CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7952 |
0.7894 |
-0.0058 |
-0.7% |
0.7817 |
| High |
0.7989 |
0.7957 |
-0.0032 |
-0.4% |
0.8014 |
| Low |
0.7874 |
0.7848 |
-0.0026 |
-0.3% |
0.7765 |
| Close |
0.7887 |
0.7902 |
0.0015 |
0.2% |
0.7902 |
| Range |
0.0115 |
0.0109 |
-0.0006 |
-5.2% |
0.0249 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
95,418 |
117,280 |
21,862 |
22.9% |
508,548 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8229 |
0.8175 |
0.7962 |
|
| R3 |
0.8120 |
0.8066 |
0.7932 |
|
| R2 |
0.8011 |
0.8011 |
0.7922 |
|
| R1 |
0.7957 |
0.7957 |
0.7912 |
0.7984 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7916 |
| S1 |
0.7848 |
0.7848 |
0.7892 |
0.7875 |
| S2 |
0.7793 |
0.7793 |
0.7882 |
|
| S3 |
0.7684 |
0.7739 |
0.7872 |
|
| S4 |
0.7575 |
0.7630 |
0.7842 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8641 |
0.8520 |
0.8039 |
|
| R3 |
0.8392 |
0.8271 |
0.7970 |
|
| R2 |
0.8143 |
0.8143 |
0.7948 |
|
| R1 |
0.8022 |
0.8022 |
0.7925 |
0.8083 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7924 |
| S1 |
0.7773 |
0.7773 |
0.7879 |
0.7834 |
| S2 |
0.7645 |
0.7645 |
0.7856 |
|
| S3 |
0.7396 |
0.7524 |
0.7834 |
|
| S4 |
0.7147 |
0.7275 |
0.7765 |
|
|
| 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% |
0.0112 |
1.4% |
55% |
False |
False |
101,709 |
| 10 |
0.8055 |
0.7765 |
0.0290 |
3.7% |
0.0120 |
1.5% |
47% |
False |
False |
110,325 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.7% |
0.0111 |
1.4% |
71% |
False |
False |
104,774 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0109 |
1.4% |
72% |
False |
False |
101,212 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0101 |
1.3% |
72% |
False |
False |
71,892 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0102 |
1.3% |
57% |
False |
False |
54,008 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0092 |
1.2% |
57% |
False |
False |
43,223 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.2% |
0.0079 |
1.0% |
36% |
False |
False |
36,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8242 |
|
1.618 |
0.8133 |
|
1.000 |
0.8066 |
|
0.618 |
0.8024 |
|
HIGH |
0.7957 |
|
0.618 |
0.7915 |
|
0.500 |
0.7903 |
|
0.382 |
0.7890 |
|
LOW |
0.7848 |
|
0.618 |
0.7781 |
|
1.000 |
0.7739 |
|
1.618 |
0.7672 |
|
2.618 |
0.7563 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7931 |
| PP |
0.7902 |
0.7921 |
| S1 |
0.7902 |
0.7912 |
|