CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7651 |
-0.0024 |
-0.3% |
0.7564 |
| High |
0.7680 |
0.7764 |
0.0084 |
1.1% |
0.7703 |
| Low |
0.7591 |
0.7651 |
0.0060 |
0.8% |
0.7564 |
| Close |
0.7677 |
0.7723 |
0.0046 |
0.6% |
0.7664 |
| Range |
0.0089 |
0.0113 |
0.0024 |
27.0% |
0.0139 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
5.9% |
0.0000 |
| Volume |
10 |
107 |
97 |
970.0% |
79 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.8000 |
0.7785 |
|
| R3 |
0.7939 |
0.7887 |
0.7754 |
|
| R2 |
0.7826 |
0.7826 |
0.7744 |
|
| R1 |
0.7774 |
0.7774 |
0.7733 |
0.7800 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7726 |
| S1 |
0.7661 |
0.7661 |
0.7713 |
0.7687 |
| S2 |
0.7600 |
0.7600 |
0.7702 |
|
| S3 |
0.7487 |
0.7548 |
0.7692 |
|
| S4 |
0.7374 |
0.7435 |
0.7661 |
|
|
| 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 |
0.7764 |
0.7591 |
0.0173 |
2.2% |
0.0058 |
0.8% |
76% |
True |
False |
27 |
| 10 |
0.7764 |
0.7536 |
0.0228 |
3.0% |
0.0061 |
0.8% |
82% |
True |
False |
21 |
| 20 |
0.7810 |
0.7529 |
0.0281 |
3.6% |
0.0044 |
0.6% |
69% |
False |
False |
12 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0037 |
0.5% |
38% |
False |
False |
7 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.5% |
0.0031 |
0.4% |
44% |
False |
False |
7 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.7% |
0.0030 |
0.4% |
46% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8244 |
|
2.618 |
0.8060 |
|
1.618 |
0.7947 |
|
1.000 |
0.7877 |
|
0.618 |
0.7834 |
|
HIGH |
0.7764 |
|
0.618 |
0.7721 |
|
0.500 |
0.7708 |
|
0.382 |
0.7694 |
|
LOW |
0.7651 |
|
0.618 |
0.7581 |
|
1.000 |
0.7538 |
|
1.618 |
0.7468 |
|
2.618 |
0.7355 |
|
4.250 |
0.7171 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7708 |
| PP |
0.7713 |
0.7693 |
| S1 |
0.7708 |
0.7678 |
|