CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.7724 |
0.7713 |
-0.0011 |
-0.1% |
0.7689 |
High |
0.7724 |
0.7719 |
-0.0005 |
-0.1% |
0.7764 |
Low |
0.7675 |
0.7650 |
-0.0025 |
-0.3% |
0.7591 |
Close |
0.7695 |
0.7655 |
-0.0040 |
-0.5% |
0.7695 |
Range |
0.0049 |
0.0069 |
0.0020 |
40.8% |
0.0173 |
ATR |
0.0064 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
Volume |
39 |
23 |
-16 |
-41.0% |
169 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7882 |
0.7837 |
0.7693 |
|
R3 |
0.7813 |
0.7768 |
0.7674 |
|
R2 |
0.7744 |
0.7744 |
0.7668 |
|
R1 |
0.7699 |
0.7699 |
0.7661 |
0.7687 |
PP |
0.7675 |
0.7675 |
0.7675 |
0.7669 |
S1 |
0.7630 |
0.7630 |
0.7649 |
0.7618 |
S2 |
0.7606 |
0.7606 |
0.7642 |
|
S3 |
0.7537 |
0.7561 |
0.7636 |
|
S4 |
0.7468 |
0.7492 |
0.7617 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8202 |
0.8122 |
0.7790 |
|
R3 |
0.8029 |
0.7949 |
0.7743 |
|
R2 |
0.7856 |
0.7856 |
0.7727 |
|
R1 |
0.7776 |
0.7776 |
0.7711 |
0.7816 |
PP |
0.7683 |
0.7683 |
0.7683 |
0.7704 |
S1 |
0.7603 |
0.7603 |
0.7679 |
0.7643 |
S2 |
0.7510 |
0.7510 |
0.7663 |
|
S3 |
0.7337 |
0.7430 |
0.7647 |
|
S4 |
0.7164 |
0.7257 |
0.7600 |
|
|
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 |
2.3% |
0.0068 |
0.9% |
37% |
False |
False |
36 |
10 |
0.7764 |
0.7573 |
0.0191 |
2.5% |
0.0062 |
0.8% |
43% |
False |
False |
26 |
20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0050 |
0.7% |
54% |
False |
False |
15 |
40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0039 |
0.5% |
24% |
False |
False |
9 |
60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0033 |
0.4% |
33% |
False |
False |
8 |
80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0032 |
0.4% |
35% |
False |
False |
7 |
100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0027 |
0.4% |
35% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8012 |
2.618 |
0.7900 |
1.618 |
0.7831 |
1.000 |
0.7788 |
0.618 |
0.7762 |
HIGH |
0.7719 |
0.618 |
0.7693 |
0.500 |
0.7685 |
0.382 |
0.7676 |
LOW |
0.7650 |
0.618 |
0.7607 |
1.000 |
0.7581 |
1.618 |
0.7538 |
2.618 |
0.7469 |
4.250 |
0.7357 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7685 |
0.7707 |
PP |
0.7675 |
0.7690 |
S1 |
0.7665 |
0.7672 |
|