CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7646 |
0.0006 |
0.1% |
0.7713 |
| High |
0.7676 |
0.7646 |
-0.0030 |
-0.4% |
0.7719 |
| Low |
0.7640 |
0.7564 |
-0.0076 |
-1.0% |
0.7564 |
| Close |
0.7672 |
0.7584 |
-0.0088 |
-1.1% |
0.7584 |
| Range |
0.0036 |
0.0082 |
0.0046 |
127.8% |
0.0155 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
5.1% |
0.0000 |
| Volume |
42 |
6 |
-36 |
-85.7% |
135 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7796 |
0.7629 |
|
| R3 |
0.7762 |
0.7714 |
0.7607 |
|
| R2 |
0.7680 |
0.7680 |
0.7599 |
|
| R1 |
0.7632 |
0.7632 |
0.7592 |
0.7615 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7590 |
| S1 |
0.7550 |
0.7550 |
0.7576 |
0.7533 |
| S2 |
0.7516 |
0.7516 |
0.7569 |
|
| S3 |
0.7434 |
0.7468 |
0.7561 |
|
| S4 |
0.7352 |
0.7386 |
0.7539 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.7991 |
0.7669 |
|
| R3 |
0.7932 |
0.7836 |
0.7627 |
|
| R2 |
0.7777 |
0.7777 |
0.7612 |
|
| R1 |
0.7681 |
0.7681 |
0.7598 |
0.7652 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7608 |
| S1 |
0.7526 |
0.7526 |
0.7570 |
0.7497 |
| S2 |
0.7467 |
0.7467 |
0.7556 |
|
| S3 |
0.7312 |
0.7371 |
0.7541 |
|
| S4 |
0.7157 |
0.7216 |
0.7499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7719 |
0.7564 |
0.0155 |
2.0% |
0.0064 |
0.8% |
13% |
False |
True |
27 |
| 10 |
0.7764 |
0.7564 |
0.0200 |
2.6% |
0.0059 |
0.8% |
10% |
False |
True |
30 |
| 20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0055 |
0.7% |
23% |
False |
False |
20 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0039 |
0.5% |
11% |
False |
False |
11 |
| 60 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0035 |
0.5% |
18% |
False |
False |
9 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0035 |
0.5% |
23% |
False |
False |
8 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0029 |
0.4% |
23% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7995 |
|
2.618 |
0.7861 |
|
1.618 |
0.7779 |
|
1.000 |
0.7728 |
|
0.618 |
0.7697 |
|
HIGH |
0.7646 |
|
0.618 |
0.7615 |
|
0.500 |
0.7605 |
|
0.382 |
0.7595 |
|
LOW |
0.7564 |
|
0.618 |
0.7513 |
|
1.000 |
0.7482 |
|
1.618 |
0.7431 |
|
2.618 |
0.7349 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7631 |
| PP |
0.7598 |
0.7615 |
| S1 |
0.7591 |
0.7600 |
|