CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7662 |
0.7675 |
0.0013 |
0.2% |
0.7564 |
| High |
0.7681 |
0.7680 |
-0.0001 |
0.0% |
0.7703 |
| Low |
0.7662 |
0.7591 |
-0.0071 |
-0.9% |
0.7564 |
| Close |
0.7672 |
0.7677 |
0.0005 |
0.1% |
0.7664 |
| Range |
0.0019 |
0.0089 |
0.0070 |
368.4% |
0.0139 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
79 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7886 |
0.7726 |
|
| R3 |
0.7827 |
0.7797 |
0.7701 |
|
| R2 |
0.7738 |
0.7738 |
0.7693 |
|
| R1 |
0.7708 |
0.7708 |
0.7685 |
0.7723 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7657 |
| S1 |
0.7619 |
0.7619 |
0.7669 |
0.7634 |
| S2 |
0.7560 |
0.7560 |
0.7661 |
|
| S3 |
0.7471 |
0.7530 |
0.7653 |
|
| S4 |
0.7382 |
0.7441 |
0.7628 |
|
|
| 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 |
0.7591 |
0.0112 |
1.5% |
0.0047 |
0.6% |
77% |
False |
True |
7 |
| 10 |
0.7703 |
0.7536 |
0.0167 |
2.2% |
0.0058 |
0.7% |
84% |
False |
False |
10 |
| 20 |
0.7816 |
0.7529 |
0.0287 |
3.7% |
0.0040 |
0.5% |
52% |
False |
False |
7 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0034 |
0.4% |
29% |
False |
False |
5 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0031 |
0.4% |
36% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0029 |
0.4% |
38% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7913 |
|
1.618 |
0.7824 |
|
1.000 |
0.7769 |
|
0.618 |
0.7735 |
|
HIGH |
0.7680 |
|
0.618 |
0.7646 |
|
0.500 |
0.7636 |
|
0.382 |
0.7625 |
|
LOW |
0.7591 |
|
0.618 |
0.7536 |
|
1.000 |
0.7502 |
|
1.618 |
0.7447 |
|
2.618 |
0.7358 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7665 |
| PP |
0.7649 |
0.7653 |
| S1 |
0.7636 |
0.7641 |
|