CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7683 |
0.7689 |
0.0006 |
0.1% |
0.7564 |
| High |
0.7683 |
0.7690 |
0.0007 |
0.1% |
0.7703 |
| Low |
0.7613 |
0.7689 |
0.0076 |
1.0% |
0.7564 |
| Close |
0.7664 |
0.7690 |
0.0026 |
0.3% |
0.7664 |
| Range |
0.0070 |
0.0001 |
-0.0069 |
-98.6% |
0.0139 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
79 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7692 |
0.7691 |
|
| R3 |
0.7692 |
0.7691 |
0.7690 |
|
| R2 |
0.7691 |
0.7691 |
0.7690 |
|
| R1 |
0.7690 |
0.7690 |
0.7690 |
0.7691 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7690 |
| S1 |
0.7689 |
0.7689 |
0.7690 |
0.7690 |
| S2 |
0.7689 |
0.7689 |
0.7690 |
|
| S3 |
0.7688 |
0.7688 |
0.7690 |
|
| S4 |
0.7687 |
0.7687 |
0.7689 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8001 |
0.7740 |
|
| R3 |
0.7922 |
0.7862 |
0.7702 |
|
| R2 |
0.7783 |
0.7783 |
0.7689 |
|
| R1 |
0.7723 |
0.7723 |
0.7677 |
0.7753 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7659 |
| S1 |
0.7584 |
0.7584 |
0.7651 |
0.7614 |
| S2 |
0.7505 |
0.7505 |
0.7639 |
|
| S3 |
0.7366 |
0.7445 |
0.7626 |
|
| S4 |
0.7227 |
0.7306 |
0.7588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7703 |
0.7573 |
0.0130 |
1.7% |
0.0057 |
0.7% |
90% |
False |
False |
16 |
| 10 |
0.7724 |
0.7536 |
0.0188 |
2.4% |
0.0050 |
0.7% |
82% |
False |
False |
10 |
| 20 |
0.7894 |
0.7529 |
0.0365 |
4.7% |
0.0035 |
0.4% |
44% |
False |
False |
6 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0031 |
0.4% |
31% |
False |
False |
4 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0031 |
0.4% |
39% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0027 |
0.4% |
40% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7694 |
|
2.618 |
0.7693 |
|
1.618 |
0.7692 |
|
1.000 |
0.7691 |
|
0.618 |
0.7691 |
|
HIGH |
0.7690 |
|
0.618 |
0.7690 |
|
0.500 |
0.7690 |
|
0.382 |
0.7689 |
|
LOW |
0.7689 |
|
0.618 |
0.7688 |
|
1.000 |
0.7688 |
|
1.618 |
0.7687 |
|
2.618 |
0.7686 |
|
4.250 |
0.7685 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7690 |
0.7679 |
| PP |
0.7690 |
0.7669 |
| S1 |
0.7690 |
0.7658 |
|