CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7573 |
-0.0063 |
-0.8% |
0.7529 |
| High |
0.7636 |
0.7683 |
0.0047 |
0.6% |
0.7724 |
| Low |
0.7590 |
0.7573 |
-0.0017 |
-0.2% |
0.7529 |
| Close |
0.7606 |
0.7683 |
0.0077 |
1.0% |
0.7544 |
| Range |
0.0046 |
0.0110 |
0.0064 |
139.1% |
0.0195 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.6% |
0.0000 |
| Volume |
2 |
55 |
53 |
2,650.0% |
18 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7940 |
0.7744 |
|
| R3 |
0.7866 |
0.7830 |
0.7713 |
|
| R2 |
0.7756 |
0.7756 |
0.7703 |
|
| R1 |
0.7720 |
0.7720 |
0.7693 |
0.7738 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7656 |
| S1 |
0.7610 |
0.7610 |
0.7673 |
0.7628 |
| S2 |
0.7536 |
0.7536 |
0.7663 |
|
| S3 |
0.7426 |
0.7500 |
0.7653 |
|
| S4 |
0.7316 |
0.7390 |
0.7623 |
|
|
| 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 |
0.7683 |
0.7536 |
0.0147 |
1.9% |
0.0068 |
0.9% |
100% |
True |
False |
13 |
| 10 |
0.7724 |
0.7529 |
0.0195 |
2.5% |
0.0047 |
0.6% |
79% |
False |
False |
9 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0031 |
0.4% |
30% |
False |
False |
5 |
| 40 |
0.8046 |
0.7524 |
0.0522 |
6.8% |
0.0032 |
0.4% |
30% |
False |
False |
4 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0032 |
0.4% |
38% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0026 |
0.3% |
39% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8151 |
|
2.618 |
0.7971 |
|
1.618 |
0.7861 |
|
1.000 |
0.7793 |
|
0.618 |
0.7751 |
|
HIGH |
0.7683 |
|
0.618 |
0.7641 |
|
0.500 |
0.7628 |
|
0.382 |
0.7615 |
|
LOW |
0.7573 |
|
0.618 |
0.7505 |
|
1.000 |
0.7463 |
|
1.618 |
0.7395 |
|
2.618 |
0.7285 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7663 |
| PP |
0.7646 |
0.7643 |
| S1 |
0.7628 |
0.7624 |
|