.3% |
242,081 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7857 |
0.7739 |
|
| R3 |
0.7830 |
0.7798 |
0.7723 |
|
| R2 |
0.7771 |
0.7771 |
0.7718 |
|
| R1 |
0.7739 |
0.7739 |
0.7712 |
0.7726 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7705 |
| S1 |
0.7680 |
0.7680 |
0.7702 |
0.7667 |
| S2 |
0.7653 |
0.7653 |
0.7696 |
|
| S3 |
0.7594 |
0.7621 |
0.7691 |
|
| S4 |
0.7535 |
0.7562 |
0.7675 |
|
|
| 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% |
0.0092 |
1.2% |
70% |
False |
False |
57,160 |
| 10 |
0.7776 |
0.7558 |
0.0218 |
2.8% |
0.0098 |
1.3% |
68% |
False |
False |
36,687 |
| 20 |
0.7956 |
0.7554 |
0.0402 |
5.2% |
0.0095 |
1.2% |
38% |
False |
False |
19,163 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0096 |
1.2% |
28% |
False |
False |
9,687 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0090 |
1.2% |
37% |
False |
False |
6,486 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0083 |
1.1% |
37% |
False |
False |
4,869 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0069 |
0.9% |
37% |
False |
False |
3,896 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0060 |
0.8% |
35% |
False |
False |
3,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7995 |
|
2.618 |
0.7898 |
|
1.618 |
0.7839 |
|
1.000 |
0.7803 |
|
0.618 |
0.7780 |
|
HIGH |
0.7744 |
|
0.618 |
0.7721 |
|
0.500 |
0.7715 |
|
0.382 |
0.7708 |
|
LOW |
0.7685 |
|
0.618 |
0.7649 |
|
1.000 |
0.7626 |
|
1.618 |
0.7590 |
|
2.618 |
0.7531 |
|
4.250 |
0.7434 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7702 |
| PP |
0.7712 |
0.7697 |
| S1 |
0.7710 |
0.7692 |
|