CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7878 |
-0.0032 |
-0.4% |
0.7817 |
| High |
0.7919 |
0.7987 |
0.0068 |
0.9% |
0.8014 |
| Low |
0.7862 |
0.7872 |
0.0010 |
0.1% |
0.7765 |
| Close |
0.7889 |
0.7977 |
0.0088 |
1.1% |
0.7902 |
| Range |
0.0057 |
0.0115 |
0.0058 |
101.8% |
0.0249 |
| ATR |
0.0107 |
0.0107 |
0.0001 |
0.6% |
0.0000 |
| Volume |
58,702 |
78,937 |
20,235 |
34.5% |
508,548 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8249 |
0.8040 |
|
| R3 |
0.8175 |
0.8134 |
0.8009 |
|
| R2 |
0.8060 |
0.8060 |
0.7998 |
|
| R1 |
0.8019 |
0.8019 |
0.7988 |
0.8040 |
| PP |
0.7945 |
0.7945 |
0.7945 |
0.7956 |
| S1 |
0.7904 |
0.7904 |
0.7966 |
0.7925 |
| S2 |
0.7830 |
0.7830 |
0.7956 |
|
| S3 |
0.7715 |
0.7789 |
0.7945 |
|
| S4 |
0.7600 |
0.7674 |
0.7914 |
|
|
| 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 |
0.7848 |
0.0166 |
2.1% |
0.0102 |
1.3% |
78% |
False |
False |
93,046 |
| 10 |
0.8055 |
0.7765 |
0.0290 |
3.6% |
0.0110 |
1.4% |
73% |
False |
False |
102,272 |
| 20 |
0.8055 |
0.7545 |
0.0510 |
6.4% |
0.0109 |
1.4% |
85% |
False |
False |
100,524 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0109 |
1.4% |
86% |
False |
False |
100,199 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0101 |
1.3% |
86% |
False |
False |
74,168 |
| 80 |
0.8162 |
0.7504 |
0.0658 |
8.2% |
0.0101 |
1.3% |
72% |
False |
False |
55,725 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.8% |
0.0093 |
1.2% |
67% |
False |
False |
44,599 |
| 120 |
0.8605 |
0.7504 |
0.1101 |
13.8% |
0.0081 |
1.0% |
43% |
False |
False |
37,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8476 |
|
2.618 |
0.8288 |
|
1.618 |
0.8173 |
|
1.000 |
0.8102 |
|
0.618 |
0.8058 |
|
HIGH |
0.7987 |
|
0.618 |
0.7943 |
|
0.500 |
0.7930 |
|
0.382 |
0.7916 |
|
LOW |
0.7872 |
|
0.618 |
0.7801 |
|
1.000 |
0.7757 |
|
1.618 |
0.7686 |
|
2.618 |
0.7571 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7961 |
0.7957 |
| PP |
0.7945 |
0.7937 |
| S1 |
0.7930 |
0.7918 |
|