CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7638 |
0.7666 |
0.0028 |
0.4% |
0.7689 |
| High |
0.7675 |
0.7698 |
0.0023 |
0.3% |
0.7764 |
| Low |
0.7623 |
0.7616 |
-0.0007 |
-0.1% |
0.7591 |
| Close |
0.7659 |
0.7639 |
-0.0020 |
-0.3% |
0.7695 |
| Range |
0.0052 |
0.0082 |
0.0030 |
57.7% |
0.0173 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
33 |
31 |
-2 |
-6.1% |
169 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7850 |
0.7684 |
|
| R3 |
0.7815 |
0.7768 |
0.7662 |
|
| R2 |
0.7733 |
0.7733 |
0.7654 |
|
| R1 |
0.7686 |
0.7686 |
0.7647 |
0.7669 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7642 |
| S1 |
0.7604 |
0.7604 |
0.7631 |
0.7587 |
| S2 |
0.7569 |
0.7569 |
0.7624 |
|
| S3 |
0.7487 |
0.7522 |
0.7616 |
|
| S4 |
0.7405 |
0.7440 |
0.7594 |
|
|
| 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 |
0.7616 |
0.0148 |
1.9% |
0.0073 |
1.0% |
16% |
False |
True |
46 |
| 10 |
0.7764 |
0.7591 |
0.0173 |
2.3% |
0.0060 |
0.8% |
28% |
False |
False |
27 |
| 20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0053 |
0.7% |
47% |
False |
False |
18 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0038 |
0.5% |
21% |
False |
False |
10 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0034 |
0.4% |
30% |
False |
False |
8 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0033 |
0.4% |
32% |
False |
False |
8 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0029 |
0.4% |
32% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8047 |
|
2.618 |
0.7913 |
|
1.618 |
0.7831 |
|
1.000 |
0.7780 |
|
0.618 |
0.7749 |
|
HIGH |
0.7698 |
|
0.618 |
0.7667 |
|
0.500 |
0.7657 |
|
0.382 |
0.7647 |
|
LOW |
0.7616 |
|
0.618 |
0.7565 |
|
1.000 |
0.7534 |
|
1.618 |
0.7483 |
|
2.618 |
0.7401 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7668 |
| PP |
0.7651 |
0.7658 |
| S1 |
0.7645 |
0.7649 |
|