CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7640 |
-0.0026 |
-0.3% |
0.7689 |
| High |
0.7698 |
0.7676 |
-0.0022 |
-0.3% |
0.7764 |
| Low |
0.7616 |
0.7640 |
0.0024 |
0.3% |
0.7591 |
| Close |
0.7639 |
0.7672 |
0.0033 |
0.4% |
0.7695 |
| Range |
0.0082 |
0.0036 |
-0.0046 |
-56.1% |
0.0173 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
31 |
42 |
11 |
35.5% |
169 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7757 |
0.7692 |
|
| R3 |
0.7735 |
0.7721 |
0.7682 |
|
| R2 |
0.7699 |
0.7699 |
0.7679 |
|
| R1 |
0.7685 |
0.7685 |
0.7675 |
0.7692 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7666 |
| S1 |
0.7649 |
0.7649 |
0.7669 |
0.7656 |
| S2 |
0.7627 |
0.7627 |
0.7665 |
|
| S3 |
0.7591 |
0.7613 |
0.7662 |
|
| S4 |
0.7555 |
0.7577 |
0.7652 |
|
|
| 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 |
0.7724 |
0.7616 |
0.0108 |
1.4% |
0.0058 |
0.8% |
52% |
False |
False |
33 |
| 10 |
0.7764 |
0.7591 |
0.0173 |
2.3% |
0.0058 |
0.8% |
47% |
False |
False |
30 |
| 20 |
0.7764 |
0.7529 |
0.0235 |
3.1% |
0.0051 |
0.7% |
61% |
False |
False |
20 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0039 |
0.5% |
28% |
False |
False |
11 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0034 |
0.4% |
36% |
False |
False |
9 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0034 |
0.4% |
37% |
False |
False |
8 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0028 |
0.4% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7770 |
|
1.618 |
0.7734 |
|
1.000 |
0.7712 |
|
0.618 |
0.7698 |
|
HIGH |
0.7676 |
|
0.618 |
0.7662 |
|
0.500 |
0.7658 |
|
0.382 |
0.7654 |
|
LOW |
0.7640 |
|
0.618 |
0.7618 |
|
1.000 |
0.7604 |
|
1.618 |
0.7582 |
|
2.618 |
0.7546 |
|
4.250 |
0.7487 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7667 |
| PP |
0.7663 |
0.7662 |
| S1 |
0.7658 |
0.7657 |
|