CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8067 |
0.8026 |
-0.0041 |
-0.5% |
0.7910 |
| High |
0.8077 |
0.8040 |
-0.0037 |
-0.5% |
0.8151 |
| Low |
0.7984 |
0.7964 |
-0.0020 |
-0.3% |
0.7862 |
| Close |
0.8034 |
0.7968 |
-0.0066 |
-0.8% |
0.8034 |
| Range |
0.0093 |
0.0076 |
-0.0017 |
-18.3% |
0.0289 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
73,348 |
51,245 |
-22,103 |
-30.1% |
407,688 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8169 |
0.8010 |
|
| R3 |
0.8143 |
0.8093 |
0.7989 |
|
| R2 |
0.8067 |
0.8067 |
0.7982 |
|
| R1 |
0.8017 |
0.8017 |
0.7975 |
0.8004 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7984 |
| S1 |
0.7941 |
0.7941 |
0.7961 |
0.7928 |
| S2 |
0.7915 |
0.7915 |
0.7954 |
|
| S3 |
0.7839 |
0.7865 |
0.7947 |
|
| S4 |
0.7763 |
0.7789 |
0.7926 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8883 |
0.8747 |
0.8193 |
|
| R3 |
0.8594 |
0.8458 |
0.8113 |
|
| R2 |
0.8305 |
0.8305 |
0.8087 |
|
| R1 |
0.8169 |
0.8169 |
0.8060 |
0.8237 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8050 |
| S1 |
0.7880 |
0.7880 |
0.8008 |
0.7948 |
| S2 |
0.7727 |
0.7727 |
0.7981 |
|
| S3 |
0.7438 |
0.7591 |
0.7955 |
|
| S4 |
0.7149 |
0.7302 |
0.7875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8151 |
0.7872 |
0.0279 |
3.5% |
0.0109 |
1.4% |
34% |
False |
False |
80,046 |
| 10 |
0.8151 |
0.7765 |
0.0386 |
4.8% |
0.0111 |
1.4% |
53% |
False |
False |
91,314 |
| 20 |
0.8151 |
0.7659 |
0.0492 |
6.2% |
0.0106 |
1.3% |
63% |
False |
False |
94,212 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0103 |
1.3% |
72% |
False |
False |
96,967 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0104 |
1.3% |
72% |
False |
False |
79,505 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0101 |
1.3% |
72% |
False |
False |
59,720 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.8% |
0.0095 |
1.2% |
66% |
False |
False |
47,811 |
| 120 |
0.8485 |
0.7504 |
0.0981 |
12.3% |
0.0084 |
1.1% |
47% |
False |
False |
39,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8363 |
|
2.618 |
0.8239 |
|
1.618 |
0.8163 |
|
1.000 |
0.8116 |
|
0.618 |
0.8087 |
|
HIGH |
0.8040 |
|
0.618 |
0.8011 |
|
0.500 |
0.8002 |
|
0.382 |
0.7993 |
|
LOW |
0.7964 |
|
0.618 |
0.7917 |
|
1.000 |
0.7888 |
|
1.618 |
0.7841 |
|
2.618 |
0.7765 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.8058 |
| PP |
0.7991 |
0.8028 |
| S1 |
0.7979 |
0.7998 |
|