CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7636 |
0.0072 |
1.0% |
0.7529 |
| High |
0.7619 |
0.7636 |
0.0017 |
0.2% |
0.7724 |
| Low |
0.7564 |
0.7590 |
0.0026 |
0.3% |
0.7529 |
| Close |
0.7619 |
0.7606 |
-0.0013 |
-0.2% |
0.7544 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0195 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
18 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7723 |
0.7631 |
|
| R3 |
0.7703 |
0.7677 |
0.7619 |
|
| R2 |
0.7657 |
0.7657 |
0.7614 |
|
| R1 |
0.7631 |
0.7631 |
0.7610 |
0.7621 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7606 |
| S1 |
0.7585 |
0.7585 |
0.7602 |
0.7575 |
| S2 |
0.7565 |
0.7565 |
0.7598 |
|
| S3 |
0.7519 |
0.7539 |
0.7593 |
|
| S4 |
0.7473 |
0.7493 |
0.7581 |
|
|
| 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% |
0.0053 |
0.7% |
37% |
False |
False |
2 |
| 10 |
0.7724 |
0.7529 |
0.0195 |
2.6% |
0.0037 |
0.5% |
39% |
False |
False |
4 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0030 |
0.4% |
15% |
False |
False |
3 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0030 |
0.4% |
21% |
False |
False |
3 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0031 |
0.4% |
24% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0025 |
0.3% |
26% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7832 |
|
2.618 |
0.7756 |
|
1.618 |
0.7710 |
|
1.000 |
0.7682 |
|
0.618 |
0.7664 |
|
HIGH |
0.7636 |
|
0.618 |
0.7618 |
|
0.500 |
0.7613 |
|
0.382 |
0.7608 |
|
LOW |
0.7590 |
|
0.618 |
0.7562 |
|
1.000 |
0.7544 |
|
1.618 |
0.7516 |
|
2.618 |
0.7470 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7599 |
| PP |
0.7611 |
0.7593 |
| S1 |
0.7608 |
0.7586 |
|