CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7926 |
0.0108 |
1.4% |
0.7802 |
| High |
0.7939 |
0.8014 |
0.0075 |
0.9% |
0.8055 |
| Low |
0.7765 |
0.7902 |
0.0137 |
1.8% |
0.7770 |
| Close |
0.7925 |
0.7949 |
0.0024 |
0.3% |
0.7805 |
| Range |
0.0174 |
0.0112 |
-0.0062 |
-35.6% |
0.0285 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.1% |
0.0000 |
| Volume |
126,622 |
114,894 |
-11,728 |
-9.3% |
594,709 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8291 |
0.8232 |
0.8011 |
|
| R3 |
0.8179 |
0.8120 |
0.7980 |
|
| R2 |
0.8067 |
0.8067 |
0.7970 |
|
| R1 |
0.8008 |
0.8008 |
0.7959 |
0.8038 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7970 |
| S1 |
0.7896 |
0.7896 |
0.7939 |
0.7926 |
| S2 |
0.7843 |
0.7843 |
0.7928 |
|
| S3 |
0.7731 |
0.7784 |
0.7918 |
|
| S4 |
0.7619 |
0.7672 |
0.7887 |
|
|
| 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 |
0.8014 |
0.7765 |
0.0249 |
3.1% |
0.0120 |
1.5% |
74% |
True |
False |
106,042 |
| 10 |
0.8055 |
0.7689 |
0.0366 |
4.6% |
0.0113 |
1.4% |
71% |
False |
False |
105,934 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.7% |
0.0108 |
1.4% |
80% |
False |
False |
102,874 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0110 |
1.4% |
81% |
False |
False |
99,313 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0100 |
1.3% |
81% |
False |
False |
68,354 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0101 |
1.3% |
63% |
False |
False |
51,354 |
| 100 |
0.8225 |
0.7504 |
0.0721 |
9.1% |
0.0090 |
1.1% |
62% |
False |
False |
41,096 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.1% |
0.0077 |
1.0% |
40% |
False |
False |
34,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8490 |
|
2.618 |
0.8307 |
|
1.618 |
0.8195 |
|
1.000 |
0.8126 |
|
0.618 |
0.8083 |
|
HIGH |
0.8014 |
|
0.618 |
0.7971 |
|
0.500 |
0.7958 |
|
0.382 |
0.7945 |
|
LOW |
0.7902 |
|
0.618 |
0.7833 |
|
1.000 |
0.7790 |
|
1.618 |
0.7721 |
|
2.618 |
0.7609 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7958 |
0.7929 |
| PP |
0.7955 |
0.7909 |
| S1 |
0.7952 |
0.7890 |
|