CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8026 |
0.7980 |
-0.0046 |
-0.6% |
0.7910 |
| High |
0.8040 |
0.7998 |
-0.0042 |
-0.5% |
0.8151 |
| Low |
0.7964 |
0.7894 |
-0.0070 |
-0.9% |
0.7862 |
| Close |
0.7968 |
0.7905 |
-0.0063 |
-0.8% |
0.8034 |
| Range |
0.0076 |
0.0104 |
0.0028 |
36.8% |
0.0289 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
51,245 |
82,160 |
30,915 |
60.3% |
407,688 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8244 |
0.8179 |
0.7962 |
|
| R3 |
0.8140 |
0.8075 |
0.7934 |
|
| R2 |
0.8036 |
0.8036 |
0.7924 |
|
| R1 |
0.7971 |
0.7971 |
0.7915 |
0.7952 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7923 |
| S1 |
0.7867 |
0.7867 |
0.7895 |
0.7848 |
| S2 |
0.7828 |
0.7828 |
0.7886 |
|
| S3 |
0.7724 |
0.7763 |
0.7876 |
|
| S4 |
0.7620 |
0.7659 |
0.7848 |
|
|
| 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 |
0.7894 |
0.0257 |
3.3% |
0.0107 |
1.4% |
4% |
False |
True |
80,690 |
| 10 |
0.8151 |
0.7848 |
0.0303 |
3.8% |
0.0104 |
1.3% |
19% |
False |
False |
86,868 |
| 20 |
0.8151 |
0.7682 |
0.0469 |
5.9% |
0.0108 |
1.4% |
48% |
False |
False |
94,502 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0103 |
1.3% |
62% |
False |
False |
95,817 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0104 |
1.3% |
62% |
False |
False |
80,867 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0100 |
1.3% |
62% |
False |
False |
60,743 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0095 |
1.2% |
57% |
False |
False |
48,632 |
| 120 |
0.8430 |
0.7504 |
0.0926 |
11.7% |
0.0085 |
1.1% |
43% |
False |
False |
40,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8440 |
|
2.618 |
0.8270 |
|
1.618 |
0.8166 |
|
1.000 |
0.8102 |
|
0.618 |
0.8062 |
|
HIGH |
0.7998 |
|
0.618 |
0.7958 |
|
0.500 |
0.7946 |
|
0.382 |
0.7934 |
|
LOW |
0.7894 |
|
0.618 |
0.7830 |
|
1.000 |
0.7790 |
|
1.618 |
0.7726 |
|
2.618 |
0.7622 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7946 |
0.7986 |
| PP |
0.7932 |
0.7959 |
| S1 |
0.7919 |
0.7932 |
|