CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7693 |
0.7698 |
0.0005 |
0.1% |
0.7702 |
| High |
0.7714 |
0.7737 |
0.0023 |
0.3% |
0.7814 |
| Low |
0.7644 |
0.7648 |
0.0004 |
0.1% |
0.7610 |
| Close |
0.7695 |
0.7675 |
-0.0020 |
-0.3% |
0.7731 |
| Range |
0.0070 |
0.0089 |
0.0019 |
27.1% |
0.0204 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
72,676 |
69,637 |
-3,039 |
-4.2% |
347,577 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7954 |
0.7903 |
0.7724 |
|
| R3 |
0.7865 |
0.7814 |
0.7699 |
|
| R2 |
0.7776 |
0.7776 |
0.7691 |
|
| R1 |
0.7725 |
0.7725 |
0.7683 |
0.7706 |
| PP |
0.7687 |
0.7687 |
0.7687 |
0.7677 |
| S1 |
0.7636 |
0.7636 |
0.7667 |
0.7617 |
| S2 |
0.7598 |
0.7598 |
0.7659 |
|
| S3 |
0.7509 |
0.7547 |
0.7651 |
|
| S4 |
0.7420 |
0.7458 |
0.7626 |
|
|
| 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 |
0.7644 |
0.0170 |
2.2% |
0.0091 |
1.2% |
18% |
False |
False |
66,791 |
| 10 |
0.7814 |
0.7610 |
0.0204 |
2.7% |
0.0089 |
1.2% |
32% |
False |
False |
64,942 |
| 20 |
0.7814 |
0.7554 |
0.0260 |
3.4% |
0.0099 |
1.3% |
47% |
False |
False |
40,719 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0098 |
1.3% |
22% |
False |
False |
20,542 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0094 |
1.2% |
32% |
False |
False |
13,731 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0088 |
1.1% |
32% |
False |
False |
10,307 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0075 |
1.0% |
32% |
False |
False |
8,247 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0065 |
0.8% |
31% |
False |
False |
6,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.7970 |
|
1.618 |
0.7881 |
|
1.000 |
0.7826 |
|
0.618 |
0.7792 |
|
HIGH |
0.7737 |
|
0.618 |
0.7703 |
|
0.500 |
0.7693 |
|
0.382 |
0.7682 |
|
LOW |
0.7648 |
|
0.618 |
0.7593 |
|
1.000 |
0.7559 |
|
1.618 |
0.7504 |
|
2.618 |
0.7415 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7703 |
| PP |
0.7687 |
0.7694 |
| S1 |
0.7681 |
0.7684 |
|