CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7730 |
0.7693 |
-0.0037 |
-0.5% |
0.7702 |
| High |
0.7762 |
0.7714 |
-0.0048 |
-0.6% |
0.7814 |
| Low |
0.7685 |
0.7644 |
-0.0041 |
-0.5% |
0.7610 |
| Close |
0.7692 |
0.7695 |
0.0003 |
0.0% |
0.7731 |
| Range |
0.0077 |
0.0070 |
-0.0007 |
-9.1% |
0.0204 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
50,845 |
72,676 |
21,831 |
42.9% |
347,577 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7865 |
0.7734 |
|
| R3 |
0.7824 |
0.7795 |
0.7714 |
|
| R2 |
0.7754 |
0.7754 |
0.7708 |
|
| R1 |
0.7725 |
0.7725 |
0.7701 |
0.7740 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7692 |
| S1 |
0.7655 |
0.7655 |
0.7689 |
0.7670 |
| S2 |
0.7614 |
0.7614 |
0.7682 |
|
| S3 |
0.7544 |
0.7585 |
0.7676 |
|
| S4 |
0.7474 |
0.7515 |
0.7657 |
|
|
| 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% |
0.0098 |
1.3% |
42% |
False |
False |
73,084 |
| 10 |
0.7814 |
0.7595 |
0.0219 |
2.8% |
0.0095 |
1.2% |
46% |
False |
False |
65,122 |
| 20 |
0.7814 |
0.7554 |
0.0260 |
3.4% |
0.0098 |
1.3% |
54% |
False |
False |
37,257 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0100 |
1.3% |
25% |
False |
False |
18,802 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0093 |
1.2% |
35% |
False |
False |
12,572 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0087 |
1.1% |
35% |
False |
False |
9,437 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0074 |
1.0% |
35% |
False |
False |
7,550 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0064 |
0.8% |
34% |
False |
False |
6,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8012 |
|
2.618 |
0.7897 |
|
1.618 |
0.7827 |
|
1.000 |
0.7784 |
|
0.618 |
0.7757 |
|
HIGH |
0.7714 |
|
0.618 |
0.7687 |
|
0.500 |
0.7679 |
|
0.382 |
0.7671 |
|
LOW |
0.7644 |
|
0.618 |
0.7601 |
|
1.000 |
0.7574 |
|
1.618 |
0.7531 |
|
2.618 |
0.7461 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7690 |
0.7712 |
| PP |
0.7684 |
0.7706 |
| S1 |
0.7679 |
0.7701 |
|