CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7701 |
0.0033 |
0.4% |
0.7730 |
| High |
0.7720 |
0.7707 |
-0.0013 |
-0.2% |
0.7762 |
| Low |
0.7662 |
0.7597 |
-0.0065 |
-0.8% |
0.7597 |
| Close |
0.7709 |
0.7621 |
-0.0088 |
-1.1% |
0.7621 |
| Range |
0.0058 |
0.0110 |
0.0052 |
89.7% |
0.0165 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
55,170 |
80,171 |
25,001 |
45.3% |
328,499 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7906 |
0.7682 |
|
| R3 |
0.7862 |
0.7796 |
0.7651 |
|
| R2 |
0.7752 |
0.7752 |
0.7641 |
|
| R1 |
0.7686 |
0.7686 |
0.7631 |
0.7664 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7631 |
| S1 |
0.7576 |
0.7576 |
0.7611 |
0.7554 |
| S2 |
0.7532 |
0.7532 |
0.7601 |
|
| S3 |
0.7422 |
0.7466 |
0.7591 |
|
| S4 |
0.7312 |
0.7356 |
0.7561 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8155 |
0.8053 |
0.7712 |
|
| R3 |
0.7990 |
0.7888 |
0.7666 |
|
| R2 |
0.7825 |
0.7825 |
0.7651 |
|
| R1 |
0.7723 |
0.7723 |
0.7636 |
0.7692 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7644 |
| S1 |
0.7558 |
0.7558 |
0.7606 |
0.7527 |
| S2 |
0.7495 |
0.7495 |
0.7591 |
|
| S3 |
0.7330 |
0.7393 |
0.7576 |
|
| S4 |
0.7165 |
0.7228 |
0.7530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7762 |
0.7597 |
0.0165 |
2.2% |
0.0081 |
1.1% |
15% |
False |
True |
65,699 |
| 10 |
0.7814 |
0.7597 |
0.0217 |
2.8% |
0.0088 |
1.2% |
11% |
False |
True |
67,607 |
| 20 |
0.7814 |
0.7554 |
0.0260 |
3.4% |
0.0099 |
1.3% |
26% |
False |
False |
47,328 |
| 40 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0096 |
1.3% |
12% |
False |
False |
23,910 |
| 60 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0094 |
1.2% |
20% |
False |
False |
15,984 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0090 |
1.2% |
24% |
False |
False |
11,999 |
| 100 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0074 |
1.0% |
24% |
False |
False |
9,600 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0066 |
0.9% |
23% |
False |
False |
8,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.7995 |
|
1.618 |
0.7885 |
|
1.000 |
0.7817 |
|
0.618 |
0.7775 |
|
HIGH |
0.7707 |
|
0.618 |
0.7665 |
|
0.500 |
0.7652 |
|
0.382 |
0.7639 |
|
LOW |
0.7597 |
|
0.618 |
0.7529 |
|
1.000 |
0.7487 |
|
1.618 |
0.7419 |
|
2.618 |
0.7309 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7667 |
| PP |
0.7642 |
0.7652 |
| S1 |
0.7631 |
0.7636 |
|