CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7972 |
0.8093 |
0.0121 |
1.5% |
0.7817 |
| High |
0.8110 |
0.8151 |
0.0041 |
0.5% |
0.8014 |
| Low |
0.7950 |
0.8050 |
0.0100 |
1.3% |
0.7765 |
| Close |
0.8087 |
0.8058 |
-0.0029 |
-0.4% |
0.7902 |
| Range |
0.0160 |
0.0101 |
-0.0059 |
-36.9% |
0.0249 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
99,296 |
97,405 |
-1,891 |
-1.9% |
508,548 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8389 |
0.8325 |
0.8114 |
|
| R3 |
0.8288 |
0.8224 |
0.8086 |
|
| R2 |
0.8187 |
0.8187 |
0.8077 |
|
| R1 |
0.8123 |
0.8123 |
0.8067 |
0.8105 |
| PP |
0.8086 |
0.8086 |
0.8086 |
0.8077 |
| S1 |
0.8022 |
0.8022 |
0.8049 |
0.8004 |
| S2 |
0.7985 |
0.7985 |
0.8039 |
|
| S3 |
0.7884 |
0.7921 |
0.8030 |
|
| S4 |
0.7783 |
0.7820 |
0.8002 |
|
|
| 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 |
0.8151 |
0.7848 |
0.0303 |
3.8% |
0.0108 |
1.3% |
69% |
True |
False |
90,324 |
| 10 |
0.8151 |
0.7765 |
0.0386 |
4.8% |
0.0110 |
1.4% |
76% |
True |
False |
93,441 |
| 20 |
0.8151 |
0.7659 |
0.0492 |
6.1% |
0.0108 |
1.3% |
81% |
True |
False |
97,298 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.0% |
0.0108 |
1.3% |
86% |
True |
False |
99,632 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.0% |
0.0103 |
1.3% |
86% |
True |
False |
77,439 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.0% |
0.0102 |
1.3% |
86% |
True |
False |
58,171 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.7% |
0.0094 |
1.2% |
79% |
False |
False |
46,565 |
| 120 |
0.8552 |
0.7504 |
0.1048 |
13.0% |
0.0083 |
1.0% |
53% |
False |
False |
38,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8580 |
|
2.618 |
0.8415 |
|
1.618 |
0.8314 |
|
1.000 |
0.8252 |
|
0.618 |
0.8213 |
|
HIGH |
0.8151 |
|
0.618 |
0.8112 |
|
0.500 |
0.8101 |
|
0.382 |
0.8089 |
|
LOW |
0.8050 |
|
0.618 |
0.7988 |
|
1.000 |
0.7949 |
|
1.618 |
0.7887 |
|
2.618 |
0.7786 |
|
4.250 |
0.7621 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8043 |
| PP |
0.8086 |
0.8027 |
| S1 |
0.8072 |
0.8012 |
|