CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7742 |
0.0055 |
0.7% |
0.7639 |
| High |
0.7784 |
0.7793 |
0.0009 |
0.1% |
0.7819 |
| Low |
0.7633 |
0.7693 |
0.0060 |
0.8% |
0.7591 |
| Close |
0.7757 |
0.7750 |
-0.0007 |
-0.1% |
0.7616 |
| Range |
0.0151 |
0.0100 |
-0.0051 |
-33.8% |
0.0228 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
140,242 |
95,857 |
-44,385 |
-31.6% |
464,213 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.7998 |
0.7805 |
|
| R3 |
0.7945 |
0.7898 |
0.7778 |
|
| R2 |
0.7845 |
0.7845 |
0.7768 |
|
| R1 |
0.7798 |
0.7798 |
0.7759 |
0.7822 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7757 |
| S1 |
0.7698 |
0.7698 |
0.7741 |
0.7722 |
| S2 |
0.7645 |
0.7645 |
0.7732 |
|
| S3 |
0.7545 |
0.7598 |
0.7723 |
|
| S4 |
0.7445 |
0.7498 |
0.7695 |
|
|
| 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 |
0.7793 |
0.7596 |
0.0197 |
2.5% |
0.0120 |
1.5% |
78% |
True |
False |
102,656 |
| 10 |
0.7819 |
0.7591 |
0.0228 |
2.9% |
0.0109 |
1.4% |
70% |
False |
False |
96,722 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0102 |
1.3% |
28% |
False |
False |
87,020 |
| 40 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0106 |
1.4% |
28% |
False |
False |
93,251 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0109 |
1.4% |
38% |
False |
False |
96,142 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0102 |
1.3% |
38% |
False |
False |
78,620 |
| 100 |
0.8153 |
0.7504 |
0.0649 |
8.4% |
0.0102 |
1.3% |
38% |
False |
False |
62,969 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0095 |
1.2% |
35% |
False |
False |
52,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8218 |
|
2.618 |
0.8055 |
|
1.618 |
0.7955 |
|
1.000 |
0.7893 |
|
0.618 |
0.7855 |
|
HIGH |
0.7793 |
|
0.618 |
0.7755 |
|
0.500 |
0.7743 |
|
0.382 |
0.7731 |
|
LOW |
0.7693 |
|
0.618 |
0.7631 |
|
1.000 |
0.7593 |
|
1.618 |
0.7531 |
|
2.618 |
0.7431 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7738 |
| PP |
0.7745 |
0.7725 |
| S1 |
0.7743 |
0.7713 |
|