CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7713 |
0.7763 |
0.0050 |
0.6% |
0.7702 |
| High |
0.7814 |
0.7779 |
-0.0035 |
-0.4% |
0.7814 |
| Low |
0.7674 |
0.7700 |
0.0026 |
0.3% |
0.7610 |
| Close |
0.7759 |
0.7731 |
-0.0028 |
-0.4% |
0.7731 |
| Range |
0.0140 |
0.0079 |
-0.0061 |
-43.6% |
0.0204 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
87,637 |
53,160 |
-34,477 |
-39.3% |
347,577 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7931 |
0.7774 |
|
| R3 |
0.7895 |
0.7852 |
0.7753 |
|
| R2 |
0.7816 |
0.7816 |
0.7745 |
|
| R1 |
0.7773 |
0.7773 |
0.7738 |
0.7755 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7728 |
| S1 |
0.7694 |
0.7694 |
0.7724 |
0.7676 |
| S2 |
0.7658 |
0.7658 |
0.7717 |
|
| S3 |
0.7579 |
0.7615 |
0.7709 |
|
| S4 |
0.7500 |
0.7536 |
0.7688 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8235 |
0.7843 |
|
| R3 |
0.8126 |
0.8031 |
0.7787 |
|
| R2 |
0.7922 |
0.7922 |
0.7768 |
|
| R1 |
0.7827 |
0.7827 |
0.7750 |
0.7875 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7742 |
| S1 |
0.7623 |
0.7623 |
0.7712 |
0.7671 |
| S2 |
0.7514 |
0.7514 |
0.7694 |
|
| S3 |
0.7310 |
0.7419 |
0.7675 |
|
| S4 |
0.7106 |
0.7215 |
0.7619 |
|
|
| 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% |
59% |
False |
False |
69,515 |
| 10 |
0.7814 |
0.7563 |
0.0251 |
3.2% |
0.0099 |
1.3% |
67% |
False |
False |
58,965 |
| 20 |
0.7880 |
0.7554 |
0.0326 |
4.2% |
0.0102 |
1.3% |
54% |
False |
False |
31,162 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0099 |
1.3% |
32% |
False |
False |
15,728 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0093 |
1.2% |
41% |
False |
False |
10,516 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0086 |
1.1% |
41% |
False |
False |
7,893 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0073 |
0.9% |
41% |
False |
False |
6,315 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0063 |
0.8% |
39% |
False |
False |
5,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.7986 |
|
1.618 |
0.7907 |
|
1.000 |
0.7858 |
|
0.618 |
0.7828 |
|
HIGH |
0.7779 |
|
0.618 |
0.7749 |
|
0.500 |
0.7740 |
|
0.382 |
0.7730 |
|
LOW |
0.7700 |
|
0.618 |
0.7651 |
|
1.000 |
0.7621 |
|
1.618 |
0.7572 |
|
2.618 |
0.7493 |
|
4.250 |
0.7364 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7740 |
0.7725 |
| PP |
0.7737 |
0.7718 |
| S1 |
0.7734 |
0.7712 |
|