CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7668 |
-0.0030 |
-0.4% |
0.7702 |
| High |
0.7737 |
0.7720 |
-0.0017 |
-0.2% |
0.7814 |
| Low |
0.7648 |
0.7662 |
0.0014 |
0.2% |
0.7610 |
| Close |
0.7675 |
0.7709 |
0.0034 |
0.4% |
0.7731 |
| Range |
0.0089 |
0.0058 |
-0.0031 |
-34.8% |
0.0204 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
69,637 |
55,170 |
-14,467 |
-20.8% |
347,577 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7871 |
0.7848 |
0.7741 |
|
| R3 |
0.7813 |
0.7790 |
0.7725 |
|
| R2 |
0.7755 |
0.7755 |
0.7720 |
|
| R1 |
0.7732 |
0.7732 |
0.7714 |
0.7744 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7703 |
| S1 |
0.7674 |
0.7674 |
0.7704 |
0.7686 |
| S2 |
0.7639 |
0.7639 |
0.7698 |
|
| S3 |
0.7581 |
0.7616 |
0.7693 |
|
| S4 |
0.7523 |
0.7558 |
0.7677 |
|
|
| 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 |
0.7779 |
0.7644 |
0.0135 |
1.8% |
0.0075 |
1.0% |
48% |
False |
False |
60,297 |
| 10 |
0.7814 |
0.7610 |
0.0204 |
2.6% |
0.0085 |
1.1% |
49% |
False |
False |
66,410 |
| 20 |
0.7814 |
0.7554 |
0.0260 |
3.4% |
0.0095 |
1.2% |
60% |
False |
False |
43,423 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.2% |
0.0097 |
1.3% |
28% |
False |
False |
21,914 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0093 |
1.2% |
37% |
False |
False |
14,650 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0089 |
1.1% |
37% |
False |
False |
10,997 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0074 |
1.0% |
37% |
False |
False |
8,798 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0065 |
0.8% |
36% |
False |
False |
7,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7967 |
|
2.618 |
0.7872 |
|
1.618 |
0.7814 |
|
1.000 |
0.7778 |
|
0.618 |
0.7756 |
|
HIGH |
0.7720 |
|
0.618 |
0.7698 |
|
0.500 |
0.7691 |
|
0.382 |
0.7684 |
|
LOW |
0.7662 |
|
0.618 |
0.7626 |
|
1.000 |
0.7604 |
|
1.618 |
0.7568 |
|
2.618 |
0.7510 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7703 |
| PP |
0.7697 |
0.7697 |
| S1 |
0.7691 |
0.7691 |
|