CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.7713 |
0.7638 |
-0.0075 |
-1.0% |
0.7689 |
High |
0.7719 |
0.7675 |
-0.0044 |
-0.6% |
0.7764 |
Low |
0.7650 |
0.7623 |
-0.0027 |
-0.4% |
0.7591 |
Close |
0.7655 |
0.7659 |
0.0004 |
0.1% |
0.7695 |
Range |
0.0069 |
0.0052 |
-0.0017 |
-24.6% |
0.0173 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
23 |
33 |
10 |
43.5% |
169 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7808 |
0.7786 |
0.7688 |
|
R3 |
0.7756 |
0.7734 |
0.7673 |
|
R2 |
0.7704 |
0.7704 |
0.7669 |
|
R1 |
0.7682 |
0.7682 |
0.7664 |
0.7693 |
PP |
0.7652 |
0.7652 |
0.7652 |
0.7658 |
S1 |
0.7630 |
0.7630 |
0.7654 |
0.7641 |
S2 |
0.7600 |
0.7600 |
0.7649 |
|
S3 |
0.7548 |
0.7578 |
0.7645 |
|
S4 |
0.7496 |
0.7526 |
0.7630 |
|
|
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% |
0.0074 |
1.0% |
39% |
False |
False |
42 |
10 |
0.7764 |
0.7573 |
0.0191 |
2.5% |
0.0063 |
0.8% |
45% |
False |
False |
29 |
20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0050 |
0.7% |
55% |
False |
False |
16 |
40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0039 |
0.5% |
25% |
False |
False |
10 |
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 |
8 |
100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0028 |
0.4% |
35% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7896 |
2.618 |
0.7811 |
1.618 |
0.7759 |
1.000 |
0.7727 |
0.618 |
0.7707 |
HIGH |
0.7675 |
0.618 |
0.7655 |
0.500 |
0.7649 |
0.382 |
0.7643 |
LOW |
0.7623 |
0.618 |
0.7591 |
1.000 |
0.7571 |
1.618 |
0.7539 |
2.618 |
0.7487 |
4.250 |
0.7402 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7656 |
0.7674 |
PP |
0.7652 |
0.7669 |
S1 |
0.7649 |
0.7664 |
|