CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7713 |
0.0001 |
0.0% |
0.7587 |
| High |
0.7733 |
0.7814 |
0.0081 |
1.0% |
0.7754 |
| Low |
0.7610 |
0.7674 |
0.0064 |
0.8% |
0.7563 |
| Close |
0.7713 |
0.7759 |
0.0046 |
0.6% |
0.7699 |
| Range |
0.0123 |
0.0140 |
0.0017 |
13.8% |
0.0191 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.1% |
0.0000 |
| Volume |
101,104 |
87,637 |
-13,467 |
-13.3% |
242,081 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8104 |
0.7836 |
|
| R3 |
0.8029 |
0.7964 |
0.7798 |
|
| R2 |
0.7889 |
0.7889 |
0.7785 |
|
| R1 |
0.7824 |
0.7824 |
0.7772 |
0.7857 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7765 |
| S1 |
0.7684 |
0.7684 |
0.7746 |
0.7717 |
| S2 |
0.7609 |
0.7609 |
0.7733 |
|
| S3 |
0.7469 |
0.7544 |
0.7721 |
|
| S4 |
0.7329 |
0.7404 |
0.7682 |
|
|
| 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 |
0.7814 |
0.7610 |
0.0204 |
2.6% |
0.0095 |
1.2% |
73% |
True |
False |
72,524 |
| 10 |
0.7814 |
0.7558 |
0.0256 |
3.3% |
0.0106 |
1.4% |
79% |
True |
False |
54,197 |
| 20 |
0.7880 |
0.7554 |
0.0326 |
4.2% |
0.0101 |
1.3% |
63% |
False |
False |
28,519 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0098 |
1.3% |
37% |
False |
False |
14,402 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0093 |
1.2% |
45% |
False |
False |
9,631 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0085 |
1.1% |
45% |
False |
False |
7,228 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0072 |
0.9% |
45% |
False |
False |
5,784 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0062 |
0.8% |
43% |
False |
False |
4,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8409 |
|
2.618 |
0.8181 |
|
1.618 |
0.8041 |
|
1.000 |
0.7954 |
|
0.618 |
0.7901 |
|
HIGH |
0.7814 |
|
0.618 |
0.7761 |
|
0.500 |
0.7744 |
|
0.382 |
0.7727 |
|
LOW |
0.7674 |
|
0.618 |
0.7587 |
|
1.000 |
0.7534 |
|
1.618 |
0.7447 |
|
2.618 |
0.7307 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7743 |
| PP |
0.7749 |
0.7728 |
| S1 |
0.7744 |
0.7712 |
|