CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7894 |
0.7910 |
0.0016 |
0.2% |
0.7817 |
| High |
0.7957 |
0.7919 |
-0.0038 |
-0.5% |
0.8014 |
| Low |
0.7848 |
0.7862 |
0.0014 |
0.2% |
0.7765 |
| Close |
0.7902 |
0.7889 |
-0.0013 |
-0.2% |
0.7902 |
| Range |
0.0109 |
0.0057 |
-0.0052 |
-47.7% |
0.0249 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
117,280 |
58,702 |
-58,578 |
-49.9% |
508,548 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8032 |
0.7920 |
|
| R3 |
0.8004 |
0.7975 |
0.7905 |
|
| R2 |
0.7947 |
0.7947 |
0.7899 |
|
| R1 |
0.7918 |
0.7918 |
0.7894 |
0.7904 |
| PP |
0.7890 |
0.7890 |
0.7890 |
0.7883 |
| S1 |
0.7861 |
0.7861 |
0.7884 |
0.7847 |
| S2 |
0.7833 |
0.7833 |
0.7879 |
|
| S3 |
0.7776 |
0.7804 |
0.7873 |
|
| S4 |
0.7719 |
0.7747 |
0.7858 |
|
|
| 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% |
0.0113 |
1.4% |
50% |
False |
False |
102,583 |
| 10 |
0.8055 |
0.7765 |
0.0290 |
3.7% |
0.0117 |
1.5% |
43% |
False |
False |
108,223 |
| 20 |
0.8055 |
0.7528 |
0.0527 |
6.7% |
0.0108 |
1.4% |
69% |
False |
False |
101,984 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0108 |
1.4% |
70% |
False |
False |
100,114 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0100 |
1.3% |
70% |
False |
False |
72,866 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0101 |
1.3% |
55% |
False |
False |
54,741 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0092 |
1.2% |
55% |
False |
False |
43,810 |
| 120 |
0.8605 |
0.7504 |
0.1101 |
14.0% |
0.0080 |
1.0% |
35% |
False |
False |
36,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8161 |
|
2.618 |
0.8068 |
|
1.618 |
0.8011 |
|
1.000 |
0.7976 |
|
0.618 |
0.7954 |
|
HIGH |
0.7919 |
|
0.618 |
0.7897 |
|
0.500 |
0.7891 |
|
0.382 |
0.7884 |
|
LOW |
0.7862 |
|
0.618 |
0.7827 |
|
1.000 |
0.7805 |
|
1.618 |
0.7770 |
|
2.618 |
0.7713 |
|
4.250 |
0.7620 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7919 |
| PP |
0.7890 |
0.7909 |
| S1 |
0.7890 |
0.7899 |
|