CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7884 |
0.7817 |
-0.0067 |
-0.8% |
0.7802 |
| High |
0.7890 |
0.7834 |
-0.0056 |
-0.7% |
0.8055 |
| Low |
0.7785 |
0.7784 |
-0.0001 |
0.0% |
0.7770 |
| Close |
0.7805 |
0.7828 |
0.0023 |
0.3% |
0.7805 |
| Range |
0.0105 |
0.0050 |
-0.0055 |
-52.4% |
0.0285 |
| ATR |
0.0110 |
0.0105 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
91,526 |
54,334 |
-37,192 |
-40.6% |
594,709 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7947 |
0.7856 |
|
| R3 |
0.7915 |
0.7897 |
0.7842 |
|
| R2 |
0.7865 |
0.7865 |
0.7837 |
|
| R1 |
0.7847 |
0.7847 |
0.7833 |
0.7856 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7820 |
| S1 |
0.7797 |
0.7797 |
0.7823 |
0.7806 |
| S2 |
0.7765 |
0.7765 |
0.7819 |
|
| S3 |
0.7715 |
0.7747 |
0.7814 |
|
| S4 |
0.7665 |
0.7697 |
0.7801 |
|
|
| 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 |
0.7784 |
0.0271 |
3.5% |
0.0121 |
1.5% |
16% |
False |
True |
113,864 |
| 10 |
0.8055 |
0.7659 |
0.0396 |
5.1% |
0.0101 |
1.3% |
43% |
False |
False |
97,110 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.8% |
0.0105 |
1.3% |
57% |
False |
False |
101,247 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0107 |
1.4% |
59% |
False |
False |
95,660 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0098 |
1.3% |
59% |
False |
False |
64,336 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0099 |
1.3% |
46% |
False |
False |
48,338 |
| 100 |
0.8231 |
0.7504 |
0.0727 |
9.3% |
0.0088 |
1.1% |
45% |
False |
False |
38,681 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.3% |
0.0075 |
1.0% |
29% |
False |
False |
32,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8047 |
|
2.618 |
0.7965 |
|
1.618 |
0.7915 |
|
1.000 |
0.7884 |
|
0.618 |
0.7865 |
|
HIGH |
0.7834 |
|
0.618 |
0.7815 |
|
0.500 |
0.7809 |
|
0.382 |
0.7803 |
|
LOW |
0.7784 |
|
0.618 |
0.7753 |
|
1.000 |
0.7734 |
|
1.618 |
0.7703 |
|
2.618 |
0.7653 |
|
4.250 |
0.7572 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7893 |
| PP |
0.7815 |
0.7871 |
| S1 |
0.7809 |
0.7850 |
|