CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7564 |
-0.0027 |
-0.4% |
0.7529 |
| High |
0.7591 |
0.7619 |
0.0028 |
0.4% |
0.7724 |
| Low |
0.7536 |
0.7564 |
0.0028 |
0.4% |
0.7529 |
| Close |
0.7544 |
0.7619 |
0.0075 |
1.0% |
0.7544 |
| Range |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0195 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
18 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7766 |
0.7747 |
0.7649 |
|
| R3 |
0.7711 |
0.7692 |
0.7634 |
|
| R2 |
0.7656 |
0.7656 |
0.7629 |
|
| R1 |
0.7637 |
0.7637 |
0.7624 |
0.7647 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7605 |
| S1 |
0.7582 |
0.7582 |
0.7614 |
0.7592 |
| S2 |
0.7546 |
0.7546 |
0.7609 |
|
| S3 |
0.7491 |
0.7527 |
0.7604 |
|
| S4 |
0.7436 |
0.7472 |
0.7589 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8059 |
0.7651 |
|
| R3 |
0.7989 |
0.7864 |
0.7598 |
|
| R2 |
0.7794 |
0.7794 |
0.7580 |
|
| R1 |
0.7669 |
0.7669 |
0.7562 |
0.7732 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7630 |
| S1 |
0.7474 |
0.7474 |
0.7526 |
0.7537 |
| S2 |
0.7404 |
0.7404 |
0.7508 |
|
| S3 |
0.7209 |
0.7279 |
0.7490 |
|
| S4 |
0.7014 |
0.7084 |
0.7437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7724 |
0.7536 |
0.0188 |
2.5% |
0.0044 |
0.6% |
44% |
False |
False |
3 |
| 10 |
0.7724 |
0.7529 |
0.0195 |
2.6% |
0.0038 |
0.5% |
46% |
False |
False |
4 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0029 |
0.4% |
17% |
False |
False |
3 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0029 |
0.4% |
24% |
False |
False |
3 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0030 |
0.4% |
27% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0025 |
0.3% |
29% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7763 |
|
1.618 |
0.7708 |
|
1.000 |
0.7674 |
|
0.618 |
0.7653 |
|
HIGH |
0.7619 |
|
0.618 |
0.7598 |
|
0.500 |
0.7592 |
|
0.382 |
0.7585 |
|
LOW |
0.7564 |
|
0.618 |
0.7530 |
|
1.000 |
0.7509 |
|
1.618 |
0.7475 |
|
2.618 |
0.7420 |
|
4.250 |
0.7330 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7610 |
0.7616 |
| PP |
0.7601 |
0.7612 |
| S1 |
0.7592 |
0.7609 |
|