CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.7884 |
-0.0094 |
-1.2% |
0.7802 |
| High |
0.8002 |
0.7890 |
-0.0112 |
-1.4% |
0.8055 |
| Low |
0.7844 |
0.7785 |
-0.0059 |
-0.8% |
0.7770 |
| Close |
0.7896 |
0.7805 |
-0.0091 |
-1.2% |
0.7805 |
| Range |
0.0158 |
0.0105 |
-0.0053 |
-33.5% |
0.0285 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.1% |
0.0000 |
| Volume |
142,834 |
91,526 |
-51,308 |
-35.9% |
594,709 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8142 |
0.8078 |
0.7863 |
|
| R3 |
0.8037 |
0.7973 |
0.7834 |
|
| R2 |
0.7932 |
0.7932 |
0.7824 |
|
| R1 |
0.7868 |
0.7868 |
0.7815 |
0.7848 |
| PP |
0.7827 |
0.7827 |
0.7827 |
0.7816 |
| S1 |
0.7763 |
0.7763 |
0.7795 |
0.7743 |
| S2 |
0.7722 |
0.7722 |
0.7786 |
|
| S3 |
0.7617 |
0.7658 |
0.7776 |
|
| S4 |
0.7512 |
0.7553 |
0.7747 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8553 |
0.7962 |
|
| R3 |
0.8447 |
0.8268 |
0.7883 |
|
| R2 |
0.8162 |
0.8162 |
0.7857 |
|
| R1 |
0.7983 |
0.7983 |
0.7831 |
0.8073 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7921 |
| S1 |
0.7698 |
0.7698 |
0.7779 |
0.7788 |
| S2 |
0.7592 |
0.7592 |
0.7753 |
|
| S3 |
0.7307 |
0.7413 |
0.7727 |
|
| S4 |
0.7022 |
0.7128 |
0.7648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8055 |
0.7770 |
0.0285 |
3.7% |
0.0127 |
1.6% |
12% |
False |
False |
118,941 |
| 10 |
0.8055 |
0.7659 |
0.0396 |
5.1% |
0.0108 |
1.4% |
37% |
False |
False |
99,968 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.8% |
0.0107 |
1.4% |
53% |
False |
False |
100,882 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.1% |
0.0109 |
1.4% |
55% |
False |
False |
94,645 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.1% |
0.0099 |
1.3% |
55% |
False |
False |
63,443 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0099 |
1.3% |
43% |
False |
False |
47,661 |
| 100 |
0.8231 |
0.7504 |
0.0727 |
9.3% |
0.0088 |
1.1% |
41% |
False |
False |
38,138 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.3% |
0.0076 |
1.0% |
27% |
False |
False |
31,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8336 |
|
2.618 |
0.8165 |
|
1.618 |
0.8060 |
|
1.000 |
0.7995 |
|
0.618 |
0.7955 |
|
HIGH |
0.7890 |
|
0.618 |
0.7850 |
|
0.500 |
0.7838 |
|
0.382 |
0.7825 |
|
LOW |
0.7785 |
|
0.618 |
0.7720 |
|
1.000 |
0.7680 |
|
1.618 |
0.7615 |
|
2.618 |
0.7510 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7838 |
0.7920 |
| PP |
0.7827 |
0.7882 |
| S1 |
0.7816 |
0.7843 |
|