CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7724 |
0.0073 |
1.0% |
0.7689 |
| High |
0.7764 |
0.7724 |
-0.0040 |
-0.5% |
0.7764 |
| Low |
0.7651 |
0.7675 |
0.0024 |
0.3% |
0.7591 |
| Close |
0.7723 |
0.7695 |
-0.0028 |
-0.4% |
0.7695 |
| Range |
0.0113 |
0.0049 |
-0.0064 |
-56.6% |
0.0173 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
107 |
39 |
-68 |
-63.6% |
169 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7819 |
0.7722 |
|
| R3 |
0.7796 |
0.7770 |
0.7708 |
|
| R2 |
0.7747 |
0.7747 |
0.7704 |
|
| R1 |
0.7721 |
0.7721 |
0.7699 |
0.7710 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7692 |
| S1 |
0.7672 |
0.7672 |
0.7691 |
0.7661 |
| S2 |
0.7649 |
0.7649 |
0.7686 |
|
| S3 |
0.7600 |
0.7623 |
0.7682 |
|
| S4 |
0.7551 |
0.7574 |
0.7668 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8122 |
0.7790 |
|
| R3 |
0.8029 |
0.7949 |
0.7743 |
|
| R2 |
0.7856 |
0.7856 |
0.7727 |
|
| R1 |
0.7776 |
0.7776 |
0.7711 |
0.7816 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7704 |
| S1 |
0.7603 |
0.7603 |
0.7679 |
0.7643 |
| S2 |
0.7510 |
0.7510 |
0.7663 |
|
| S3 |
0.7337 |
0.7430 |
0.7647 |
|
| S4 |
0.7164 |
0.7257 |
0.7600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7764 |
0.7591 |
0.0173 |
2.2% |
0.0054 |
0.7% |
60% |
False |
False |
33 |
| 10 |
0.7764 |
0.7564 |
0.0200 |
2.6% |
0.0061 |
0.8% |
66% |
False |
False |
24 |
| 20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0047 |
0.6% |
71% |
False |
False |
14 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0037 |
0.5% |
32% |
False |
False |
8 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0032 |
0.4% |
40% |
False |
False |
7 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0031 |
0.4% |
41% |
False |
False |
7 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0027 |
0.4% |
41% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7932 |
|
2.618 |
0.7852 |
|
1.618 |
0.7803 |
|
1.000 |
0.7773 |
|
0.618 |
0.7754 |
|
HIGH |
0.7724 |
|
0.618 |
0.7705 |
|
0.500 |
0.7700 |
|
0.382 |
0.7694 |
|
LOW |
0.7675 |
|
0.618 |
0.7645 |
|
1.000 |
0.7626 |
|
1.618 |
0.7596 |
|
2.618 |
0.7547 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7700 |
0.7689 |
| PP |
0.7698 |
0.7683 |
| S1 |
0.7697 |
0.7678 |
|