CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7687 |
-0.0007 |
-0.1% |
0.7639 |
| High |
0.7721 |
0.7784 |
0.0063 |
0.8% |
0.7819 |
| Low |
0.7643 |
0.7633 |
-0.0010 |
-0.1% |
0.7591 |
| Close |
0.7679 |
0.7757 |
0.0078 |
1.0% |
0.7616 |
| Range |
0.0078 |
0.0151 |
0.0073 |
93.6% |
0.0228 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
3.1% |
0.0000 |
| Volume |
99,357 |
140,242 |
40,885 |
41.1% |
464,213 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8118 |
0.7840 |
|
| R3 |
0.8027 |
0.7967 |
0.7799 |
|
| R2 |
0.7876 |
0.7876 |
0.7785 |
|
| R1 |
0.7816 |
0.7816 |
0.7771 |
0.7846 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7740 |
| S1 |
0.7665 |
0.7665 |
0.7743 |
0.7695 |
| S2 |
0.7574 |
0.7574 |
0.7729 |
|
| S3 |
0.7423 |
0.7514 |
0.7715 |
|
| S4 |
0.7272 |
0.7363 |
0.7674 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8359 |
0.8216 |
0.7741 |
|
| R3 |
0.8131 |
0.7988 |
0.7679 |
|
| R2 |
0.7903 |
0.7903 |
0.7658 |
|
| R1 |
0.7760 |
0.7760 |
0.7637 |
0.7718 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7654 |
| S1 |
0.7532 |
0.7532 |
0.7595 |
0.7490 |
| S2 |
0.7447 |
0.7447 |
0.7574 |
|
| S3 |
0.7219 |
0.7304 |
0.7553 |
|
| S4 |
0.6991 |
0.7076 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7784 |
0.7596 |
0.0188 |
2.4% |
0.0123 |
1.6% |
86% |
True |
False |
101,992 |
| 10 |
0.7819 |
0.7591 |
0.0228 |
2.9% |
0.0113 |
1.5% |
73% |
False |
False |
98,571 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0105 |
1.4% |
30% |
False |
False |
87,192 |
| 40 |
0.8151 |
0.7545 |
0.0606 |
7.8% |
0.0107 |
1.4% |
35% |
False |
False |
93,858 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0108 |
1.4% |
39% |
False |
False |
95,864 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0102 |
1.3% |
39% |
False |
False |
77,424 |
| 100 |
0.8162 |
0.7504 |
0.0658 |
8.5% |
0.0102 |
1.3% |
38% |
False |
False |
62,019 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0095 |
1.2% |
36% |
False |
False |
51,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8426 |
|
2.618 |
0.8179 |
|
1.618 |
0.8028 |
|
1.000 |
0.7935 |
|
0.618 |
0.7877 |
|
HIGH |
0.7784 |
|
0.618 |
0.7726 |
|
0.500 |
0.7709 |
|
0.382 |
0.7691 |
|
LOW |
0.7633 |
|
0.618 |
0.7540 |
|
1.000 |
0.7482 |
|
1.618 |
0.7389 |
|
2.618 |
0.7238 |
|
4.250 |
0.6991 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7741 |
0.7735 |
| PP |
0.7725 |
0.7713 |
| S1 |
0.7709 |
0.7692 |
|