CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7683 |
0.0018 |
0.2% |
0.7564 |
| High |
0.7703 |
0.7683 |
-0.0020 |
-0.3% |
0.7703 |
| Low |
0.7647 |
0.7613 |
-0.0034 |
-0.4% |
0.7564 |
| Close |
0.7677 |
0.7664 |
-0.0013 |
-0.2% |
0.7664 |
| Range |
0.0056 |
0.0070 |
0.0014 |
25.0% |
0.0139 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
5 |
9 |
4 |
80.0% |
79 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7834 |
0.7703 |
|
| R3 |
0.7793 |
0.7764 |
0.7683 |
|
| R2 |
0.7723 |
0.7723 |
0.7677 |
|
| R1 |
0.7694 |
0.7694 |
0.7670 |
0.7674 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7643 |
| S1 |
0.7624 |
0.7624 |
0.7658 |
0.7604 |
| S2 |
0.7583 |
0.7583 |
0.7651 |
|
| S3 |
0.7513 |
0.7554 |
0.7645 |
|
| S4 |
0.7443 |
0.7484 |
0.7626 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8001 |
0.7740 |
|
| R3 |
0.7922 |
0.7862 |
0.7702 |
|
| R2 |
0.7783 |
0.7783 |
0.7689 |
|
| R1 |
0.7723 |
0.7723 |
0.7677 |
0.7753 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7659 |
| S1 |
0.7584 |
0.7584 |
0.7651 |
0.7614 |
| S2 |
0.7505 |
0.7505 |
0.7639 |
|
| S3 |
0.7366 |
0.7445 |
0.7626 |
|
| S4 |
0.7227 |
0.7306 |
0.7588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7703 |
0.7564 |
0.0139 |
1.8% |
0.0067 |
0.9% |
72% |
False |
False |
15 |
| 10 |
0.7724 |
0.7529 |
0.0195 |
2.5% |
0.0050 |
0.7% |
69% |
False |
False |
9 |
| 20 |
0.7959 |
0.7529 |
0.0430 |
5.6% |
0.0035 |
0.5% |
31% |
False |
False |
6 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0032 |
0.4% |
26% |
False |
False |
4 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0032 |
0.4% |
34% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0027 |
0.4% |
36% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7981 |
|
2.618 |
0.7866 |
|
1.618 |
0.7796 |
|
1.000 |
0.7753 |
|
0.618 |
0.7726 |
|
HIGH |
0.7683 |
|
0.618 |
0.7656 |
|
0.500 |
0.7648 |
|
0.382 |
0.7640 |
|
LOW |
0.7613 |
|
0.618 |
0.7570 |
|
1.000 |
0.7543 |
|
1.618 |
0.7500 |
|
2.618 |
0.7430 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7655 |
| PP |
0.7653 |
0.7647 |
| S1 |
0.7648 |
0.7638 |
|