CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7926 |
0.7952 |
0.0026 |
0.3% |
0.7802 |
| High |
0.8014 |
0.7989 |
-0.0025 |
-0.3% |
0.8055 |
| Low |
0.7902 |
0.7874 |
-0.0028 |
-0.4% |
0.7770 |
| Close |
0.7949 |
0.7887 |
-0.0062 |
-0.8% |
0.7805 |
| Range |
0.0112 |
0.0115 |
0.0003 |
2.7% |
0.0285 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
114,894 |
95,418 |
-19,476 |
-17.0% |
594,709 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8262 |
0.8189 |
0.7950 |
|
| R3 |
0.8147 |
0.8074 |
0.7919 |
|
| R2 |
0.8032 |
0.8032 |
0.7908 |
|
| R1 |
0.7959 |
0.7959 |
0.7898 |
0.7938 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7906 |
| S1 |
0.7844 |
0.7844 |
0.7876 |
0.7823 |
| S2 |
0.7802 |
0.7802 |
0.7866 |
|
| S3 |
0.7687 |
0.7729 |
0.7855 |
|
| S4 |
0.7572 |
0.7614 |
0.7824 |
|
|
| 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 |
3.2% |
0.0111 |
1.4% |
49% |
False |
False |
96,558 |
| 10 |
0.8055 |
0.7743 |
0.0312 |
4.0% |
0.0116 |
1.5% |
46% |
False |
False |
106,528 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.7% |
0.0110 |
1.4% |
68% |
False |
False |
103,078 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0111 |
1.4% |
70% |
False |
False |
99,827 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0101 |
1.3% |
70% |
False |
False |
69,941 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0101 |
1.3% |
54% |
False |
False |
52,544 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0091 |
1.1% |
54% |
False |
False |
42,050 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.2% |
0.0078 |
1.0% |
34% |
False |
False |
35,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8478 |
|
2.618 |
0.8290 |
|
1.618 |
0.8175 |
|
1.000 |
0.8104 |
|
0.618 |
0.8060 |
|
HIGH |
0.7989 |
|
0.618 |
0.7945 |
|
0.500 |
0.7932 |
|
0.382 |
0.7918 |
|
LOW |
0.7874 |
|
0.618 |
0.7803 |
|
1.000 |
0.7759 |
|
1.618 |
0.7688 |
|
2.618 |
0.7573 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7890 |
| PP |
0.7917 |
0.7889 |
| S1 |
0.7902 |
0.7888 |
|