CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7730 |
-0.0033 |
-0.4% |
0.7702 |
| High |
0.7779 |
0.7762 |
-0.0017 |
-0.2% |
0.7814 |
| Low |
0.7700 |
0.7685 |
-0.0015 |
-0.2% |
0.7610 |
| Close |
0.7731 |
0.7692 |
-0.0039 |
-0.5% |
0.7731 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0204 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
53,160 |
50,845 |
-2,315 |
-4.4% |
347,577 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7895 |
0.7734 |
|
| R3 |
0.7867 |
0.7818 |
0.7713 |
|
| R2 |
0.7790 |
0.7790 |
0.7706 |
|
| R1 |
0.7741 |
0.7741 |
0.7699 |
0.7727 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7706 |
| S1 |
0.7664 |
0.7664 |
0.7685 |
0.7650 |
| S2 |
0.7636 |
0.7636 |
0.7678 |
|
| S3 |
0.7559 |
0.7587 |
0.7671 |
|
| S4 |
0.7482 |
0.7510 |
0.7650 |
|
|
| 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 |
2.7% |
0.0096 |
1.2% |
40% |
False |
False |
69,440 |
| 10 |
0.7814 |
0.7595 |
0.0219 |
2.8% |
0.0096 |
1.2% |
44% |
False |
False |
61,497 |
| 20 |
0.7814 |
0.7554 |
0.0260 |
3.4% |
0.0100 |
1.3% |
53% |
False |
False |
33,652 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0099 |
1.3% |
25% |
False |
False |
16,989 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0093 |
1.2% |
35% |
False |
False |
11,362 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0086 |
1.1% |
35% |
False |
False |
8,528 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0074 |
1.0% |
35% |
False |
False |
6,824 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0064 |
0.8% |
33% |
False |
False |
5,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.7964 |
|
1.618 |
0.7887 |
|
1.000 |
0.7839 |
|
0.618 |
0.7810 |
|
HIGH |
0.7762 |
|
0.618 |
0.7733 |
|
0.500 |
0.7724 |
|
0.382 |
0.7714 |
|
LOW |
0.7685 |
|
0.618 |
0.7637 |
|
1.000 |
0.7608 |
|
1.618 |
0.7560 |
|
2.618 |
0.7483 |
|
4.250 |
0.7358 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7724 |
0.7744 |
| PP |
0.7713 |
0.7727 |
| S1 |
0.7703 |
0.7709 |
|